Prediction-Powered Conditional Inference
arXiv:2603.05575v1 Announce Type: new Abstract: We study prediction-powered conditional inference in the setting where labeled data are scarce, unlabeled covariates are abundant, and a black-box machine-learning predictor is available. The goal is to perform statistical inference on conditional functionals evaluated at a fixed test point, such as conditional means, without imposing a parametric model for the conditional relationship. Our approach combines localization with prediction-based variance reduction. First, we introduce a reproducing kernel-based localization method that learns a data-adaptive […]