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arXiv 2303.01422stat.MEstat.ML
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基于设计的保形预测

Design-based conformal prediction

Jerzy Wieczorek

AI总结:

本文邀请调查方法学家使用保形预测,在基于设计的有限总体推断框架下将其应用于复杂样本调查数据,并通过模拟和真实数据验证其有限样本覆盖率保证。

摘要:

保形预测是一种假设精简的方法,可为几乎任意的预测模型生成不依赖分布的预测区间或集合,并保证有限样本覆盖率。保形方法是统计学和机器学习中一个活跃的研究课题,但直到最近才被扩展到非可交换数据。在本文中,我们邀请调查方法学家开始使用保形方法并为其做出贡献。我们介绍了在有限总体的基于设计的推断框架下,如何将保形预测应用于几种常见的复杂样本调查设计的数据,并指出了调查方法学家可以卓有成效地运用其专业知识的空白之处。我们的模拟从经验上证实了有限样本覆盖率的理论保证,而我们的真实数据示例展示了保形预测如何在实践中应用于复杂样本调查数据。

英文摘要:

Conformal prediction is an assumption-lean approach to generating distribution-free prediction intervals or sets, for nearly arbitrary predictive models, with guaranteed finite-sample coverage. Conformal methods are an active research topic in statistics and machine learning, but only recently have they been extended to non-exchangeable data. In this paper, we invite survey methodologists to begin using and contributing to conformal methods. We introduce how conformal prediction can be applied to data from several common complex sample survey designs, under a framework of design-based inference for a finite population, and we point out gaps where survey methodologists could fruitfully apply their expertise. Our simulations empirically bear out the theoretical guarantees of finite-sample coverage, and our real-data example demonstrates how conformal prediction can be applied to complex sample survey data in practice.

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