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SELECTIVE INFERENCE WITH A RANDOMIZED RESPONSE

delete2018-04-01
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Xiaoying Tian *
J
Jonathan Taylor
DOI:10.1214/17-AOS1564delete
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摘要

摘要

En 中文
Inspired by sample splitting and the reusable holdout introduced in the field of differential privacy, we consider selective inference with a randomized response. We discuss two major advantages of using a randomized response for model selection. First, the selectively valid tests are more powerful after randomized selection. Second, it allows consistent estimation and weak convergence of selective inference procedures. Under independent sampling, we prove a selective (or privatized) central limit theorem that transfers procedures valid under asymptotic normality without selection to their corresponding selective counterparts. This allows selective inference in nonparametric settings. Finally, we propose a framework of inference after combining multiple randomized selection procedures. We focus on the classical asymptotic setting, leaving the interesting high-dimensional asymptotic questions for future work.
Keyword:
Selective inference
nonparametric
differential privacy
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期刊

Annals of Statistics 封面图
Annals of Statistics
IF:
3.7
论文数:
2.8K
被引数:
2.9W

机构

S
Stanford University
学者数:
9.6W
论文数: 8.2W
被引数: 17.0W
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