21 citations · 27 across the 2 of their papers we have counts for
2 papers
math.ST2016★ 6 cited
Prediction error after model search
Xiaoying Tian Harris
Estimation of the prediction error of a linear estimation rule is difficult if the data analyst also use data to select a set of variables and construct the estimation rule using o…
math.ST2016★ 21 cited
Selective sampling after solving a convex problem
Xiaoying Tian Harris, Snigdha Panigrahi, Jelena Markovic +2
We consider the problem of selective inference after solving a (randomized) convex statistical learning program in the form of a penalized or constrained loss function. Our first m…