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Activity Number: 587 - Post-Selection Inference
Type: Invited
Date/Time: Thursday, August 1, 2019 : 8:30 AM to 10:20 AM
Sponsor: IMS
Abstract #300456
Title: Selective Inference, Epistemology and Higher-Order Asymptotics
Author(s): Todd Kuffner*
Companies: Washington University
Keywords: post-selection inference; selective inference; philosophy of science; conditional distribution; higher-order asymptotics; linear regression

I will discuss the post-selection inference paradigm known as `selective inference' from the perspective of philosophy of science, highlighting connections with statistical principles dating back to Fisher. Then I will present some relevant techniques from higher-order asymptotics to give accurate approximations to conditional distributions arising in the selective inference approach for linear regression. Such techniques are particularly useful when the sample size is small, either in absolute terms or relative to the parameter dimension.

Authors who are presenting talks have a * after their name.

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