Model-free selective inference under covariate shift via weighted conformal p -values
协变量偏移下基于加权共形p值的无模型选择性推断
Summary This paper introduces novel weighted conformal $ p $-values and methods for model-free selective inference. The problem is as follows: given test units with covariates $ X $ and missing responses $ Y $, how do we select units for which the responses $ Y $ are larger than user-specified values while controlling the proportion of false positives? Can we achieve this without modelling assumptions on the data and without restriction on the model for predicting the…