【学术讲堂】Distribution-Free Prediction Sets for Regression under Target Shift(唐炎林--华东师范大学)

发布者:beat365中文在线官网发布时间:2026-09-20浏览次数:10

专家简介】:唐炎林,华东师范大学统计学院教授,博士生导师,统计学系主任;入选国家青年高层次人才计划、上海市浦江人才计划。主要研究方向为分位数回归、共形预测、高维异质性数据统计推断,主持多项国家自然科学基金、上海市自然科学基金,担任SCI期刊Statistica Sinica、Journal of the Korean Statistical Society的编委。在Biometrika、JRSSB、PNAS、Biometrics等发表论文近50篇。

报告摘要】:In many real-world applications, statistical inference is challenged by the scarcity of labeled outcomes due to high data collection costs and technical barriers.

In the motivating MIMIC-III dataset, we aim to evaluate in-hospital illness severity among publicly insured patients, yet outcome data for this group are limited.

To address this challenge, we propose a framework for constructing efficient conformal prediction sets for target outcomes by leveraging an auxiliary source distribution with abundant labeled data that is related to the target distribution through a target shift assumption.

When target labels are unavailable, prediction relies solely on source data; when partial labels are observed, they can be incorporated to improve predictive efficiency.

To overcome data non-exchangeability and distributional non-identifiability, we identify the likelihood ratio by aligning covariate distributions of the source and target domains within a finite B-spline function space.

We further develop a weight-adjusted conditional density estimator to construct highest predictive density sets that accommodate complex error structures, including asymmetry and multimodality.

This estimator models the source conditional density via a quantile process and applies weighting transformations to approximate the target conditional density.

We establish theoretical guarantees for the proposed method and demonstrate its finite-sample performance through simulation and an application to the MIMIC-III clinical database.

报告时间】:20260921周一15:40-16:40

报告地点】:位育楼417