@inproceedings{yang2016selective,
author = {Yang, Fan and Barber, Rina Foygel and Jain, Prateek and Lafferty, John},
title = {Selective Inference for Group-Sparse Linear Models},
year = {2016},
month = {July},
abstract = {We develop tools for selective inference in the setting of group sparsity, including the construction of confidence intervals and p-values for testing selected groups of variables. Our main technical result gives the precise distribution of the magnitude of the projection of the data onto a given subspace, and enables us to develop inference procedures for a broad class of group-sparse selection methods, including the group lasso, iterative hard thresholding, and forward stepwise regression. We give numerical results to illustrate these tools on simulated data and on health record data.},
url = {http://approjects.co.za/?big=en-us/research/publication/selective-inference-group-sparse-linear-models/},
}