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stat.ME2026
Inference conditional on selection: a review
Anna Neufeld, Ronan Perry, Daniela Witten
In this article, we review selective inference, a set of techniques for inference when the statistical question asked is a function of the data. This setting often arises in contem…
stat.ME2026
Post-selection inference for penalized M-estimators via score thinning
Ronan Perry, Snigdha Panigrahi, Daniela Witten
We consider inference for M-estimators after model selection using a sparsity-inducing penalty. While existing methods for this task require bespoke inference procedures, we propos…
stat.ME2024
Infer-and-widen, or not?
Ronan Perry, Zichun Xu, Olivia McGough +1
In recent years, there has been substantial interest in the task of selective inference: inference on a parameter that is selected from the data. Many of the existing proposals fal…