相关论文: Significance Testing and Group Variable Selection

We consider testing whether a set of Gaussian variables, selected from the data, is independent of the remaining variables. We assume that this set is selected via a very simple approach that is commonly used across scientific disciplines:…

We develop tools for selective inference in the setting of group sparsity, including the construction of confidence intervals and p-values for testing selected groups of variables. Our main technical result gives the precise distribution of…

Variable selection comprises an important step in many modern statistical inference procedures. In the regression setting, when estimators cannot shrink irrelevant signals to zero, covariates without relationships to the response often…

Applied statistical problems often come with pre-specified groupings to predictors. It is natural to test for the presence of simultaneous group-wide signal for groups in isolation, or for multiple groups together. Classical tests for the…

In this paper, we present a new classifier, which integrates significance testing results over different random subspaces to yield consensus p-values for quantifying the uncertainty of classification decision. The null hypothesis is that…

In this paper we give a completely new approach to the problem of covariate selection in linear regression. A covariate or a set of covariates is included only if it is better in the sense of least squares than the same number of Gaussian…

In this paper, we are concerned with regression problems where covariates can be grouped in nonoverlapping blocks, and where only a few of them are assumed to be active. In such a situation, the group Lasso is an at- tractive method for…

We apply the methods developed by Lockhart et al. (2013) and Taylor et al. (2013) on significance tests for penalized regression to forward stepwise model selection. A general framework for selection procedures described by quadratic…

We consider testing the significance of a subset of covariates in a nonparametric regression. These covariates can be continuous and/or discrete. We propose a new kernel-based test that smoothes only over the covariates appearing under the…

We provide a general mathematical framework for selective inference with supervised model selection procedures characterized by quadratic forms in the outcome variable. Forward stepwise with groups of variables is an important special case…

Categorical regressor variables are usually handled by introducing a set of indicator variables, and imposing a linear constraint to ensure identifiability in the presence of an intercept, or equivalently, using one of various coding…

In many fields of science, generalized likelihood ratio tests are established tools for statistical inference. At the same time, it has become increasingly common that a simulator (or generative model) is used to describe complex processes…

Considered here is a hypothesis test for the coefficients in the change-plane regression models to detect the existence of a change plane. The test that is considered is from the class of test problems in which some parameters are not…

This article reviews a class of adaptive group testing procedures that operate under a probabilistic model assumption as follows. Consider a set of $N$ items, where item $i$ has the probability $p$ ($p_i$ in the generalized group testing)…

We consider a new group testing model wherein each item is a binary random variable defined by an a priori probability of being defective. We assume that each probability is small and that items are independent, but not necessarily…

Standard ANOVA is among the most widely used tests in the life sciences and beyond. Several alternatives are proposed to provide simultaneous confidence intervals, ensure tight control of FWER, be robust to variance heterogeneity, avoid…

We study confidence regions and approximate chi-squared tests for variable groups in high-dimensional linear regression. When the size of the group is small, low-dimensional projection estimators for individual coefficients can be directly…

In the sparse linear regression setting, we consider testing the significance of the predictor variable that enters the current lasso model, in the sequence of models visited along the lasso solution path. We propose a simple test statistic…

This paper studies one-sided hypothesis testing under random sampling without replacement. That is, when $n+1$ binary random variables $X_1,\ldots, X_{n+1}$ are subject to a permutation invariant distribution and $n$ binary random variables…

Many data sets consist of variables with an inherent group structure. The problem of group selection has been well studied, but in this paper, we seek to do the opposite: our goal is to select at least one variable from each group in the…