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stat.ME2019★ 2 cited
Inference after black box selection
Jelena Markovic, Jonathan Taylor, Jeremy Taylor
We consider the problem of inference for parameters selected to report only after some algorithm, the canonical example being inference for model parameters after a model selection…
stat.ME2018
More powerful post-selection inference, with application to the Lasso
Keli Liu, Jelena Markovic, Robert Tibshirani
Investigators often use the data to generate interesting hypotheses and then perform inference for the generated hypotheses. P-values and confidence intervals must account for this…