The Annals of Statistics

Semi-supervised inference: General theory and estimation of means

Anru Zhang, Lawrence D. Brown, and T. Tony Cai

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Abstract

We propose a general semi-supervised inference framework focused on the estimation of the population mean. As usual in semi-supervised settings, there exists an unlabeled sample of covariate vectors and a labeled sample consisting of covariate vectors along with real-valued responses (“labels”). Otherwise, the formulation is “assumption-lean” in that no major conditions are imposed on the statistical or functional form of the data. We consider both the ideal semi-supervised setting where infinitely many unlabeled samples are available, as well as the ordinary semi-supervised setting in which only a finite number of unlabeled samples is available.

Estimators are proposed along with corresponding confidence intervals for the population mean. Theoretical analysis on both the asymptotic distribution and $\ell_{2}$-risk for the proposed procedures are given. Surprisingly, the proposed estimators, based on a simple form of the least squares method, outperform the ordinary sample mean. The simple, transparent form of the estimator lends confidence to the perception that its asymptotic improvement over the ordinary sample mean also nearly holds even for moderate size samples. The method is further extended to a nonparametric setting, in which the oracle rate can be achieved asymptotically. The proposed estimators are further illustrated by simulation studies and a real data example involving estimation of the homeless population.

Article information

Source
Ann. Statist., Volume 47, Number 5 (2019), 2538-2566.

Dates
Received: August 2017
Revised: August 2018
First available in Project Euclid: 3 August 2019

Permanent link to this document
https://projecteuclid.org/euclid.aos/1564797856

Digital Object Identifier
doi:10.1214/18-AOS1756

Mathematical Reviews number (MathSciNet)
MR3988765

Zentralblatt MATH identifier
07114921

Subjects
Primary: 62F10: Point estimation 62J05: Linear regression
Secondary: 62F12: Asymptotic properties of estimators 62G08: Nonparametric regression

Keywords
Confidence interval efficiency estimation of mean limiting distribution semi-supervised inference

Citation

Zhang, Anru; Brown, Lawrence D.; Cai, T. Tony. Semi-supervised inference: General theory and estimation of means. Ann. Statist. 47 (2019), no. 5, 2538--2566. doi:10.1214/18-AOS1756. https://projecteuclid.org/euclid.aos/1564797856


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Supplemental materials

  • Supplement to “Semi-supervised inference: General theory and estimation of means”. The supplement contains additional proofs for the main results of the paper.