Post-Selection Inference via Algorithmic Stability
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Abstract (arXiv)
When the target of statistical inference is chosen in a data-driven manner, the guarantees provided by classical theories vanish. We propose a solution to the problem of inference after selection by building on the framework of algorithmic stability, in particular its branch with origins in the field of differential privacy. Stability is achieved via randomization of selection and it serves as a quantitative measure that is sufficient to obtain non-trivial post-selection corrections for classical confidence intervals. Importantly, the underpinnings of algorithmic stability translate directly into computational efficiency -- our method computes simple corrections for selective inference without recourse to Markov chain Monte Carlo sampling.
Key facts. Cited by 7 papers in the map (data through 13 Oct 2026). First posted on arXiv 18 Nov 2020.
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Citing papers per year: 2022: 2; 2023: 0; 2024: 2; 2025: 2; 2026: 1.
7 papers.
- 2022Valid Inference After Causal Discoverycited by 10
- 2024A Flexible Defense Against the Winner's Cursecited by 7
- 2026Conformal Risk Control for Non-Monotonic Lossescited by 7
- 2022Exact Selective Inference with Randomizationcited by 6
- 2025Valid Selection among Conformal Setscited by 4
- 2025Calibrating Decision Robustness via Inverse Conformal Risk Controlcited by 4
- 2024Is Algorithmic Stability Testable? A Unified Framework under Computational Constraintscited by 1
- 2026Conformal Risk Control for Non-Monotonic Losses23 Feb 2026
- 2025Calibrating Decision Robustness via Inverse Conformal Risk Control9 Oct 2025
- 2025Valid Selection among Conformal Sets25 Jun 2025
- 2024A Flexible Defense Against the Winner's Curse27 Nov 2024
- 2024Is Algorithmic Stability Testable? A Unified Framework under Computational Constraints23 May 2024
- 2022Exact Selective Inference with Randomization25 Dec 2022
- 2022Valid Inference After Causal Discovery11 Aug 2022