Statistical learning and selective inference

DOI10.1073/pnas.1507583112zbMath1359.62228OpenAlexW1885924565WikidataQ24289252 ScholiaQ24289252MaRDI QIDQ2962284

Jonathan E. Taylor, Robert Tibshirani

Publication date: 16 February 2017

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1073/pnas.1507583112

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) General nonlinear regression (62J02) Learning and adaptive systems in artificial intelligence (68T05)

Related Items (32)

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Uses Software

• selectiveInference

Cites Work

• Unnamed Item
• Inference in adaptive regression via the Kac-Rice formula
• Valid post-selection inference
• Selecting the number of principal components: estimation of the true rank of a noisy matrix
• High-dimensional variable selection
• A significance test for the lasso
• Statistical significance for genomewide studies
• For most large underdetermined systems of linear equations the minimal 𝓁₁‐norm solution is also the sparsest solution

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