Model-free selective inference under covariate shift via weighted conformal p-values
协变量漂移下基于加权共形p值的无模型选择性推断
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 any modeling assumptions on the data and without any restriction on the model for predicting the responses? Last,…