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VERSION:2.0
PRODID:-//Department of Statistics and Operations Research - ECPv4.6.11.1//NONSGML v1.0//EN
CALSCALE:GREGORIAN
METHOD:PUBLISH
X-WR-CALNAME:Department of Statistics and Operations Research
X-ORIGINAL-URL:https://stat-or.unc.edu
X-WR-CALDESC:Events for Department of Statistics and Operations Research
BEGIN:VEVENT
DTSTART;TZID=UTC-4:20171023T153000
DTEND;TZID=UTC-4:20171023T163000
DTSTAMP:20180318T014949
CREATED:20170811T204130Z
LAST-MODIFIED:20171004T173406Z
UID:3095-1508772600-1508776200@stat-or.unc.edu
SUMMARY:STOR Colloquium: Jonathan Taylor\, Stanford
DESCRIPTION:Selective sampling after solving a convex problem \n \nRecent work in the conditional approach to selective inference requires describing potentially complex conditional distributions. In this work\, we describe a model-agnostic simplification to such conditional distributions when the selection stage can be expressed as a sequence of (randomized) convex programs with convex loss and structure inducing constraints or penalties. Our main result is a change of measure formula that expresses the selective likelihood in terms of an integral over variables appearing in the optimization problem. The region of integration can often be interpreted geometrically in terms of the normal cycle of the balls in the corresponding penalty. Using this change of measure\, we give a brief description of “inferactive data analysis”\, so-named to denote an interactive approach to data analysis with an emphasis on inference after data analysis.\nThis is joint work with Xiaoying Tian\, Jelena Markovic\, Snigdha Panigrahi and Nan Bi. \n \nRefreshments will be served at 3:00pm in the 3rd floor lounge of Hanes Hall \n
URL:https://stat-or.unc.edu/event/stor-colloquium-jonathan-taylor-stanford
CATEGORIES:STOR Colloquium
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