841 citations · 1.1k across the 16 of their papers we have counts for
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stat.ME2015★ 18 cited
Selective inference after cross-validation
Joshua R. Loftus
This paper describes a method for performing inference on models chosen by cross-validation. When the test error being minimized in cross-validation is a residual sum of squares it…
stat.ME2015★ 26 cited
Selective inference in regression models with groups of variables
Joshua R. Loftus, Jonathan E. Taylor
We provide a general mathematical framework for selective inference with supervised model selection procedures characterized by quadratic forms in the outcome variable. Forward ste…
math.ST2015★ 17 cited
Selective inference with unknown variance via the square-root LASSO
Xiaoying Tian, Joshua R. Loftus, Jonathan E. Taylor
There has been much recent work on inference after model selection when the noise level is known, however, is rarely known in practice and its estimation is difficult in high-d…