Skip to main content

Testing a fixed value of lambda

Project description

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

Some key references

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.

Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

selectinf-0.1.3.tar.gz (18.4 MB view hashes)

Uploaded source

Built Distributions

selectinf-0.1.3-cp37-none-win_amd64.whl (518.7 kB view hashes)

Uploaded cp37

selectinf-0.1.3-cp37-none-win32.whl (465.2 kB view hashes)

Uploaded cp37

selectinf-0.1.3-cp36-none-win_amd64.whl (518.5 kB view hashes)

Uploaded cp36

selectinf-0.1.3-cp36-none-win32.whl (464.5 kB view hashes)

Uploaded cp36

selectinf-0.1.3-cp35-none-win_amd64.whl (501.3 kB view hashes)

Uploaded cp35

selectinf-0.1.3-cp35-none-win32.whl (451.6 kB view hashes)

Uploaded cp35

Supported by

AWS AWS Cloud computing Datadog Datadog Monitoring Facebook / Instagram Facebook / Instagram PSF Sponsor Fastly Fastly CDN Google Google Object Storage and Download Analytics Huawei Huawei PSF Sponsor Microsoft Microsoft PSF Sponsor NVIDIA NVIDIA PSF Sponsor Pingdom Pingdom Monitoring Salesforce Salesforce PSF Sponsor Sentry Sentry Error logging StatusPage StatusPage Status page