Cross validation for model selection: a review with examples from ecology

LA Yates, Z Aandahl, SA Richards… - Ecological …, 2023 - Wiley Online Library
Specifying, assessing, and selecting among candidate statistical models is fundamental to
ecological research. Commonly used approaches to model selection are based on …

Post-selection inference

AK Kuchibhotla, JE Kolassa… - Annual Review of …, 2022 - annualreviews.org
We discuss inference after data exploration, with a particular focus on inference after model
or variable selection. We review three popular approaches to this problem: sample splitting …

[HTML][HTML] Describing intersectional health outcomes: an evaluation of data analysis methods

M Mahendran, D Lizotte, GR Bauer - Epidemiology, 2022 - journals.lww.com
Background: Intersectionality theoretical frameworks have been increasingly incorporated
into quantitative research. A range of methods have been applied to describing outcomes …

Bootstrapping and sample splitting for high-dimensional, assumption-lean inference

A Rinaldo, L Wasserman, M G'Sell - 2019 - projecteuclid.org
Supplement to “Bootstrapping and sample splitting for high-dimensional, assumption-lean
inference”. This supplement provides additional material, including numerical examples …

Inference on winners

I Andrews, T Kitagawa… - The Quarterly Journal of …, 2024 - academic.oup.com
Policy makers, firms, and researchers often choose among multiple options based on
estimates. Sampling error in the estimates used to guide choice leads to a winner's curse …

Uniform asymptotic inference and the bootstrap after model selection

RJ Tibshirani, A Rinaldo, R Tibshirani, L Wasserman - 2018 - projecteuclid.org
Uniform asymptotic inference and the bootstrap after model selection Page 1 The Annals of
Statistics 2018, Vol. 46, No. 3, 1255–1287 https://doi.org/10.1214/17-AOS1584 © Institute of …

Post-model-selection inference in linear regression models: An integrated review

D Zhang, A Khalili, M Asgharian - Statistics Surveys, 2022 - projecteuclid.org
The research on statistical inference after data-driven model selection can be traced as far
back as Koopmans (1949). The intensive research on modern model selection methods for …

Splitting strategies for post-selection inference

DG Rasines, GA Young - Biometrika, 2023 - academic.oup.com
We consider the problem of providing valid inference for a selected parameter in a sparse
regression setting. It is well known that classical regression tools can be unreliable in this …

Computing valid p-value for optimal changepoint by selective inference using dynamic programming

VNL Duy, H Toda, R Sugiyama… - Advances in Neural …, 2020 - proceedings.neurips.cc
Although there is a vast body of literature related to methods for detecting change-points
(CPs), less attention has been paid to assessing the statistical reliability of the detected CPs …

Asymptotic post-selection inference for the Akaike information criterion

A Charkhi, G Claeskens - Biometrika, 2018 - academic.oup.com
Ignoring the model selection step in inference after selection is harmful. In this paper we
study the asymptotic distribution of estimators after model selection using the Akaike …