Third Workshop on Higher-Order Asymptotics and Post-Selection Inference

第三届高阶渐近与选择后推理研讨会(WAW-PSI)将于2018年9月8日至10日在圣路易斯华盛顿大学校园举行。选择后推断是指在利用模型选择程序之后执行的有效统计推断问题。高阶渐近性提供了所需的工具和洞察力，为选择后推理程序改进基本的大样本结果，并使其更准确和更强大，即使科学家只能获得小到中等样本量。WAW-PSI寻求合并这些领域，促进合作和讨论，并推动选择后推理研究前沿朝着更高精度和更强大的推理程序的方向发展。NSF的资助将支持参加这次会议的初级研究人员。本研讨会试图解决应用统计学家的需求，他们使用模型选择程序，他们也需要极其准确和强大的推理程序，并有理论保证。后选择推理的主题包括变量选择后的选择性推理、高维和后正则化推理、变点估计后的推理和同步推理。一些讲座将集中在高阶渐近性的方法上，这些方法可以对选择后推理过程产生见解和改进，包括级数展开、鞍点近似和基于自举的精化。更多的会谈将提出重要的应用问题，因此需要采用新的甄选方法。例如统计遗传学、神经科学和金融学。(参见http://www.math.wustl.edu/~kuffner/WHOA-PSI-3.html)This奖反映了国家科学基金会的法定使命，并通过使用基金会的智力优势和更广泛的影响审查标准进行评估，被认为值得支持。

The Third Workshop on Higher-Order Asymptotics and Post-Selection Inference (WHOA-PSI) will be held on the campus of Washington University in St. Louis from September 8-10, 2018. Post-selection inference refers to the question of valid statistical inference performed after a model selection procedure has been utilized. Higher-order asymptotics provide the tools and insights needed to refine basic large-sample results for post-selection inference procedures and make them more accurate and powerful, even when the scientist only has access to small to moderate sample sizes. WHOA-PSI seeks to merge these fields, foster collaboration and discussion, and push forward the post-selection inference research frontier in the direction of higher-order accuracy and more powerful inference procedures. NSF funding will support junior researchers attending this conference.This workshop attempts to address the needs of applied statisticians utilizing model selection procedures who also need extremely accurate and powerful inference procedures with theoretical guarantees. Topics from post-selection inference include selective inference after variable selection, high-dimensional and post-regularized inference, inference after change-point estimation, and simultaneous inference. Some talks will focus on methods from higher-order asymptotics, which can yield insights and improvements to post-selection inference procedures, including series expansions, saddlepoint approximations, and bootstrap-based refinements. Additional talks will present important applied problems for which new post-selection methods are needed. Examples include statistical genetics, neuroscience, and finance. (See http://www.math.wustl.edu/~kuffner/WHOA-PSI-3.html)This award reflects NSF's statutory mission and has been deemed worthy of support through evaluation using the Foundation's intellectual merit and broader impacts review criteria.