Fused Multinomial Logistic Regression Utilizing Summary-Level External Machine-learning Information

ArXi:2604.03939v1 Announce Type: cross In many modern applications, a carefully designed primary study provides individual-level data for interpretable modeling, while summary-level external information is available through black-box, efficient, and nonparametric machine-learning predictions. Although summary-level external information has been studied in the data integration literature, there is limited methodology for leveraging external nonparametric machine-learning predictions to improve statistical inference in the primary study.