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Revisit LASSO: Data generative scheme
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Classroom Contents
Recent Development in Selective Inference II
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- 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
