论文标题

非参数融合学习:使用深度置信分布从不同来源综合推论

Nonparametric fusion learning: synthesize inferences from diverse sources using depth confidence distribution

论文作者

Liu, Dungang, Liu, Regina Y., Xie, Minge

论文摘要

融合学习是指从多个来源或研究中的综合推论,以提供比单独的或单独研究的推论和预测。合成推论的大多数现有方法都取决于参数模型假设,例如正常性,这些假设通常在实践中不存在。在本文中,我们提出了一个一般的非参数融合学习框架,用于从多个来源综合目标参数的推断。提出的框架为基础的主要工具是深度置信分布(DEPTH-CD)的概念,该概念也在本文中开发。从广义上讲,深度CD是针对目标参数的推论信息的数据驱动的非参数摘要分布。我们表明,深度-CD是一个有用的推论工具,此外,是置信区域(或p值)的综合形式,其级别的轮廓设置为对真实参数值的缩小。提出的融合学习方法结合了各个研究中的深度CD,每个深度CD由非参数引导和数据深度构建。这种方法被证明是有效,一般和健壮的。具体而言,它在适当选择的组合元素下实现了高阶精度和巴哈杜尔的效率。它允许模型或推理结构在单个研究中有所不同。它很容易适应具有广泛复杂和不规则环境的异质研究。该特性使其能够利用不完整的研究中的间接证据来提高整体推断的效率。拟议方法的优点是模拟的,在对飞机着陆绩效的联邦航空管理局(FAA)研究中。

Fusion learning refers to synthesizing inferences from multiple sources or studies to provide more effective inference and prediction than from any individual source or study alone. Most existing methods for synthesizing inferences rely on parametric model assumptions, such as normality, which often do not hold in practice. In this paper, we propose a general nonparametric fusion learning framework for synthesizing inferences of the target parameter from multiple sources. The main tool underlying the proposed framework is the notion of depth confidence distribution (depth-CD), which is also developed in this paper. Broadly speaking, a depth-CD is a data-driven nonparametric summary distribution of inferential information for the target parameter. We show that a depth-CD is a useful inferential tool and, moreover, is an omnibus form of confidence regions (or p-values), whose contours of level sets shrink toward the true parameter value. The proposed fusion learning approach combines depth-CDs from the individual studies, with each depth-CD constructed by nonparametric bootstrap and data depth. This approach is shown to be efficient, general and robust. Specifically, it achieves high-order accuracy and Bahadur efficiency under suitably chosen combining elements. It allows the model or inference structure to be different among individual studies. And it readily adapts to heterogeneous studies with a broad range of complex and irregular settings. This property enables it to utilize indirect evidence from incomplete studies to gain efficiency in the overall inference. The advantages of the proposed approach are demonstrated simulations and in a Federal Aviation Administration (FAA) study of aircraft landing performance.

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