Generalized Data Thinning Using Sufficient Statistics
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Cites work
- scientific article; zbMATH DE number 3024619 (Why is no real title available?)
- A computationally efficient nonparametric approach for changepoint detection
- A note on data-splitting for the evaluation of significance levels
- Asymptotics of selective inference
- Consistent selection of the number of change-points via sample-splitting
- Exact post-selection inference, with application to the Lasso
- Exponential Dispersion Models and Extensions: A Review
- On Distributions Admitting a Sufficient Statistic
- Post-selection inference for _1-penalized likelihood models
- Post‐selection inference for changepoint detection algorithms with application to copy number variation data
- Prediction error after model search
- Selective Inference for Hierarchical Clustering
- Selective inference for clustering with unknown variance
- Selective inference with a randomized response
- Splitting strategies for post-selection inference
- Stability selection. With discussion and authors' reply
- Stationary Time Series Models with Exponential Dispersion Model Margins
- Statistical learning and selective inference
- Sur les lois de probabilité à estimation exhaustive.
- Testing Statistical Hypotheses
- Testing for a change in mean after changepoint detection
- The Elements of Statistical Learning
- Uniform asymptotic inference and the bootstrap after model selection
- Valid Inference Corrected for Outlier Removal
Cited in
(6)- 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
- Asymptotically-exact selective inference for quantile regression
- Selective inference using randomized group Lasso estimators for general models
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