[Ml-stat-talks] PACM/ORFE Joint Colloquium 10/20/14
amits at math.Princeton.EDU
Fri Oct 17 22:16:25 EDT 2014
DATE: Monday, October 20, 2014
PLACE: 214 Fine Hall
TIME: 4:30 pm
SPEAKER: Jonathan Taylor - Stanford
TITLE: Exact post-selection inference
We describe a framework for exact post-selection inference.At the core of our framework is what we call selective inferencewhich allows us to define selective Type I and II errors for hypothesis tests and selective coverage for intervals.
Several examples are discussed including the LASSO, forward stepwise, change point detection.
This is joint work with several: Will Fithian, Jason Lee, Richard Lockart, Joshua Loftus, Dennis Sun, Yuekai Sun, Ryan Tibshirani, Rob Tibshirani.
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