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arXiv stat.ML · Papers

Automatic Statistical Test for Rationally Expressible Algorithms by Selective Inference, with Applications to Feature Selection

arXiv:2608.04667v1 Announce Type: new Abstract: Selective inference (SI) provides statistically valid $p$-values for hypotheses selected by applying an algorithm to the data, correcting for the bias that arises when the same data are used both to select and to test a hypothesis. Developing an SI procedure for a new alg