HKU HKU Dept of Statistics & Actuarial Science, HKU

Seminar by Prof. Ian McKeague from Columbia University & City University of Hong Kong

DateDecember 15, 2021, Wednesday
Time10:30 a.m. – 11:30 a.m.
VenueRoom 301, Run Run Shaw Building, HKU
TitleFallacies of selection: Challenges in post-selection inference

Selection bias arises when the effects of selection of variables or models on subsequent statistical analyses are ignored, i.e., failure to take into account “double dipping” of the data when assessing statistical evidence. Eighty years ago, the prominent statistician and mathematical economist Harold Hotelling drew attention to this issue. In recent years, there has been a concerted effort to address the problem, giving rise to the nascent field of post-selection inference. In this talk I will give a review focusing on several post-selection inference problems: large-scale case-control studies, canonical correlation analysis in high dimensions, and screening high-dimensional predictors of survival outcomes.

About the speaker

Prof. Ian McKeague is currently Professor in the Departments of Biostatistics at Columbia University and City University of Hong Kong. He is a Fellow of the ASA and a fellow of the IMS. During 2020 – 2023, he is serving as Co-Editor of the Journal of the American Statistical Association.