{"id":214937,"date":"2015-12-18T00:00:00","date_gmt":"2015-12-18T10:12:10","guid":{"rendered":"https:\/\/www.microsoft.com\/en-us\/research\/msr-research-item\/invited-talk-post-selection-inference-for-forward-stepwise-regression-lasso-and-other-procedures\/"},"modified":"2016-07-15T15:28:46","modified_gmt":"2016-07-15T22:28:46","slug":"invited-talk-post-selection-inference-for-forward-stepwise-regression-lasso-and-other-procedures","status":"publish","type":"msr-video","link":"https:\/\/www.microsoft.com\/en-us\/research\/video\/invited-talk-post-selection-inference-for-forward-stepwise-regression-lasso-and-other-procedures\/","title":{"rendered":"Invited Talk: Post-selection Inference for Forward Stepwise Regression, Lasso and other procedures"},"content":{"rendered":"<div class=\"asset-content\">\n<p>In this talk I will present new inference tools for adaptive statistical procedures. These tools provide p-values and confidence intervals that have correct &#8220;post-selection&#8221; properties: they account for the selection that has already been carried out on the same data. I discuss application of these ideas to a wide variety of problems including Forward Stepwise Regression, Lasso, PCA, and graphical models. I will also discuss computational issues and software for implementation of these ideas.<\/p>\n<p><\/div>\n<p><!-- .asset-content --><\/p>\n","protected":false},"excerpt":{"rendered":"<p>In this talk I will present new inference tools for adaptive statistical procedures. These tools provide p-values and confidence intervals that have correct &#8220;post-selection&#8221; properties: they account for the selection that has already been carried out on the same data. I discuss application of these ideas to a wide variety of problems including Forward Stepwise [&hellip;]<\/p>\n","protected":false},"featured_media":257448,"template":"","meta":{"msr-url-field":"","msr-podcast-episode":"","msrModifiedDate":"","msrModifiedDateEnabled":false,"ep_exclude_from_search":false,"_classifai_error":"","msr_hide_image_in_river":0,"footnotes":""},"research-area":[],"msr-video-type":[],"msr-locale":[268875],"msr-post-option":[],"msr-session-type":[],"msr-impact-theme":[],"msr-pillar":[],"msr-episode":[],"msr-research-theme":[],"class_list":["post-214937","msr-video","type-msr-video","status-publish","has-post-thumbnail","hentry","msr-locale-en_us"],"msr_download_urls":"","msr_external_url":"https:\/\/youtu.be\/RKQJEvc02hc","msr_secondary_video_url":"","msr_video_file":"","_links":{"self":[{"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-video\/214937","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-video"}],"about":[{"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/types\/msr-video"}],"version-history":[{"count":0,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-video\/214937\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/media\/257448"}],"wp:attachment":[{"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/media?parent=214937"}],"wp:term":[{"taxonomy":"msr-research-area","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/research-area?post=214937"},{"taxonomy":"msr-video-type","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-video-type?post=214937"},{"taxonomy":"msr-locale","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-locale?post=214937"},{"taxonomy":"msr-post-option","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-post-option?post=214937"},{"taxonomy":"msr-session-type","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-session-type?post=214937"},{"taxonomy":"msr-impact-theme","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-impact-theme?post=214937"},{"taxonomy":"msr-pillar","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-pillar?post=214937"},{"taxonomy":"msr-episode","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-episode?post=214937"},{"taxonomy":"msr-research-theme","embeddable":true,"href":"https:\/\/www.microsoft.com\/en-us\/research\/wp-json\/wp\/v2\/msr-research-theme?post=214937"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}