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Author: jonathan-taylor

README.md

@@ -0,0 +1,41 @@
+
+The selection project
+=====================
+
+This project contains software for selective inference, with emphasis on
+selective inference in regression.
+
+Some key references
+-------------------
+
+-  ``A significance test for the lasso``: http://arxiv.org/abs/1301.7161
+-  ``Tests in adaptive regression via the Kac-Rice formula``:
+   http://arxiv.org/abs/1308.3020
+-  ``Post-selection adaptive inference for Least Angle Regression and the Lasso``:
+   http://arxiv.org/abs/1401.3889
+-  ``Exact post-selection inference with the lasso``:
+   http://arxiv.org/abs/1311.6238
+-  ``Exact Post Model Selection Inference for Marginal Screening``:
+   http://arxiv.org/abs/1402.5596
+
+Install
+-------
+
+.. code:: python
+
+   git submodule init # travis_tools and C-software
+   git submodule update
+   pip install -r requirements.txt
+   python setup.py install
+
+Potential speedups
+------------------
+
+-  We can condition on “parts” of each draw of the sampler, in
+   particular if we condition on the projection of the rejection
+   ``sample - center`` onto direction then resampling on the ray can be
+   sped up for some things like LASSO. Could be some cost in power.
+
+-  Learning a higher dimensional function can perhaps save some time –
+   proper conditioning has to be checked.
+

README.rst

@@ -129,8 +129,7 @@ def main(**extra_args):
           package_data = {},
           data_files=[],
           scripts=[],
-          long_description=open('README.md', 'rt').read(),
-          long_description_content_type='text/markdown',
+          long_description=open('README.rst', 'rt').read(),
           cmdclass = cmdclass,
           **extra_args
          )