We discuss recent work for causal inference and predictive robustness in a unifying way. The key idea relies on a notion of probabilistic invariance or stability: it opens up new insights for formulating causality as a certain risk minimization problem with a corresponding notion of robustness. The invariance itself can be estimated from general heterogeneous or perturbation data which frequently occur with nowadays data collection. The novel methodology is potentially useful in many applications, offering more robustness and better “causal-oriented” interpretation than machine learning or estimation in standard regression or classification frameworks.
"Invariance, Causality and Robustness." Statist. Sci. 35 (3) 404 - 426, August 2020. https://doi.org/10.1214/19-STS721