%PDF-1.3 1 0 obj << /Kids [ 4 0 R 5 0 R 6 0 R 7 0 R 8 0 R 9 0 R 10 0 R 11 0 R 12 0 R ] /Type /Pages /Count 9 >> endobj 2 0 obj << /Subject (Neural Information Processing Systems http\072\057\057nips\056cc\057) /Publisher (Curran Associates\054 Inc\056) /Language (en\055US) /Created (2014) /EventType (Poster) /Description-Abstract (We develop a framework for post model selection inference\054 via marginal screening\054 in linear regression\056 At the core of this framework is a result that characterizes the exact distribution of linear functions of the response \044y\044\054 conditional on the model being selected \050\140\140condition on selection framework\051\056 This allows us to construct valid confidence intervals and hypothesis tests for regression coefficients that account for the selection procedure\056 In contrast to recent work in high\055dimensional statistics\054 our results are exact \050non\055asymptotic\051 and require no eigenvalue\055like assumptions on the design matrix \044X\044\056 Furthermore\054 the computational cost of marginal regression\054 constructing confidence intervals and hypothesis testing is negligible compared to the cost of linear regression\054 thus making our methods particularly suitable for extremely large datasets\056 Although we focus on marginal screening to illustrate the applicability of the condition on selection framework\054 this framework is much more broadly applicable\056 We show how to apply the proposed framework to several other selection procedures including orthogonal matching pursuit and marginal screening\053Lasso\056\042) /Producer (PyPDF2) /Title (Exact Post Model Selection Inference for Marginal Screening) /Date (2014) /ModDate (D\07220141202174154\05508\04700\047) /Published (2014) /Type (Conference Proceedings) /firstpage (136) /Book (Advances in Neural Information Processing Systems 27) /Description (Paper accepted and presented at the Neural Information Processing Systems Conference \050http\072\057\057nips\056cc\057\051) /Editors (Z\056 Ghahramani and M\056 Welling and C\056 Cortes and N\056D\056 Lawrence and K\056Q\056 Weinberger) /Author (Jason D\056 Lee\054 Jonathan E\056 Taylor) /lastpage (144) >> endobj 3 0 obj << /Type /Catalog /Pages 1 0 R >> endobj 4 0 obj << /Contents 13 0 R /Parent 1 0 R /Type /Page /Resources 14 0 R /MediaBox [ 0 0 612 792 ] >> endobj 5 0 obj << /Contents 56 0 R /Parent 1 0 R /Type /Page /Resources 57 0 R /MediaBox [ 0 0 612 792 ] >> endobj 6 0 obj << /Contents 66 0 R /Parent 1 0 R /Type /Page /Resources 67 0 R /MediaBox [ 0 0 612 792 ] >> endobj 7 0 obj << /Contents 68 0 R /Parent 1 0 R /Type /Page /Resources 69 0 R /MediaBox [ 0 0 612 792 ] >> endobj 8 0 obj << /Contents 94 0 R /Parent 1 0 R /Type /Page /Resources 95 0 R /MediaBox [ 0 0 612 792 ] >> endobj 9 0 obj << /Contents 116 0 R /Parent 1 0 R /Type /Page /Resources 117 0 R /MediaBox [ 0 0 612 792 ] >> endobj 10 0 obj << /Contents 118 0 R /Parent 1 0 R /Type /Page /Resources 119 0 R /MediaBox [ 0 0 612 792 ] >> endobj 11 0 obj << /Contents 131 0 R /Parent 1 0 R /Type /Page /Resources 132 0 R /MediaBox [ 0 0 612 792 ] >> endobj 12 0 obj << /Contents 137 0 R /Parent 1 0 R /Type /Page /Resources 138 0 R /MediaBox [ 0 0 612 792 ] >> endobj 13 0 obj << /Length 3192 /Filter /FlateDecode >> stream xZݓܶ B'Ctҩ83I֗glwF66__>;[$~@ n"팯? xHDdeZEvDeVGm]˳ϿQ*)B'u$$gȘLDu|ӟ_HK7ol^_U˦hυzSPq/sMY"d "cԴ (겾ig/2*d*Poy"2M;yTE/g""F'MH")pC~w.tw0_Ќ/ dcXhQy>G^Kyw6Q4Ҋ}^_7'S]FA^+;݅`\OgO%k/K#jm%ҿv+G\4%Y5W&^Ͻ./3wE@)S\.y8m/jo͵7>r E{U'?Mu y"W4yY +Q@K"NdW]ߢ~;2f3`CJxzosFoIUsNxnEm|:on&.ΥM~v/ ++ b>{[ 7mu.ؔiAp/z4{3Zh' )NalSfv+;F
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