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
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.
Project details
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
Built Distributions
Hashes for selectinf-0.1.3-cp37-none-win_amd64.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | 7a3baa012728133ae80f47485161d28b0cbabbe3843d8b31ea375b09d178e1b9 |
|
MD5 | 296d23e81f1d39ad23a1a197b4dcae99 |
|
BLAKE2b-256 | 48237e15f2e3f08d12f2b0271d5f28f873f31689e38c9e8f7094a1301351efb7 |
Hashes for selectinf-0.1.3-cp37-none-win32.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | 53dc6e1c25454a200fcf5efd813ba1f5cbdeb2d9f09df8ecfe821c5a681ac724 |
|
MD5 | d2db2b1a6136aeb3b4c39b2a97475506 |
|
BLAKE2b-256 | bd7ca551f64fa2a391634312526ab0ee0c48bd43ca79ade51b29e16bc9ae076e |
Hashes for selectinf-0.1.3-cp37-cp37m-manylinux1_i686.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | b85dc66cee7f499ebd999593f768f1f560269afaa15d5d57d9f80670fda51bd2 |
|
MD5 | cecfb79048195a4daf4e96a92f6a1e22 |
|
BLAKE2b-256 | 111909a5f2738749c2f4e2c627a10e7a80c4bdd078458857e09c339086be9e59 |
Hashes for selectinf-0.1.3-cp37-cp37m-macosx_10_6_intel.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | 17648c0b491516a8e004560d39a7cf645b602ae1d4465b230fb1b2c966c39703 |
|
MD5 | 08c5b5c188939ad45741f79ec9383c36 |
|
BLAKE2b-256 | de1bf68c484e28bddff64d514412752331862478717018a3395446c802d0d6d4 |
Hashes for selectinf-0.1.3-cp36-none-win_amd64.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | 8155b093d5e7a2c34ed86e4af454ec4c33a23d110c704b1bb9295ffbc2c726f5 |
|
MD5 | bf4236fd657cfdb2cd81cd74357b972a |
|
BLAKE2b-256 | 3e8ca3595d2e14e496da15dd2710ea764d24f2fe6d15b5e0759d95d66caa8383 |
Hashes for selectinf-0.1.3-cp36-none-win32.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | ed7d9424d4b56b7de8d5929045b823058a42409bdd1e6bda7bebeab4905dfa48 |
|
MD5 | 87fc6dbfa9ff9d0f237ddc5627d432ea |
|
BLAKE2b-256 | 3a203e409a204e1225d4fe080b4ae1a10c981ec10c7825e2d2592b1e85290b32 |
Hashes for selectinf-0.1.3-cp36-cp36m-manylinux1_x86_64.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | 1ef3f3128f6a6aa6bcae0599e57a56853a837228ddcada6e89ab3adadefd02ea |
|
MD5 | 81c81f339a4b9e9c749174b38dfdf7c4 |
|
BLAKE2b-256 | 7854901df5505b99a3973c4bce484b617cbfc030e7664925a0b0aef33c2ca32e |
Hashes for selectinf-0.1.3-cp36-cp36m-manylinux1_i686.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | 8d808f384f6a2cd76c6192ec1d584b39d6832dc4da8654b3143d60e8b15b35c4 |
|
MD5 | d9d52ed7822b2a88746b4d9622c7adaa |
|
BLAKE2b-256 | ee0acfc7ac3dafed88e313a8b35dbc8b1430b29aeefc6f498a21dcb9febbd958 |
Hashes for selectinf-0.1.3-cp36-cp36m-macosx_10_6_intel.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | 0bd6272e9f63b804ef1fd91e9554d1c090d90e8c971cdd7e14f39a8abbcf2fa0 |
|
MD5 | dd5995cd8a9db67e5b5f3d9bcd3ee0de |
|
BLAKE2b-256 | 172b2d5fc798c1a7df29d2bdd3d3619cc90b2d2db6f68a42f64b3476a49fd1a9 |
Hashes for selectinf-0.1.3-cp35-none-win_amd64.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | f2e0f5d189ed3bd7d5fe74ca741b6a089ceee077daafd1ca1e47383fb0790e72 |
|
MD5 | 2870e8f5a8f9bf9bc5d99124a7479acb |
|
BLAKE2b-256 | d172594642a6753f87c288cb5dc77cca2bdf14e935df5c8f6ed0c2ca46c6a801 |
Hashes for selectinf-0.1.3-cp35-none-win32.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | 108b3dd6cd5e2a4a941e9b768574282887d01fb133bfa0074be0d273e5285e2e |
|
MD5 | aa3c3e68d98bec7c2816739f8026326a |
|
BLAKE2b-256 | dd3c2b9d1df86c7c7f4ab0c5d690be2100aca16867e780b9acd6c04b12007419 |
Hashes for selectinf-0.1.3-cp35-cp35m-manylinux1_x86_64.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | 5dede2ef9ec6f5f09deb8bda8ad0d33139783763054431d78725888f1e35bc55 |
|
MD5 | 1988db654c0a3e3e9db4dff8fbb29ee7 |
|
BLAKE2b-256 | 8c607fa05c2608fdb2f422f2a358bacdb19d4e460365907328f1b0f9f324f2d5 |
Hashes for selectinf-0.1.3-cp35-cp35m-manylinux1_i686.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | 87f8a1aadad6b48f0e654e8de0d3acb1914a22954e80b8be62c12453ac392d5e |
|
MD5 | 17a0b7c289e15f229d0ac95644ba038b |
|
BLAKE2b-256 | d51ac2dfadcb7ff86420af6104955eee3a9942fdc4ec8fe9d5d5830129fa0774 |
Hashes for selectinf-0.1.3-cp35-cp35m-macosx_10_6_intel.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | a7ed8ad03782f3fc559941569f49e2c6094acbef64a73a52f8f84b385a8eb334 |
|
MD5 | bc5126493cd534429132c42ac2e8331b |
|
BLAKE2b-256 | 25c834060eb8a62763480ab20d4f461a5d3de13365c886704599deca7427b7b9 |