Selective Inference in Regression
Channel: Berkeley Institute for Data Science (BIDS)
Date: 2015-09-11

BIDS Data Science Lecture Series | September 11, 2015 | 1:00-2:30 p.m. | 190 Doe Library, UC Berkeley

Speaker: Jonathan Taylor, Professor of Statistics, Stanford University
Sponsors: Berkeley Institute for Data Science, Data, Society and Inference Seminar

We describe a framework for exact post-selection inference in regression problems. At the core of our framework is selective inference, which builds on earlier work of Benjamini and others. In this context, we define selective Type I and II errors for hypothesis tests and selective intervals. Time allowing, several examples will be discussed, including the LASSO, forward stepwise, and LASSO with a randomized response. 
 
The talk will be an overview of joint work with many different collaborators.