mlsanityData to 7 Oct 2026

Exact Selective Inference with Randomization

arXiv 2212.12940 ↗First posted 25 Dec 2022stat.ME stat.CO stat.MLcited by 6

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Abstract (arXiv)

We introduce a pivot for exact selective inference with randomization. Not only does our pivot lead to exact inference in Gaussian regression models, but it is also available in closed form. We reduce the problem of exact selective inference to a bivariate truncated Gaussian distribution. By doing so, we give up some power that is achieved with approximate maximum likelihood estimation in Panigrahi and Taylor (2022). Yet our pivot always produces narrower confidence intervals than a closely related data splitting procedure. We investigate the trade-off between power and exact selective inference on simulated datasets and an HIV drug resistance dataset.

Key facts. Cited by 6 papers in the map (data through 7 Oct 2026). Builds on 21 of its 46 references that are in the map. First posted on arXiv 25 Dec 2022.

Builds on

21 of 46 references.

References · 21

  1. 2014Optimal Inference After Model Selectioncited by 63
  2. 2020Selective Inference for Hierarchical Clusteringcited by 37
  3. 2014SLOPE - Adaptive variable selection via convex optimizationcited by 33
  4. 2017Valid Inference Corrected for Outlier Removalcited by 25
  5. 2020Computing Valid p-value for Optimal Changepoint by Selective Inference using Dynamic Programmingcited by 25
  6. 2019Computing Valid p-values for Image Segmentation by Selective Inferencecited by 24
  7. 2021More Powerful Conditional Selective Inference for Generalized Lasso by Parametric Programmingcited by 24
  8. 2018More powerful post-selection inference, with application to the Lassocited by 22
  9. 2016Selective Inference for Group-Sparse Linear Modelscited by 21
  10. 2021Splitting strategies for post-selection inferencecited by 14
  11. 2014Exact Post Model Selection Inference for Marginal Screeningcited by 12
  12. 2019Approximate selective inference via maximum likelihoodcited by 8
9 more
  1. 2020Post-Selection Inference via Algorithmic Stabilitycited by 7
  2. 2021More powerful selective inference for the graph fused lassocited by 6
  3. 2020Multicarving for high-dimensional post-selection inferencecited by 5
  4. 2020A (tight) upper bound for the length of confidence intervals with conditional coveragecited by 5
  5. 2020Approximate Post-Selective Inference for Regression with the Group LASSOcited by 4
  6. 2020Integrative Bayesian models using Post-selective Inference: a case study in Radiogenomicscited by 3
  7. 2022Inference after latent variable estimation for single-cell RNA sequencing datacited by 3
  8. 2018Valid Post-selection Inference in Assumption-lean Linear Regressioncited by 2
  9. 2017An MCMC-free approach to post-selective inferencecited by 1

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Cited by year (2026 to 7 Oct)

Citing papers per year: 2023: 3; 2024: 0; 2025: 2; 2026: 1.

6 papers.