Department Seminar by Richard Lockhart

Thursday, November 19, 2020 4:00 pm - 4:00 pm EST (GMT -05:00)

Please Note: This seminar will be given online.

Statistics and Biostatistics Seminar Series

Richard Lockhart, Professor
Simon Fraser University

Link to join seminar: Hosted on Webex.

Conditional inference after model selection


I will survey the ideas underlying exact conditional inference in regression after model selection.  My focus will be on the ideas: target of inference, interpretation of the probabilistic guarantees, unrealistic assumptions, and computational difficulties.  I won’t, of course, prove anything.  My own involvement in this sort of work is joint with Ryan Tibshirani, Jon Taylor, and Rob Tibshirani.