Invited Talk: Post-selection Inference for Forward Stepwise Regression, Lasso and other procedures
3 181
18.6
Microsoft Research332 тыс
Следующее
07.07.16 – 3 9051:08:34Популярные
266 дней – 1 7043:27
27.10.22 – 3 23938:35Опубликовано 7 июля 2016, 23:11
In this talk I will present new inference tools for adaptive statistical procedures. These tools provide p-values and confidence intervals that have correct "post-selection" properties: they account for the selection that has already been carried out on the same data. I discuss application of these ideas to a wide variety of problems including Forward Stepwise Regression, Lasso, PCA, and graphical models. I will also discuss computational issues and software for implementation of these ideas.
Свежие видео
2 часа – 2 7198:39
5 дней – 10 15314:29
7 дней – 1 0230:59
8 дней – 3139:27
75 дней – 394 69810:13Случайные видео
94 дня – 4 378 9047:42
23.10.23 – 22 2491:06
10.06.23 – 240 3586:32
08.12.21 – 20 10214:38
14.04.12 – 10 9104:17
28 дней – 5490:17
16 часов – 82 81022:13
4 дня – 1 1330:05
4 дня – 52 4699:56
9 дней – 6 1391:27
12 дней – 8025:23
13 дней – 23 51226:07
14 дней – 8001:05