Exact post-selection inference for the generalized Lasso path (Q1746554): Difference between revisions

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+Likelihood ratio tests for multiple structural changes
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+Valid post-selection inference
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+Q3136820
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+On total variation minimization and surface evolution using parametric maximum flows
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+Extended Bayesian information criteria for model selection with large model spaces
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+Q4494545
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+Selecting the number of principal components: estimation of the true rank of a noisy matrix
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+Multiscale Change Point Inference
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+Pathwise coordinate optimization
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+Wild binary segmentation for multiple change-point detection
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+Sequential Selection Procedures and False Discovery Rate Control
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+Inference about the change-point in a sequence of random variables
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+Extensions of some classical methods in change point analysis
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+Inference for single and multiple change-points in time series
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+$\ell_1$ Trend Filtering
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+Exact post-selection inference, with application to the Lasso
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+THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
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+Can one estimate the conditional distribution of post-model-selection estimators?
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+CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?
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+A significance test for the lasso
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+Post‐selection point and interval estimation of signal sizes in Gaussian samples
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+Nonlinear total variation based noise removal algorithms
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+Splines in higher order TV regularization
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+Asymptotics of Selective Inference
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+Selective inference with a randomized response
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+Adaptive piecewise polynomial estimation via trend filtering
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+Uniform asymptotic inference and the bootstrap after model selection
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+The solution path of the generalized lasso
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+Sparsity and Smoothness Via the Fused Lasso
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+Spatial smoothing and hot spot detection for CGH data using the fused lasso
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+Q3188036
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+Confidence regions and tests for a change-point in a sequence of exponential family random variables
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