- Journal Article
We review some recent works on removing hidden confounding and causal regularisation from a unified viewpoint. We describe how simple and user-friendly techniques improve stability, replicability and distributional robustness in heterogeneous data. In this sense, we provide additional thoughts on the issue of concept drift, raised recently by Efron, when the data generating distribution is changing. Show more
Journal / seriesInternational statistical review
Pages / Article No.
SubjectAnchor regression; causality; hidden confounding; high‐dimensional models; instrumental variables regression; Lasso; structural equation model
Organisational unit03502 - Bühlmann, Peter L. / Bühlmann, Peter L.
786461 - Statistics, Prediction and Causality for Large-Scale Data (EC)
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