Integrative methods for post-selection inference under convex constraints

DOI10.1214/21-AOS2057zbMath1486.62075arXiv1605.08824OpenAlexW3212049057MaRDI QIDQ2054531

Asaf Weinstein, Snigdha Panigrahi, Jonathan E. Taylor

Publication date: 3 December 2021

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.08824

zbMATH Keywords

Bayesian inferenceconditional inferenceconvex constraintsadaptive data analysisselective inferencecarving

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Point estimation (62F10) Parametric inference under constraints (62F30) Nonparametric tolerance and confidence regions (62G15)

Related Items (3)

Integrative Bayesian Models Using Post-Selective Inference: A Case Study in Radiogenomics ⋮ Carving model-free inference ⋮ Approximate Selective Inference via Maximum Likelihood

Uses Software

• selectiveInference

Cites Work

• Exact post-selection inference, with application to the Lasso
• Selective inference with a randomized response
• Moderate deviations for \(M\)-estimators
• MALA-within-Gibbs Samplers for High-Dimensional Distributions with Sparse Conditional Structure
• Moderate Deviations for I.I.D. Random Variables
• Adjusted Bayesian Inference for Selected Parameters
• Selection Adjusted Confidence Intervals With More Power to Determine the Sign
• Post‐selection point and interval estimation of signal sizes in Gaussian samples
• Inferactive data analysis
• A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers

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