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A Note on the Prediction-Powered Bootstrap (2405.18379v3)
Published 28 May 2024 in stat.ML, cs.LG, and stat.ME
Abstract: We introduce PPBoot: a bootstrap-based method for prediction-powered inference. PPBoot is applicable to arbitrary estimation problems and is very simple to implement, essentially only requiring one application of the bootstrap. Through a series of examples, we demonstrate that PPBoot often performs nearly identically to (and sometimes better than) the earlier PPI(++) method based on asymptotic normality$\unicode{x2013}$when the latter is applicable$\unicode{x2013}$without requiring any asymptotic characterizations. Given its versatility, PPBoot could simplify and expand the scope of application of prediction-powered inference to problems where central limit theorems are hard to prove.
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