Theoretical and methodological studies on model selection have flourished in the past *** practice of model selection in real world,however,is better described by"wild west".Indeed,it contributes significant...
Theoretical and methodological studies on model selection have flourished in the past *** practice of model selection in real world,however,is better described by"wild west".Indeed,it contributes significantly to the current"reproducibility crisis"in the scientific community.
A typical statistical/learning procedure is composed of two ***,under some model selection criteria,a data analyst will select a desirable model based on the observed ***,given the selected model,the data analyst will...
A typical statistical/learning procedure is composed of two ***,under some model selection criteria,a data analyst will select a desirable model based on the observed ***,given the selected model,the data analyst will decide on the parameter of interest and build a test statistic to do inference using the same set of ***,to conduct valid inference on the selected variables or measure the strength of association,it is necessary to adjust for the model selection procedure;this is the general idea of"selective inference".
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