Extrapolation-Aware Nonparametric Statistical Inference

arXiv:2402.09758v1 Announce Type: cross
Abstract: We define extrapolation as any type of statistical inference on a conditional function (e.g., a conditional expectation or conditional quantile) evaluated outside of the support of the conditioning variable. This type of extrapolation occurs in many data analysis applications and can invalidate the resulting conclusions if not taken into account. While extrapolating is straightforward in parametric models, it becomes challenging in nonparametric models. In this work, we extend the nonparametric statistical model to explicitly allow …

abstract analysis applications arxiv data data analysis function inference math.st quantile statistical stat.me stat.ml stat.th support type