The selection project

This project contains software for selective inference, with emphasis on selective inference in regression.

Some key references

A significance test for the lasso: http://arxiv.org/abs/1301.7161
Tests in adaptive regression via the Kac-Rice formula: http://arxiv.org/abs/1308.3020
Post-selection adaptive inference for Least Angle Regression and the Lasso: http://arxiv.org/abs/1401.3889
Exact post-selection inference with the lasso: http://arxiv.org/abs/1311.6238
Exact Post Model Selection Inference for Marginal Screening: http://arxiv.org/abs/1402.5596

Install

git submodule init # travis_tools and C-software
git submodule update
pip install -r requirements.txt
python setup.py install

Potential speedups

We can condition on “parts” of each draw of the sampler, in particular if we condition on the projection of the rejection sample - center onto direction then resampling on the ray can be sped up for some things like LASSO. Could be some cost in power.
Learning a higher dimensional function can perhaps save some time – proper conditioning has to be checked.

Development Status
- 3 - Alpha
Environment
- Console
Intended Audience
- Science/Research
License
- OSI Approved :: BSD License
Operating System
- OS Independent
Programming Language
- Python
Topic
- Scientific/Engineering

Metadata

Development Status
- 3 - Alpha
Environment
- Console
Intended Audience
- Science/Research
License
- OSI Approved :: BSD License
Operating System
- OS Independent
Programming Language
- Python
Topic
- Scientific/Engineering

Release files for selectinf 0.1.3

For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.

Source distribution (sdist)

Source distribution for selectinf 0.1.3
File	Size	Uploaded	Provenance	Actions
selectinf-0.1.3.tar.gz	18.4 MB	Sep 25, 2019	Without provenance	Details for selectinf-0.1.3.tar.gz

Built distributions (wheels)

Table of built distributions (wheels) for selectinf 0.1.3
File	Interpreter	ABI	Platform	Actions Reset
selectinf-0.1.3-cp37-none-win_amd64.whl 518.7 kB Sep 25, 2019 Without provenance	CPython 3.7	none	Windows x86-64	Details for selectinf-0.1.3-cp37-none-win_amd64.whl
selectinf-0.1.3-cp37-none-win32.whl 465.2 kB Sep 25, 2019 Without provenance	CPython 3.7	none	Windows x86-32	Details for selectinf-0.1.3-cp37-none-win32.whl
selectinf-0.1.3-cp37-cp37m-manylinux1_i686.whl 522.3 kB Sep 30, 2019 Without provenance	CPython 3.7	CPython 3.7 pymalloc	Linux glibc 2.5+ x86-32	Details for selectinf-0.1.3-cp37-cp37m-manylinux1_i686.whl
selectinf-0.1.3-cp37-cp37m-macosx_10_6_intel.whl 869.3 kB Sep 25, 2019 Without provenance	CPython 3.7	CPython 3.7 pymalloc	macOS 10.6+ Intel (x86-64, i386)	Details for selectinf-0.1.3-cp37-cp37m-macosx_10_6_intel.whl
selectinf-0.1.3-cp36-none-win_amd64.whl 518.5 kB Sep 25, 2019 Without provenance	CPython 3.6	none	Windows x86-64	Details for selectinf-0.1.3-cp36-none-win_amd64.whl
selectinf-0.1.3-cp36-none-win32.whl 464.5 kB Sep 25, 2019 Without provenance	CPython 3.6	none	Windows x86-32	Details for selectinf-0.1.3-cp36-none-win32.whl
selectinf-0.1.3-cp36-cp36m-manylinux1_x86_64.whl 587.7 kB Sep 25, 2019 Without provenance	CPython 3.6	CPython 3.6 pymalloc	Linux glibc 2.5+ x86-64	Details for selectinf-0.1.3-cp36-cp36m-manylinux1_x86_64.whl
selectinf-0.1.3-cp36-cp36m-manylinux1_i686.whl 523.5 kB Sep 25, 2019 Without provenance	CPython 3.6	CPython 3.6 pymalloc	Linux glibc 2.5+ x86-32	Details for selectinf-0.1.3-cp36-cp36m-manylinux1_i686.whl
selectinf-0.1.3-cp36-cp36m-macosx_10_6_intel.whl 907.6 kB Sep 25, 2019 Without provenance	CPython 3.6	CPython 3.6 pymalloc	macOS 10.6+ Intel (x86-64, i386)	Details for selectinf-0.1.3-cp36-cp36m-macosx_10_6_intel.whl
selectinf-0.1.3-cp35-none-win_amd64.whl 501.3 kB Sep 25, 2019 Without provenance	CPython 3.5	none	Windows x86-64	Details for selectinf-0.1.3-cp35-none-win_amd64.whl
selectinf-0.1.3-cp35-none-win32.whl 451.6 kB Sep 25, 2019 Without provenance	CPython 3.5	none	Windows x86-32	Details for selectinf-0.1.3-cp35-none-win32.whl
selectinf-0.1.3-cp35-cp35m-manylinux1_x86_64.whl 572.7 kB Sep 25, 2019 Without provenance	CPython 3.5	CPython 3.5 pymalloc	Linux glibc 2.5+ x86-64	Details for selectinf-0.1.3-cp35-cp35m-manylinux1_x86_64.whl
selectinf-0.1.3-cp35-cp35m-manylinux1_i686.whl 508.0 kB Sep 25, 2019 Without provenance	CPython 3.5	CPython 3.5 pymalloc	Linux glibc 2.5+ x86-32	Details for selectinf-0.1.3-cp35-cp35m-manylinux1_i686.whl
selectinf-0.1.3-cp35-cp35m-macosx_10_6_intel.whl 848.3 kB Sep 25, 2019 Without provenance	CPython 3.5	CPython 3.5 pymalloc	macOS 10.6+ Intel (x86-64, i386)	Details for selectinf-0.1.3-cp35-cp35m-macosx_10_6_intel.whl

Total release size: 26.7 MB

Release files / selectinf-0.1.3.tar.gz

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Release history Release notifications | RSS feed

This release

0.1.3 This release

Sep 25, 2019 15 release files No provenance

0.1.2

Sep 24, 2019 13 release files No provenance

selectinf 0.1.3