Stat 9917
Topics in Selective Inference and Predictive Inference
Description
Syllabus
- Multiple testing: global null, FWER, FDR
- Testing with game-theoretic statistics: e-values
- Competition-based testing
- Compound decision-making
- Conformal inference
Grading
Grading will be determined by a course project.
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.
- Theoretical foundations of conformal prediction. Anastasios N. Angelopoulos, Rina Foygel Barber, and Stephen Bates.
Resources
The international seminar on selective inference (ISSI) is a weekly online seminar on selective inference and related topics. Every week, an invited speaker will give a 45-min talk, followed by a 15-min discussion.
Schedule
| Date | Topic | Reading | |
|---|---|---|---|
| Wednesday Jan 14 | 1. Preliminaries, p-values and e-values, global null testing | Efron Ch. 3.1 Ramdas & Wang Ch. 1-2 | |
| Monday Jan 19 | MLK day (no class) | ||
| Wednesday Jan 21 | 2. Power analysis of Bonferroni and the combination test | ||
| Monday Jan 26 | 3. Simes test, ECDF-based tests | ||
| Wednesday Jan 28 | 4. Merging evidence from multiple sources | ||
| Monday Feb 2 | 5. Simultaneous inference, Family-wise error rate | ||
| Wednesday Feb 4 | 6. The closure principle | ||
| Monday Feb 9 | 7. False discovery rate, Benjamini-Hochberg | ||
| Wednesday Feb 11 | 8. Testing with structure | ||
| Monday Feb 16 | 9. | ||
| Feb 18 | 10. | ||
| Feb 23 | 11. | ||
| Feb 25 | 12. | ||
| Feb 30 | 13. | ||
| Mar 2 | 14. | ||
| Mar 4 | 15. | ||
| Mar 9 | Spring break (no class) | ||
| Mar 11 | Spring break (no class) | ||
| Mar 16 | 16. | ||
| Mar 18 | 17. | ||
| Mar 23 | 18. | Milestone | |
| Mar 30 | 19. | ||
| Apr 1 | 20. | ||
| Apr 6 | 21. | ||
| Apr 8 | 22. | ||
| Apr 13 | 23. | ||
| Apr 15 | 24. | ||
| Apr 20 | Final presentation | ||
| Apr 22 | Final presentation | ||
| Apr 27 | Final presentation | ||
| Apr 29 | Final presentation |