Stepwise Forward Variable Selection - Search Videos

Invited Talk: Post-selection Inference for Forward Stepwise Regression, Lasso and other procedures

Invited Talk: Post-selection Inference for Forward Stepwise Regression, Lasso and other procedures

In this talk I will present new inference tools for adaptive statistical procedures. These tools provide p-values and confidence intervals that have correct “post-selection” properties: they account for the selection that has already been carried out on the same data. I discuss application of these ideas to a wide variety of problems ...

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