Statistical learning and selective inference

DOI10.1073/PNAS.1507583112zbMATH Open1359.62228OpenAlexW1885924565WikidataQ24289252 ScholiaQ24289252MaRDI QIDQ2962284FDOQ2962284

Authors: Jonathan 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

Recommendations

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Mathematics Subject Classification ID

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

Cites Work

• A significance test for the lasso
• Valid post-selection inference
• Title not available (Why is that?)
• Statistical significance for genomewide studies
• High-dimensional variable selection
• Selecting the number of principal components: estimation of the true rank of a noisy matrix
• For most large underdetermined systems of linear equations the minimal 𝓁₁‐norm solution is also the sparsest solution
• Inference in adaptive regression via the Kac-Rice formula

Cited In (44)

• Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach
• Selective inference for clustering with unknown variance
• Post-selection inference of generalized linear models based on the lasso and the elastic net
• Entropy-based closure for probabilistic learning on manifolds
• Dirichlet process mixture models for insurance loss data
• Title not available (Why is that?)
• Asymptotics of selective inference
• Post hoc confidence bounds on false positives using reference families
• Valid Inference Corrected for Outlier Removal
• Exact post-selection inference for adjusted R squared selection
• Ensuring valid inference for Cox hazard ratios after variable selection
• Variable selection -- a review and recommendations for the practicing statistician
• Subgroup analysis and adaptive experiments crave for debiasing
• Learning from a population of hypotheses
• Frequentist validity of Bayesian limits
• Probabilistic learning inference of boundary value problem with uncertainties based on Kullback-Leibler divergence under implicit constraints
• Post-selection inference via algorithmic stability
• A Complete Framework for Model-Free Difference-in-Differences Estimation
• Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension
• Probabilistic learning on manifolds constrained by nonlinear partial differential equations for small datasets
• Demystifying the bias from selective inference: a revisit to Dawid's treatment selection problem
• Approximate Selective Inference via Maximum Likelihood
• Title not available (Why is that?)
• Penalized Poisson model for network meta-analysis of individual patient time-to-event data
• A note on Type S/M errors in hypothesis testing
• Estimation and Inference of Heterogeneous Treatment Effects using Random Forests
• Polynomial-chaos-based conditional statistics for probabilistic learning with heterogeneous data applied to atomic collisions of helium on graphite substrate
• Covariate‐driven factorization by thresholding for multiblock data
• Selective inference in complex research
• Least-Square Approximation for a Distributed System
• In defense of the indefensible: a very naïve approach to high-dimensional inference
• Transient anisotropic kernel for probabilistic learning on manifolds
• Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
• Tuning parameter selection for penalized estimation via \(R^2\)
• Exploratory subgroup analysis in clinical trials by model selection
• Filtering the Rejection Set While Preserving False Discovery Rate Control
• Neighborhood-based cross fitting approach to treatment effects with high-dimensional data
• Bounded \(p\) values in parametric programming-based selective inference
• Log-Contrast Regression with Functional Compositional Predictors: Linking Preterm Infant's Gut Microbiome Trajectories to Neurobehavioral Outcome
• The principal problem with principal components regression
• A new paradigm for high-dimensional data: distance-based semiparametric feature aggregation framework via between-subject attributes
• Statistical Inference Enables Bad Science; Statistical Thinking Enables Good Science
• Capturing Spike Variability in Noisy Izhikevich Neurons Using Point Process Generalized Linear Models
• Statistical proof? The problem of irreproducibility

Uses Software

• selectiveInference

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