Asymptotics of Selective Inference

DOI10.1111/sjos.12261zbMath1422.62252arXiv1501.03588OpenAlexW2962922530MaRDI QIDQ5738837

Jonathan E. Taylor, Xiaoying Tian

Publication date: 13 June 2017

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.03588

zbMATH Keywords

high-dimensional inferenceLASSOleast absolute shrinkage and selection operatorselective inferencenon-Gaussian error

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (16)

Exact post-selection inference, with application to the Lasso ⋮ Post-model-selection inference in linear regression models: an integrated review ⋮ Uniform asymptotic inference and the bootstrap after model selection ⋮ Targeted Inference Involving High-Dimensional Data Using Nuisance Penalized Regression ⋮ Optimal finite sample post-selection confidence distributions in generalized linear models ⋮ Prediction error after model search ⋮ Selective Inference for Hierarchical Clustering ⋮ Unnamed Item ⋮ Exact post-selection inference for the generalized Lasso path ⋮ Selective inference with a randomized response ⋮ Distribution-Free Predictive Inference For Regression ⋮ A General Framework for Estimation and Inference From Clusters of Features ⋮ Inference for \(L_2\)-boosting ⋮ Selective inference via marginal screening for high dimensional classification ⋮ A knockoff filter for high-dimensional selective inference ⋮ On the Length of Post-Model-Selection Confidence Intervals Conditional on Polyhedral Constraints

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