21 citations · 29 across the 3 of their papers we have counts for
Showing 2017 · stat.MEShow all
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stat.ME2017
Unifying approach to selective inference with applications to cross-validation
Jelena Markovic, Lucy Xia, Jonathan Taylor
We develop tools to do valid post-selective inference for a family of model selection procedures, including choosing a model via cross-validated Lasso. The tools apply universally…
stat.ME2017
An MCMC-free approach to post-selective inference
Snigdha Panigrahi, Jelena Markovic, Jonathan Taylor
We develop a Monte Carlo-free approach to inference post output from randomized algorithms with a convex loss and a convex penalty. The pivotal statistic based on a truncated law,…