Montag, 06. Mai 2024, 16:45 - 17:45 iCal
ISOR Colloquium
"Randomized selective inference"
Speaker: Daniel Garcia Rasines (Imperial College London, United Kingdom)
HS 7 OMP1 (#1.303)
Oskar-Morgenstern-Platz 1, 1090 Wien
Vortrag
In modern applications, selection of the formal statistical problem is typically done after some level of interaction with the data. Usually, an initial exploratory analysis is used to identify interesting aspects of the population under study, and then the same dataset is used to learn about them. Such “data snooping” invalidates classical inferential procedures. Many approaches have been proposed to restore inferential validity in these settings. In this talk, I will present an alternative to data splitting based on randomization which allows for higher selection and inferential power. I will describe the theoretical and empirical advantages of this method and discuss some related problems of current interest.
Underlying paper: academic.oup.com/biomet/article/110/3/597/6955603
Zur Webseite der Veranstaltung
Veranstalter
Institut für Statistik und Operations Research
Kontakt
Sabine Sobotka-Tompits, BA
Fakultät für Wirtschaftswissenschaften
Institut für Statistik und Operations Research
+43 1 4277 38631
sabine.sobotka-tompits@univie.ac.at
Erstellt am Montag, 05. Februar 2024, 10:44
Letzte Änderung am Dienstag, 05. Mrz 2024, 13:07