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March 2019

Carve your data for adaptive inference, don’t split it

21 March @ 4:00 pm - 5:00 pm
Robert Bosch Centre for Cyber-Physical Systems, Robert Bosch Centre for Cyber-Physical Systems, 3rd Floor, Entrepreneurship Centre, Indian Institute of Science
Bangalore, 560012 India

Any meaningful statistical problem consists of a model and a set of matching parameters for which decisions are required. In the classical, "textbook" paradigm, the model and this set of target parameters are assumed to be chosen independently of the data subsequently used for statistical inference (e.g., estimating the parameters). In practice, however, more often than not, data analysts examine some aspect of the data before deciding on a model and/or the target parameters. For example, in fitting multiple linear…

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