Completed
Approximate reference - MCMC free approach
Class Central Classrooms beta
YouTube videos curated by Class Central.
Classroom Contents
Recent Development in Selective Inference II
Automatically move to the next video in the Classroom when playback concludes
- 1 Intro
- 2 A natural Gaussian randomization scheme
- 3 Randomized conditional approach
- 4 Can Polyhedral Lemma come to our rescue?
- 5 Breakdown of Polyhedral Lemma
- 6 Randomized inference is computationally challenging
- 7 Full model and target
- 8 Randomized selective law
- 9 Approximate reference - MCMC free approach
- 10 Basis of approximation
- 11 Approximate density: simple problem
- 12 Confidence intervals
- 13 Selective MLE - Point Estimate
- 14 Marginal screening of eGenes
- 15 Validity of inference - Coverage of intervals
- 16 Power - Lengths of intervals
- 17 Point Estimation - Comparison of risks
- 18 Revisit LASSO: Data generative scheme
