提出一种无需模型正确性的空间关联置信区间方法,解决环境与流行病学中的因果推断难题。
Smooth Sailing: Lipschitz-Driven Uncertainty Quantification for Spatial Association
- 基于Lipschitz光滑性假设与同方差高斯误差,构建空间关联的置信区间。
- 在真实与模拟数据中均实现名义覆盖率,且对模型误设和非随机位置具有鲁棒性。
- 适用于缺乏训练-目标重叠或模型不准确的空间分析场景,适合环境与公共健康研究者。
估计空间协变量与响应变量之间的关联关系,而非仅预测响应值,是环境科学、流行病学和经济学的核心问题。例如,公共卫生官员可能关心空气污染是否与健康结果存在严格正向关联及其效应大小。标准机器学习方法虽预测准确,但难以揭示协变量-响应关系。我们发现,现有置信区间方法在模型误设和非随机位置条件下无法保证名义覆盖率——而这在空间问题中几乎总是存在。本文提出一种方法,在仅需空间平滑性和同方差高斯误差假设的前提下,构建空间设置下的有效频率置信区间。该方法不要求模型正确或训练与目标位置存在协变量重叠。它是首个在此设定下保证名义覆盖率的方法,在真实与模拟实验中均优于现有技术。当噪声已知时,置信区间在有限样本下有效;当噪声未知时,我们提供渐近一致的估计过程。
原文摘要 · Abstract (English)
Estimating associations between spatial covariates and responses - rather than merely predicting responses - is central to environmental science, epidemiology, and economics. For instance, public health officials might be interested in whether air pollution has a strictly positive association with a health outcome, and the magnitude of any effect. Standard machine learning methods often provide accurate predictions but offer limited insight into covariate-response relationships. And we show that existing methods for constructing confidence (or credible) intervals for associations can fail to provide nominal coverage in the face of model misspecification and nonrandom locations - despite both being essentially always present in spatial problems. We introduce a method that constructs valid frequentist confidence intervals for associations in spatial settings. Our method requires minimal assumptions beyond a form of spatial smoothness and a homoskedastic Gaussian error assumption. In particular, we do not require model correctness or covariate overlap between training and target locations. Our approach is the first to guarantee nominal coverage in this setting and outperforms existing techniques in both real and simulated experiments. Our confidence intervals are valid in finite samples when the noise of the Gaussian error is known, and we provide an asymptotically consistent estimation procedure for this noise variance when it is unknown.
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