Recent Development in Selective Inference II

Recent Development in Selective Inference II

Simons Institute via YouTube Direct link

Intro

1 of 18

1 of 18

Intro

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Classroom Contents

Recent Development in Selective Inference II

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  1. 1 Intro
  2. 2 A natural Gaussian randomization scheme
  3. 3 Randomized conditional approach
  4. 4 Can Polyhedral Lemma come to our rescue?
  5. 5 Breakdown of Polyhedral Lemma
  6. 6 Randomized inference is computationally challenging
  7. 7 Full model and target
  8. 8 Randomized selective law
  9. 9 Approximate reference - MCMC free approach
  10. 10 Basis of approximation
  11. 11 Approximate density: simple problem
  12. 12 Confidence intervals
  13. 13 Selective MLE - Point Estimate
  14. 14 Marginal screening of eGenes
  15. 15 Validity of inference - Coverage of intervals
  16. 16 Power - Lengths of intervals
  17. 17 Point Estimation - Comparison of risks
  18. 18 Revisit LASSO: Data generative scheme

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