Hongxiang Qiu

Hongxiang Qiu
  • Postdoctoral Researcher

Contact Information

Research Interests: Statistical inference under nonparametric/semiparametric models

Links: Personal Website


I am generally interested in developing methodologies to provide statistical inference under weak assumptions, typically under nonparametric models. I am also interested in applying these techniques to causal inference, machine learning, among others.

  • Hongxiang Qiu, Xu Shi, Wang Miao, Edgar Dobriban, Eric Tchetgen Tchetgen, Doubly Robust Proximal Synthetic Controls.

    Description: https://arxiv.org/abs/2210.02014

  • Hongxiang Qiu, Edgar Dobriban, Eric Tchetgen Tchetgen (Draft), Distribution-free Prediction Sets Adaptive to Unknown Covariate Shift.

    Abstract: Predicting sets of outcomes -- instead of unique outcomes -- is a promising solution to uncertainty quantification in statistical learning. Despite a rich literature on constructing prediction sets with statistical guarantees, adapting to unknown covariate shift -- a prevalent issue in practice -- poses a serious challenge and has yet to be solved. In the framework of semiparametric statistics, we can view the covariate shift as a nuisance parameter. In this paper, we propose a novel flexible distribution-free method, PredSet-1Step, to construct prediction sets that can efficiently adapt to unknown covariate shift. PredSet-1Step relies on a one-step correction of the plug-in estimator of coverage error. We theoretically show that our methods are asymptotically probably approximately correct (PAC), having low coverage error with high confidence for large samples. PredSet-1Step may also be used to construct asymptotically risk-controlling prediction sets. We illustrate that our method has good coverage in a number of experiments and by analyzing a data set concerning HIV risk prediction in a South African cohort study. In experiments without covariate shift, PredSet-1Step performs similarly to inductive conformal prediction, which has finite-sample PAC properties. Thus, PredSet-1Step may be used in the common scenario if the user suspects -- but may not be certain -- that covariate shift is present, and does not know the form of the shift. Our theory hinges on a new bound for the convergence rate of Wald confidence interval coverage for general asymptotically linear estimators. This is a technical tool of independent interest.