We consider the problem of identifying whether findings replicate from one study of high dimension to another, when the primary study guides the selection of hypotheses to be examined in the follow-up study as well as when there is no division of roles into the primary and the follow-up study....

In many current large-scale problems, confidence intervals (CIs) are constructed only for the parameters that are large, as indicated by their estimators, ignoring the smaller parameters. Such selective inference poses a problem to the usual marginal CIs that no longer offer the right level of...