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arXiv 2603.11368stat.MLcs.LGecon.EMstat.APstat.ME

具有预测和缺失在随机标签的空间稳健推断

Spatially Robust Inference with Predicted and Missing at Random Labels

Stephen Salerno, Zhenke Wu, Tyler McCormick

AI总结:

本文提出了一种双稳健估计器,用于处理具有预测和缺失在随机标签的空间依赖性问题,通过交叉拟合和jackknife方法校正空间异方差性和自相关,提高置信区间的有效性。

摘要:

当结果数据昂贵或难以收集时,科学家越来越多地使用机器学习和人工智能模型对未标记案例进行预测,这一过程对下游统计推断有影响。虽然最近的方法在独立采样下提供了有效的不确定性量化,但现实应用涉及缺失在随机(MAR)标签和空间依赖。在此设置下,我们提出了一种双稳健估计器,具有交叉拟合的 nuisance。我们证明交叉拟合诱导了折叠级相关性,扭曲了空间方差估计器,产生不稳定或过于保守的置信区间。为了解决这个问题,我们提出了一种jackknife空间异方差性和自相关一致(HAC)方差校正,将空间依赖性与折叠诱导的噪声分开。在标准的识别和依赖条件下,所得到的区间是渐近有效的。模拟和基准数据集显示在有限样本校准上有显著改进,特别是在MAR标签和集群采样下。

英文摘要:

When outcome data are expensive or onerous to collect, scientists increasingly substitute predictions from machine learning and AI models for unlabeled cases, a process which has consequences for downstream statistical inference. While recent methods provide valid uncertainty quantification under independent sampling, real-world applications involve missing at random (MAR) labeling and spatial dependence. For inference in this setting, we propose a doubly robust estimator with cross-fit nuisances. We show that cross-fitting induces fold-level correlation that distorts spatial variance estimators, producing unstable or overly conservative confidence intervals. To address this, we propose a jackknife spatial heteroscedasticity and autocorrelation consistent (HAC) variance correction that separates spatial dependence from fold-induced noise. Under standard identification and dependence conditions, the resulting intervals are asymptotically valid. Simulations and benchmark datasets show substantial improvement in finite-sample calibration, particularly under MAR labeling and clustered sampling.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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