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–Neural Information Processing Systems
First provide a summary of the paper, and then address the following criteria: Quality, clarity, originality and significance. This paper presents a framework for post model selection inference in the context of marginal screening, which is a computationally efficient way of variable selection in high dimensional linear regression problems. While the paper is focused on marginal screening, the approach is applicable to a broad range of problems. The paper is well written, very clear. I am not an expert in this area, but it seems like a significant problem and a statistically solid approach.
Neural Information Processing Systems
Oct-2-2025, 18:03:36 GMT