Bias-Aware External-Model-Assisted Inference in High-Dimensional Regression
高维回归中偏差感知的外部模型辅助推断
In high-dimensional semi-supervised linear regression, prediction-powered inference (PPI) corrects an external predictor with a rectifier estimated from the labeled data. In a linear model, however, this rectifier cancels the predictor: PPI and PPI++ reduce to ordinary least squares and can inflate variance when the predictor is close to the oracle. We propose the Debiased External-model-Assisted Lasso (DEAL), which routes the external estimator and the unlabeled covariates…