38 citations · 158 across the 13 of their papers we have counts for
3 papers · 1 filter
Bootstrapping and Sample Splitting For High-Dimensional, Assumption-Free Inference
Alessandro Rinaldo, Larry Wasserman, Max G'Sell +1
Several new methods have been proposed for performing valid inference after model selection. An older method is sampling splitting: use part of the data for model selection and par…
Sequential Selection Procedures and False Discovery Rate Control
Max Grazier G'Sell, Stefan Wager, Alexandra Chouldechova +1
We consider a multiple hypothesis testing setting where the hypotheses are ordered and one is only permitted to reject an initial contiguous block, H_1,\dots,H_k, of hypotheses. A…
Adaptive testing for the graphical lasso
Max Grazier G'Sell, Jonathan Taylor, Robert Tibshirani
We consider tests of significance in the setting of the graphical lasso for inverse covariance matrix estimation. We propose a simple test statistic based on a subsequence of the k…