[Ml-stat-talks] PACM/ORFE Joint Colloquium 10/20/14

Amit Singer 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

ABSTRACT:  

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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