# Selective inference for the problem of regions via multiscale bootstrap

arXiv: https://arxiv.org/abs/1711.00949 · HTML: https://mlsanity.com/paper/1711.00949/

## Key facts

- Cited by 5 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 2 Nov 2017.

## Built on by (most cited first, 5 of 5)

- [Conditional Selective Inference for Robust Regression and Outlier Detection using Piecewise-Linear Homotopy Continuation](https://mlsanity.com/paper/2104.10840/) (2021)
- [Selective Inference for Changepoint detection by Recurrent Neural Network](https://mlsanity.com/paper/2311.14964/) (2023)
- [Quantifying Statistical Significance of Deep Nearest Neighbor Anomaly Detection via Selective Inference](https://mlsanity.com/paper/2502.12978/) (2025)
- [Black-box Selective Inference via Bootstrapping](https://mlsanity.com/paper/2203.14504/) (2022)
- [Bounded P-values in Parametric Programming-based Selective Inference](https://mlsanity.com/paper/2307.11351/) (2023)

## Abstract (arXiv)

A general approach to selective inference is considered for hypothesis testing of the null hypothesis represented as an arbitrary shaped region in the parameter space of multivariate normal model. This approach is useful for hierarchical clustering where confidence levels of clusters are calculated only for those appeared in the dendrogram, thus subject to heavy selection bias. Our computation is based on a raw confidence measure, called bootstrap probability, which is easily obtained by counting how many times the same cluster appears in bootstrap replicates of the dendrogram. We adjust the bias of the bootstrap probability by utilizing the scaling-law in terms of geometric quantities of the region in the abstract parameter space, namely, signed distance and mean curvature. Although this idea has been used for non-selective inference of hierarchical clustering, its selective inference version has not been discussed in the literature. Our bias-corrected p-values are asymptotically second-order accurate in the large sample theory of smooth boundary surfaces of regions, and they are also justified for nonsmooth surfaces such as polyhedral cones. The p-values are asymptotically equivalent to those of the iterated bootstrap but with less computation.