论文标题

(紧密的)上限,用于置信区间的长度,有条件的覆盖范围

A (tight) upper bound for the length of confidence intervals with conditional coverage

论文作者

Kivaranovic, Danijel, Leeb, Hannes

论文摘要

我们表明,两种流行的选择性推理程序,即数据雕刻(Fithian等,2017),并随机响应(Tian等,2018b)选择与多面体方法(Lee等,2016),从而产生置信区间的置信区间。这与仅基于多面体方法的置信区间的结果对比,其预期长度通常是无限的(Kivaranovic和Leeb,2020年)。此外,我们表明,这两个过程总是根据间隔长度主导相应的样品分解方法。

We show that two popular selective inference procedures, namely data carving (Fithian et al., 2017) and selection with a randomized response (Tian et al., 2018b), when combined with the polyhedral method (Lee et al., 2016), result in confidence intervals whose length is bounded. This contrasts results for confidence intervals based on the polyhedral method alone, whose expected length is typically infinite (Kivaranovic and Leeb, 2020). Moreover, we show that these two procedures always dominate corresponding sample-splitting methods in terms of interval length.

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