Targeted Undersmoothing

This paper proposes a post-model selection inference procedure, called targeted undersmoothing, designed to construct uniformly valid confidence sets for a broad class of functionals of sparse high-dimensional statistical models. These include dense functionals, which may potentially depend on all elements of an unknown high-dimensional parameter. The proposed confidence sets are based on an initially selected model and two additionally selected models, an upper model and a lower model, which enlarge the initially selected model. We illustrate application of the procedure in two empirical examples. The first example considers estimation of heterogeneous treatment effects using data from the Job Training Partnership Act of 1982, and the second example looks at estimating profitability from a mailing strategy based on estimated heterogeneous treatment effects in a direct mail marketing campaign. We also provide evidence on the finite sample performance of the proposed targeted undersmoothing procedure through a series of simulation experiments

Feature detection using spikes: the greedy approach

A goal of low-level neural processes is to build an efficient code extracting the relevant information from the sensory input. It is believed that this is implemented in cortical areas by elementary inferential computations dynamically extracting the most likely parameters corresponding to the sensory signal. We explore here a neuro-mimetic feed-forward model of the primary visual area (VI) solving this problem in the case where the signal may be described by a robust linear generative model. This model uses an over-complete dictionary of primitives which provides a distributed probabilistic representation of input features. Relying on an efficiency criterion, we derive an algorithm as an approximate solution which uses incremental greedy inference processes. This algorithm is similar to 'Matching Pursuit' and mimics the parallel architecture of neural computations. We propose here a simple implementation using a network of spiking integrate-and-fire neurons which communicate using lateral interactions. Numerical simulations show that this Sparse Spike Coding strategy provides an efficient model for representing visual data from a set of natural images. Even though it is simplistic, this transformation of spatial data into a spatio-temporal pattern of binary events provides an accurate description of some complex neural patterns observed in the spiking activity of biological neural networks.Comment: This work links Matching Pursuit with bayesian inference by providing the underlying hypotheses (linear model, uniform prior, gaussian noise model). A parallel with the parallel and event-based nature of neural computations is explored and we show application to modelling Primary Visual Cortex / image processsing. http://incm.cnrs-mrs.fr/perrinet/dynn/LaurentPerrinet/Publications/Perrinet04tau