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stat.ML2024
A Flexible Defense Against the Winner's Curse
Tijana Zrnic, William Fithian
Across science and policy, decision-makers often need to draw conclusions about the best candidate among competing alternatives. For instance, researchers may seek to infer the eff…
stat.ME2024
Estimating the False Discovery Rate of Variable Selection
Yixiang Luo, William Fithian, Lihua Lei
We introduce a generic estimator for the false discovery rate of any model selection procedure, in common statistical modeling settings including the Gaussian linear model, Gaussia…