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arXiv · 2405.07173

Fusing independent inferential models in a black-box manner

Leonardo Cella
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Abstract

Inferential models (IMs) represent a novel possibilistic approach for achieving provably valid statistical inference. This paper introduces a general framework for fusing independent IMs in a "black-box" manner, requiring no knowledge of the original IMs construction details. The underlying logic of this framework mirrors that of the IMs approach. First, a fusing function for the initial IMs' possibility contours is selected. Given the possible lack of guarantee regarding the calibration of this function for valid inferences, a "validification" step is performed. Subsequently, a straightforward normalization step is executed to ensure that the final output conforms to a possibility contour.

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Leonardo Cella. 2024-05-12. Fusing independent inferential models in a black-box manner. https://arxiv.org/abs/2405.07173

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