The Living Thing / Notebooks :

Post-selection inference

Aka adaptive data analysis.

After you have interfered with the purity of your data by model selection, how do you do inference? TBD

Tricky in general.

Here’s an approach. The reusable holdout: Preserving validity in adaptive data analysis which, like everything these days, uses differential privacy methods. Soon I will have my smoothies made by ensuring differential privacy for my bananas’ identities.

Refs