Presented By: Department of Statistics
Statistics Department Seminar Series: Hannes Leeb, Professor, Department of Statistics, University of Vienna
"On the length of confidence intervals with conditional coverage"
Abstract:
We show that two popular selective inference procedures, namely data carving and selection with a randomized response, when combined with the polyhedral method, result in confidence intervals whose length is bounded. This contrasts results for confidence intervals based on the polyhedral method alone, whose expected length is typically infinite. Moreover, we show that these two procedures always dominate corresponding sample-splitting methods in terms of interval length.
Hannes Leeb is a Professor in the Department of Statistics at the University of Vienna.
https://ufind.univie.ac.at/en/person.html?id=17473
We show that two popular selective inference procedures, namely data carving and selection with a randomized response, when combined with the polyhedral method, result in confidence intervals whose length is bounded. This contrasts results for confidence intervals based on the polyhedral method alone, whose expected length is typically infinite. Moreover, we show that these two procedures always dominate corresponding sample-splitting methods in terms of interval length.
Hannes Leeb is a Professor in the Department of Statistics at the University of Vienna.
https://ufind.univie.ac.at/en/person.html?id=17473
Explore Similar Events
-
Loading Similar Events...
