Universal inference

Wasserman, L; Ramdas, A; Balakrishnan, S

Wasserman, L (corresponding author), Carnegie Mellon Univ, Dept Stat & Data Sci, Pittsburgh, PA 15213 USA.; Wasserman, L (corresponding author), Carnegie Mellon Univ, Machine Learning Dept, Pittsburgh, PA 15213 USA.

PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 2020; 117 (29): 16880

Abstract

We propose a general method for constructing confidence sets and hypothesis tests that have finite-sample guarantees without regularity conditions. We......

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