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Guaranteed Validity for Empirical Approaches to Adaptive Data Analysis
[article]
2020
arXiv
pre-print
We design a general framework for answering adaptive statistical queries that focuses on providing explicit confidence intervals along with point estimates. Prior work in this area has either focused on providing tight confidence intervals for specific analyses, or providing general worst-case bounds for point estimates. Unfortunately, as we observe, these worst-case bounds are loose in many settings --- often not even beating simple baselines like sample splitting. Our main contribution is to
arXiv:1906.09231v2
fatcat:suzno2narbg73moropqjv4vxry