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Selective Inference for Group-Sparse Linear Models
Methodology · Submitted 27 Jul 2016
abstract compiled · 2026-09-23 · no language-model review
The authors' main claim Our main technical result gives the precise distribution of the magnitude of the projection of the data onto a given subspace, and enables us to develop inference procedures for a broad class of group-sparse selection methods, including the group lasso, iterative hard thresholding, and forward stepwise regression.
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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 the magnitude of the projection of the data onto a given subspace, and enables us to develop inference procedures for a broad class of group-sparse selection methods, including the group lasso, iterative hard thresholding, and forward stepwise regression. We give numerical results to illustrate these tools on simulated data and on health record data.
background contribution method result interpretation main claim
| # | sentence | role | the authors' own work | states the main conclusion | strength |
|---|---|---|---|---|---|
| s0 | 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. | contribution 1.00 | 0.95 | 0.18 | asserted 1.00 |
| s1 | Our main technical result gives the precise distribution of the magnitude of the projection of the data onto a given subspace, and enables us to develop inference procedures for a broad class of group-sparse selection methods, including the group lasso, iterative hard thresholding, and forward stepwise regression. | result 0.52 | 0.95 | 0.82 | asserted 1.00 |
| s2 | We give numerical results to illustrate these tools on simulated data and on health record data. | contribution 0.50 | 0.95 | 0.06 | asserted 1.00 |
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Original abstract
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 the magnitude of the projection of the data onto a given subspace, and enables us to develop inference procedures for a broad class of group-sparse selection methods, including the group lasso, iterative hard thresholding, and forward stepwise regression. We give numerical results to illustrate these tools on simulated data and on health record data.
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Related works: Several approaches have been suggested in the literature to address the above problem ( [ref] , [ref] , [ref] , [ref] , [ref] , [ref] , [ref] , [ref] , [ref] ).
Fast and More Powerful Selective Inference for Sparse High-order Interaction Model · Introduction · 0.99
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