Another look at inference after prediction
This work addresses the challenge of making statistical inference more efficient in scientific fields like biology and epidemiology, though it is incremental as it builds on existing methods.
The paper tackles the problem of improving efficiency in prediction-based inference, which uses machine learning predictions alongside limited gold-standard data for statistical analysis, and shows that a simple modification to a foundational method guarantees provable efficiency gains, demonstrated through simulations and a UK Biobank application.
From structural biology to epidemiology, predictions from machine learning (ML) models increasingly complement costly gold-standard data to enable faster, more affordable, and scalable scientific inquiry. In response, prediction-based (PB) inference has emerged to accommodate statistical analysis using a large volume of predictions together with a small amount of gold-standard data. The goals of PB inference are two-fold: (i) to mitigate bias from errors in predictions and (ii) to improve efficiency relative to classical inference using only the gold-standard data. While early PB inference methods focused on bias, their ability to enhance efficiency remains a focus of ongoing research. We revisit a foundational PB inference method and show that a simple modification can be applied to guarantee provable improvements in efficiency. In doing so, we establish new connections between augmented inverse probability weighted estimators (AIPW) and several recently proposed PB inference methods with a similar focus. The utility of our proposal, which leverages prediction-based outcomes to enhance efficiency, is demonstrated through extensive simulation studies and an application to real data from the UK Biobank. Further, we contextualize PB inference by drawing connections to historical literature from economics and statistics, highlighting how classic methods directly inform this contemporary problem.