Xiaoying Harris. From Selective Inference to Adaptive Data Analysis

Recent development in selective inference has provided a framework of valid inference after some information of the data has been used for model selection. However, most literature concerning selective inference require the practitioners to commit to a pre-specified procedure for model selection. This is rather stringent for applications. In many cases, multiple exploratory data analyses will be performed and the outcome of each will be input to the final model selected by the practitioners. Therefore, we want to develop a framework that allows multiple queries to the data. In a framework similar to that in differential privacy, we allow valid inference after multiple queries to the database. We seek to address this problem from the perspective of “multiple views of the data” and two concrete examples are considered below.

Joint work with Jonathan Taylor.