Stat 9917
Topics in Selective Inference and Predictive Inference
Syllabus
- Multiple testing: global null, FWER, FDR
- Testing with game-theoretic statistics: e-values
- Competition-based testing
- Compound decision-making
- Conformal inference
Reading
The following references are related to the topics covered in the class.
- Large-Scale Inference: Empirical Bayes Methods for Estimation, Testing, and Prediction. B. Efron, IMS Monographs.
- Hypothesis Testing with E-values. A. Ramdas and R. Wang, Foundations and Trends in Statistics. pdf
- Theoretical foundations of conformal prediction. Anastasios N. Angelopoulos, Rina Foygel Barber, and Stephen Bates.
Schedule
| Date | Topic | Reading | Notes |
|---|---|---|---|
| Week 1 | Introduction to Multiple Testing | Efron Ch. 1 | |
| Week 2 | FWER Control | ||
| Week 3 | FDR Control | Efron Ch. 2-3 | |
| Week 4 | E-values and Testing | Ramdas & Wang Ch. 1-2 | |
| Week 5 | Game-theoretic Statistics | Ramdas & Wang Ch. 3-4 | |
| Week 6 | Competition-based Testing | ||
| Week 7 | Compound Decision-making | Efron Ch. 4-5 | |
| Week 8 | Conformal Prediction Basics | Angelopoulos et al. | |
| Week 9 | Advanced Topics | ||
| Week 10 | Final Presentations |