selectiveInference

swMATH19124CRANselectiveInferenceMaRDI QIDQ30954FDOQ30954

Tools for Post-Selection Inference

Ryan Tibshirani

Last update: 7 September 2019

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.2.5

Official website: https://cran.r-project.org/web/packages/selectiveInference/index.html

Source code repository: https://github.com/cran/selectiveInference

Cited In (71)

• AVGAS
• xtune
• Bayesian jackknife empirical likelihood for the error variance in linear regression models
• PLS for Big Data: a unified parallel algorithm for regularised group PLS
• A study on tuning parameter selection for the high-dimensional lasso
• Semiparametric regression with R
• A statistical mechanics approach to de-biasing and uncertainty estimation in Lasso for random measurements
• Two-sample testing of high-dimensional linear regression coefficients via complementary sketching
• Adapting to unknown noise level in sparse deconvolution
• Variational Bayes for High-Dimensional Linear Regression With Sparse Priors
• Projective inference in high-dimensional problems: prediction and feature selection
• Projection-based Inference for High-dimensional Linear Models
• Valid Inference Corrected for Outlier Removal
• Debiasing the Lasso: optimal sample size for Gaussian designs
• Greedy variance estimation for the LASSO
• Quasi-Bayesian estimation of large Gaussian graphical models
• Post-model-selection inference in linear regression models: an integrated review
• A study of error variance estimation in Lasso regression
• Statistical learning and selective inference
• Degrees of freedom for piecewise Lipschitz estimators
• A permutation approach for selecting the penalty parameter in penalized model selection
• Inference without compatibility: using exponential weighting for inference on a parameter of a linear model
• A high-dimensional focused information criterion
• mixfdr
• blasso
• stabs
• lars
• mixOmics
• leapp
• Mutoss
• plsdof
• parcor
• tempdisagg
• seasonal
• An algorithm for the multivariate group Lasso with covariance estimation
• Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors
• deconvolveR
• PoSI
• covTest
• EigenPrism
• mpr
• hdi
• qut
• scalreg
• CorrT
• relaxo
• HCmodelSets
• horseshoe
• proxdist
• dirichletprocess
• ebreg
• Model Selection With Lasso-Zero: Adding Straw to the Haystack to Better Find Needles
• Integrative methods for post-selection inference under convex constraints
• pense
• In defense of the indefensible: a very naïve approach to high-dimensional inference
• Goodness-of-Fit Tests for High Dimensional Linear Models
• Almond
• MatrixLMnet
• Confidence intervals for parameters in high-dimensional sparse vector autoregression
• SequenceSpikeSlab
• glassoFast
• AnchorRegression
• sparsevb
• Prediction error after model search
• High-dimensional simultaneous inference with the bootstrap
• DDL
• Sparse matrix linear models for structured high-throughput data
• Doubly debiased Lasso: high-dimensional inference under hidden confounding
• Empirical priors for prediction in sparse high-dimensional linear regression
• knockoff
• OnPLS

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