Deconfounding and Causal Regularisation for Stability and External Validity

DOI10.1111/INSR.12426MaRDI QIDQ6089479zbMATH OpenOpenAlexFDO

Authors Domagoj Ćevid, Peter Bühlmann

Publication date 15 December 2023

Published in International Statistical Review (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2008.06234

zbMATH Keywords

anchor regressioncausalityhidden confoundinghigh-dimensional modelsinstrumental variables regressionLassostructural equation model

Mathematics Subject Classification ID

Statistics (62-XX) Linear inference, regression (62Jxx) Applications of statistics (62Pxx)

Abstract: We review some recent work on removing hidden confounding and causal regularization 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 to the issue on concept drift, raised by Efron (2020), when the data generating distribution is changing.

Cites work

• A lava attack on the recovery of sums of dense and sparse signals
• Best subset selection via a modern optimization lens
• Causal inference by using invariant prediction: identification and confidence intervals. With discussion and authors' reply
• Causal inference for statistics, social, and biomedical sciences. An introduction
• Causality. Models, reasoning, and inference
• Confidence intervals for low dimensional parameters in high dimensional linear models
• High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 45532 (Why is no real title available?)
• scientific article; zbMATH DE number 53732 (Why is no real title available?)
• scientific article; zbMATH DE number 6982327 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Identification of Causal Effects Using Instrumental Variables
• Identifying the consequences of dynamic treatment strategies: a decision-theoretic overview
• Instrumental variables: an econometrician's perspective
• Invariance, causality and robustness
• Learning stable and predictive structures in kinetic systems
• Least angle regression. (With discussion)
• Nearly unbiased variable selection under minimax concave penalty
• On asymptotically optimal confidence regions and tests for high-dimensional models
• Prediction, estimation, and attribution
• Regularization and Variable Selection Via the Elastic Net
• Right Singular Vector Projection Graphs: Fast High Dimensional Covariance Matrix Estimation under Latent Confounding
• Robust Estimation of a Location Parameter
• Robustifying independent component analysis by adjusting for group-wise stationary noise
• Stability selection. With discussion and authors' reply
• Statistical modeling: The two cultures. (With comments and a rejoinder).
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Veridical data science

Cited in

(1)

• Distributional anchor regression

This page was built for publication: Deconfounding and Causal Regularisation for Stability and External Validity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6089479)