Extrapolation-Aware Nonparametric Statistical Inference

Understand

We define extrapolation as any type of statistical inference on a conditional function (e.g., a conditional expectation or conditional quantile) evaluated outside of the support of the conditioning variable.

• This type of extrapolation occurs in many data analysis applications and can invalidate the resulting conclusions if not taken into account.
• While extrapolating is straightforward in parametric models, it becomes challenging in nonparametric models.
• In this work, we extend the nonparametric statistical model to explicitly allow for extrapolation and introduce a class of extrapolation assumptions that can be combined with existing inference techniques to draw extrapolation-aware conclusions.