The Selection project

This is a project that collects various tools for post-selection inference.

• Documentation
  • Downloading and installing the code
  • Development
  • Selective Inference License Information
  • API
  • Selection documentation attribution
• Non-randomized algorithms
  • The covariance test
  • The spacings test
  • LASSO when conditioning on signs and active set
  • LASSO when conditioning on less: ROSI
• Randomized algorithms
  • Randomized LASSO
• Learning selection
  • Simple example
  • Inference in the full model

Jonathan Taylor was funded by NSF in writing their portion of the software. As such, this material is based upon work supported by the National Science Foundation under Grant DMS 1208857, and by the AFOSR grant 113039.

Any opinions, findings, and conclusions or recommendations expressed in this material are those of the author(s) and do not necessarily reflect the views of the National Science Foundation.