Theory and Applications of Selective Inference

This course focuses on the problem of inference under the presence of multiplicity or selection. Topics covered include classical topics multiple comparisons (FWER, FDR, FCR) as well as newer methods such as knockoffs. We will also cover inference when targeted parameters are determined only after inspection of the data, considering both conditional and simultaneous approaches. Both theoretical and computational considerations will be stressed throughout the course. Prerequisite: STATS 200 or equivalent