文章基本信息

标题：On the post selection inference constant under restricted isometry properties
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作者：François Bachoc ; Gilles Blanchard ; Pierre Neuvial 等
期刊名称：Electronic Journal of Statistics
印刷版ISSN：1935-7524
出版年度：2018
卷号：12
期号：2
页码：3736-3757
DOI：10.1214/18-EJS1490
语种：English
出版社：Institute of Mathematical Statistics
摘要：Uniformly valid confidence intervals post model selection in regression can be constructed based on Post-Selection Inference (PoSI) constants. PoSI constants are minimal for orthogonal design matrices, and can be upper bounded in function of the sparsity of the set of models under consideration, for generic design matrices.