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

第三次高阶渐近学和后选择推理研讨会

• 批准号: 1812088
• 负责人: Todd Kuffner
• 金额: $ 0.7万
• 依托单位: Washington University
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2018
• 资助国家: 美国
• 起止时间: 2018-08-15 至 2019-07-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=1812088&HistoricalAwards=false
• 关键词: Third; Workshop; Higher; Order; Asymptotics

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.

第三届高阶渐近和后选择推理研讨会（WHOA-PSI）将于2018年9月8日至10日在圣路易斯的华盛顿大学校园举行。 选择后推断是指在使用模型选择程序后进行的有效统计推断问题。高阶渐近性提供了优化选择后推理程序的基本大样本结果所需的工具和见解，并使其更加准确和强大，即使科学家只能获得小到中等的样本量。WHOA-PSI旨在合并这些领域，促进合作和讨论，并将选择后推理研究前沿推向更高阶的准确性和更强大的推理程序。NSF的资金将支持初级研究人员参加这次会议。这个研讨会试图解决应用统计学家的需求，利用模型选择程序，谁也需要非常准确和强大的推理程序与理论保证。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时推理。一些会谈将集中在高阶渐近的方法，这可以产生见解和改进后选择推理程序，包括级数展开，鞍点近似和基于引导的细化。更多的会谈将提出重要的应用问题，为此需要新的选择后方法。例子包括统计遗传学，神经科学和金融。(See该奖项反映了NSF的法定使命，并通过使用基金会的知识价值和更广泛的影响审查标准进行评估，被认为值得支持。