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A polyhedral event restricts the contrast to a computable interval
Statement
In the setup of Polyhedral selection event and contrast interval, for every , The functions are Borel measurable as extended-real-valued functions, and the set of pairs satisfying the right-hand side is Borel.
Facts & Assumptions
Given: Finite , fixed , and the notation of the definition.
The contrast decomposition is with . Polyhedral selection event and contrast interval
Each row has coefficient and offset ; the sign of determines its upper, lower, or zero-row feasibility condition in the definitions of . Polyhedral selection event and contrast interval
Proof
Since and , we have .
For each row , the inequality becomes . If , division gives ; if , division reverses the inequality and gives ; if , the row is feasible exactly when . Intersecting the finitely many row conditions is therefore equivalent to , , and , with the empty-index conventions in [F2].
Each is affine and hence continuous. The finite maximum defining and finite minimum defining are Borel, with the constant infinite values in the empty-index cases; is a finite intersection of closed half-spaces. Thus the fiber set is Borel. The rowwise equivalence in step 2.1 proves both implications, including zero coefficients and empty or degenerate intervals.
Depends on
Used by
Dependency tree · two levels
2 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Jason D. Lee, Dennis L. Sun, Yuekai Sun, and Jonathan E. Taylor, Exact Post-Selection Inference, with Application to the Lasso (standard reference, not scraped)