Data Fission: Splitting a Single Data Point
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Cites work
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- $\ell_1$ Trend Filtering
- A general interactive framework for false discovery rate control under structural constraints
- AdaPT: an interactive procedure for multiple testing with side information
- Adaptive piecewise polynomial estimation via trend filtering
- Additive models for quantile regression: model selection and confidence bands
- Adjusting the Benjamini–Hochberg method for controlling the false discovery rate in knockoff-assisted variable selection
- Bootstrapping and sample splitting for high-dimensional, assumption-lean inference
- Controlling False Discovery Rate Using Gaussian Mirrors
- Controlling the false discovery rate via knockoffs
- Empirical Bayes Mean Estimation With Nonparametric Errors Via Order Statistic Regression on Replicated Data
- Exact post-selection inference for the generalized Lasso path
- Exact post-selection inference, with application to the Lasso
- False Discovery Rate–Adjusted Multiple Confidence Intervals for Selected Parameters
- Maximum likelihood estimation in misspecified generalized linear models
- Models as approximations. II. A model-free theory of parametric regression
- More Powerful Selective Inference for the Graph Fused Lasso
- Selective inference with a randomized response
- Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models
- Splines in higher order TV regularization
- Splitting strategies for post-selection inference
Cited in
(13)- Assumption-Lean Data Fission with Resampled Data
- Discussion of “Data Fission: Splitting a Single Data Point”
- Discussion of “Data Fission: Splitting a Single Data Point” – Some Asymptotic Results for Data Fission
- Finite- and large sample inference for model and coefficients in high-dimensional linear regression with repro samples
- Inference on the Proportion of Variance Explained in Principal Component Analysis
- Data Thinning for Poisson Factor Models and its Applications
- Thinning a Wishart random matrix
- Decomposing Gaussians with unknown covariance
- A flexible defense against the winner's curse
- Asymptotically-exact selective inference for quantile regression
- Rejoinder
- Fiducial selector: fast and efficient inference for high-dimensional regression
- Selective inference using randomized group Lasso estimators for general models
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