The Statistics Seminar speaker for Mar. 11, 2015 will be Jonathan Taylor, from Stanford University.
Title: Exact Post-Selection Inference
Abstract: We describe a framework for exact post-selection inference. At the core of our framework is what we call selective inference which allows us to define selective Type I and II errors for hypothesis tests and selective coverage for intervals. Several examples are discussed including the LASSO, forward stepwise, change point detection. This is joint work with several students and collaborators.
Refreshments will be served after the seminar in 1181 Comstock Hall.