# Bounded P-values in Parametric Programming-based Selective Inference

arXiv: https://arxiv.org/abs/2307.11351 · HTML: https://mlsanity.com/paper/2307.11351/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 31 of its 59 references that are in the map.
- First posted on arXiv 21 Jul 2023.

## Builds on (most cited first, 30 of 31)

- [Exact post-selection inference, with application to the lasso](https://mlsanity.com/paper/1311.6238/) (2013)
- [Association of genomic subtypes of lower-grade gliomas with shape features automatically extracted by a deep learning algorithm](https://mlsanity.com/paper/1906.03720/) (2019)
- [Optimal Inference After Model Selection](https://mlsanity.com/paper/1410.2597/) (2014)
- [Exact Post-Selection Inference for Sequential Regression Procedures](https://mlsanity.com/paper/1401.3889/) (2014)
- [Selective Inference for Hierarchical Clustering](https://mlsanity.com/paper/2012.02936/) (2020)
- [Valid Inference Corrected for Outlier Removal](https://mlsanity.com/paper/1711.10635/) (2017)
- [Testing for a Change in Mean After Changepoint Detection](https://mlsanity.com/paper/1910.04291/) (2019)
- [Computing Valid p-value for Optimal Changepoint by Selective Inference using Dynamic Programming](https://mlsanity.com/paper/2002.09132/) (2020)
- [More Powerful Conditional Selective Inference for Generalized Lasso by Parametric Programming](https://mlsanity.com/paper/2105.04920/) (2021)
- [Computing Valid p-values for Image Segmentation by Selective Inference](https://mlsanity.com/paper/1906.00629/) (2019)
- [More powerful post-selection inference, with application to the Lasso](https://mlsanity.com/paper/1801.09037/) (2018)
- [Selective inference for k-means clustering](https://mlsanity.com/paper/2203.15267/) (2022)
- [Selective Inference for Group-Sparse Linear Models](https://mlsanity.com/paper/1607.08211/) (2016)
- [Quantifying Statistical Significance of Neural Network-based Image Segmentation by Selective Inference](https://mlsanity.com/paper/2010.01823/) (2020)
- [A significance test for the lasso](https://mlsanity.com/paper/1301.7161/) (2013)
- [Post-Selection Inference for Changepoint Detection Algorithms with Application to Copy Number Variation Data](https://mlsanity.com/paper/1812.03644/) (2018)
- [Selecting the number of principal components: estimation of the true rank of a noisy matrix](https://mlsanity.com/paper/1410.8260/) (2014)
- [A significance test for forward stepwise model selection](https://mlsanity.com/paper/1405.3920/) (2014)
- [Selective Sequential Model Selection](https://mlsanity.com/paper/1512.02565/) (2015)
- [Valid P-Value for Deep Learning-Driven Salient Region](https://mlsanity.com/paper/2301.02437/) (2023)
- [Conditional Selective Inference for Robust Regression and Outlier Detection using Piecewise-Linear Homotopy Continuation](https://mlsanity.com/paper/2104.10840/) (2021)
- [Fast and More Powerful Selective Inference for Sparse High-order Interaction Model](https://mlsanity.com/paper/2106.04929/) (2021)
- [Tree-Values: selective inference for regression trees](https://mlsanity.com/paper/2106.07816/) (2021)
- [Post Selection Inference with Kernels](https://mlsanity.com/paper/1610.03725/) (2016)
- [Selective Inference for Change Point Detection in Multi-dimensional Sequences](https://mlsanity.com/paper/1706.00514/) (2017)
- [Valid and Exact Statistical Inference for Multi-dimensional Multiple Change-Points by Selective Inference](https://mlsanity.com/paper/2110.08989/) (2021)
- [Approximate selective inference via maximum likelihood](https://mlsanity.com/paper/1902.07884/) (2019)
- [More powerful selective inference for the graph fused lasso](https://mlsanity.com/paper/2109.10451/) (2021)
- [Exact Statistical Inference for the Wasserstein Distance by Selective Inference](https://mlsanity.com/paper/2109.14206/) (2021)
- [Exact Selective Inference with Randomization](https://mlsanity.com/paper/2212.12940/) (2022)

## Built on by (most cited first, 1 of 1)

- [Selective Inference for Changepoint detection by Recurrent Neural Network](https://mlsanity.com/paper/2311.14964/) (2023)

## Abstract (arXiv)

Selective inference (SI) has been actively studied as a promising framework for statistical hypothesis testing for data-driven hypotheses. The basic idea of SI is to make inferences conditional on an event that a hypothesis is selected. In order to perform SI, this event must be characterized in a traceable form. When selection event is too difficult to characterize, additional conditions are introduced for tractability. This additional conditions often causes the loss of power, and this issue is referred to as over-conditioning in [Fithian et al., 2014]. Parametric programming-based SI (PP-based SI) has been proposed as one way to address the over-conditioning issue. The main problem of PP-based SI is its high computational cost due to the need to exhaustively explore the data space. In this study, we introduce a procedure to reduce the computational cost while guaranteeing the desired precision, by proposing a method to compute the lower and upper bounds of p-values. We also proposed three types of search strategies that efficiently improve these bounds. We demonstrate the effectiveness of the proposed method in hypothesis testing problems for feature selection in linear models and attention region identification in deep neural networks.