Author

Tianfa Xie

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Preprint Aug 2026

Handling covariate shift by model averaging

Distributional mismatch between the data used to construct a statistical procedure and the population to which it is ultimately applied is pervasive in modern data analysis. We study covariate shift, a fundamental instance of this problem, and develop an adaptive importance-weighted model averaging method for predictio...

Yifan Zhang, Tianfa Xie, Xinyu Zhang · 0 citations