Exact Post Model Selection Inference for Marginal Screening

Authors: Jason Lee, Jonathan E Taylor

NeurIPS 2014 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Experimental In Section 7, we evaluate the methodology on two real datasets. In Figure 1, we have already seen that the confidence intervals constructed using Algorithm 2 have exactly 1 α coverage proportion. In this section, we perform two experiments on real data where the linear model does not hold, the noise is not Gaussian, and the noise variance is unknown.
Researcher Affiliation Academia Jason D. Lee Computational and Mathematical Engineering Stanford University Stanford, CA 94305 jdl17@stanford.edu Jonathan E. Taylor Department of Statistics Stanford University Stanford, CA 94305 jonathan.taylor@stanford.edu
Pseudocode Yes Algorithm 1 Marginal screening algorithm
Open Source Code No The paper does not contain any explicit statements about releasing source code for the described methodology, nor does it provide a link to a code repository.
Open Datasets Yes The diabetes dataset contains n = 442 diabetes patients measured on p = 10 baseline variables [6].
Dataset Splits No The paper does not explicitly provide training, validation, or test dataset splits with percentages, sample counts, or references to predefined standard splits for reproducibility.
Hardware Specification No The paper does not specify any hardware details (e.g., CPU, GPU models, memory, or cloud computing resources) used to run the experiments.
Software Dependencies No The paper does not provide specific version numbers for any software, libraries, or frameworks used in the experiments.
Experiment Setup Yes The confidence intervals were constructed for the k = 2 variables selected by the marginal screening algorithm. The z-test intervals were constructed via (4) with α = .1...