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 directory

Figures appearing in paper are in figs/.

Code directory

The 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.