Optimal Inference After Model Selection
The main files in the top-level directory are
paper.tex (the LaTeX source),
biblio.bib (bibliography), and
mycommands.sty (LaTeX style file).
Figures appearing in paper are in
code/ directory contains source code for generating figures and running simulations. Each figure in
paper.tex is accompanied by a comment giving a path to the file that generated it. There are three subdirectories:
code/lasso_example/: Source code for the simulation in Section 7.
code/twodim_example/: Source code for generating the expected confidence interval lengths for data splitting and data carving in Figure 4b.
code/misc_plots/: Source code for generating other plots interspersed throughout the paper.