Fusing independent inferential models in a black-box manner

Autor:	Cella, Leonardo
Rok vydání:	2024
Předmět:	Mathematics - Statistics Theory
Druh dokumentu:	Working Paper
Popis:	Inferential models (IMs) represent a novel possibilistic approach for achieving provably valid statistical inference. This paper introduces a general framework for fusing independent IMs in a "black-box" manner, requiring no knowledge of the original IMs construction details. The underlying logic of this framework mirrors that of the IMs approach. First, a fusing function for the initial IMs' possibility contours is selected. Given the possible lack of guarantee regarding the calibration of this function for valid inferences, a "validification" step is performed. Subsequently, a straightforward normalization step is executed to ensure that the final output conforms to a possibility contour. Comment: 8 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2405.07173 Zobrazit plný text záznamu View this record from Arxiv