Valid confidence intervals for post-model-selection predictors

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Valid confidence intervals for post-model-selection predictors

Annals of Statistics (Ann. Stat.), 2014

15 December 2014

François Bachoc

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Papers citing "Valid confidence intervals for post-model-selection predictors"

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Title
$Selective inference after convex clustering with $\ell_1$ penalization$ Selective inference after convex clustering with $\ell_1$ penalizationE S A I M: Probability & Statistics (ESAIM-PS), 2023 François Bachoc Cathy Maugis-Rabusseau P. Neuvial 149 3 0 04 Sep 2023
An Exact Sampler for Inference after Polyhedral Model Selection Sifan Liu TPM 247 5 0 20 Aug 2023
Post-selection inference for linear mixed model parameters using the conditional Akaike information criterion G. Claeskens Katarzyna Reluga S. Sperlich 137 2 0 22 Sep 2021
Quantifying Statistical Significance of Neural Network-based Image Segmentation by Selective InferenceNeural Information Processing Systems (NeurIPS), 2020 Vo Nguyen Le Duy S. Iwazaki Ichiro Takeuchi 250 21 0 05 Oct 2020
Lasso Inference for High-Dimensional Time Series R. Adámek Stephan Smeekes Ines Wilms AI4TS 459 44 0 21 Jul 2020
Parametric Programming Approach for More Powerful and General Lasso Selective Inference Vo Nguyen Le Duy Ichiro Takeuchi 111 3 0 21 Apr 2020
Computing Valid p-value for Optimal Changepoint by Selective Inference using Dynamic ProgrammingNeural Information Processing Systems (NeurIPS), 2020 Vo Nguyen Le Duy Hiroki Toda Ryota Sugiyama Ichiro Takeuchi 230 41 0 21 Feb 2020
Sample Splitting and Weak Assumption Inference For Time Series Robert Lunde 228 3 0 20 Feb 2019
Statistical inference with F-statistics when fitting simple models to high-dimensional dataEconometric Theory (ET), 2019 Hannes Leeb Lukas Steinberger 102 1 0 12 Feb 2019
Admissibility of the usual confidence set for the mean of a univariate or bivariate normal population: The unknown-variance case Hannes Leeb Paul Kabaila 160 4 0 20 Sep 2018
Prediction out-of-sample using block shrinkage estimators: model selection and predictive inference Hannes Leeb Nina Senitschnig 136 1 0 12 Sep 2018
Post hoc false positive control for spatially structured hypotheses Guillermo Durand Gilles Blanchard P. Neuvial Étienne Roquain 125 9 0 04 Jul 2018
On the Post Selection Inference constant under Restricted Isometry Properties François Bachoc Gilles Blanchard P. Neuvial 155 18 0 20 Apr 2018
On the length of post-model-selection confidence intervals conditional on polyhedral constraints D. Kivaranovic Hannes Leeb 154 17 0 05 Mar 2018
Uniform-in-Submodel Bounds for Linear Regression in a Model Free Framework Arun K. Kuchibhotla L. Brown A. Buja E. George Linda H. Zhao 285 2 0 15 Feb 2018
Bootstrapping and Sample Splitting For High-Dimensional, Assumption-Free Inference Alessandro Rinaldo Larry A. Wasserman M. G'Sell Jing Lei 264 100 0 16 Nov 2016
Uniformly valid confidence intervals post-model-selection François Bachoc David Preinerstorfer Lukas Steinberger 319 52 0 03 Nov 2016
Uniform Asymptotic Inference and the Bootstrap After Model Selection Robert Tibshirani Alessandro Rinaldo Robert Tibshirani Larry A. Wasserman 395 110 0 20 Jun 2015