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scientific article; zbMATH DE number 7626707

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7626707

Statements

scholarly article

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Peter X.-K. Song

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publication date

6 December 2022

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full work available at URL

https://arxiv.org/abs/1908.01253

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https://jmlr.csail.mit.edu/papers/v22/19-776.html

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

debiasing

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forward screening

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Lasso

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simultaneous inference

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MaRDI profile type

MaRDI publication profile

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Valid post-selection inference

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Simultaneous analysis of Lasso and Dantzig selector

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Statistics for high-dimensional data. Methods, theory and applications.

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Confidence intervals for high-dimensional linear regression: minimax rates and adaptivity

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Optimal rates of convergence for covariance matrix estimation

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On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence

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Estimation and Accuracy After Model Selection

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Sure Independence Screening for Ultrahigh Dimensional Feature Space

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Confidence Intervals and Hypothesis Testing for High-Dimensional Regression

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Moving beyond sub-Gaussianity in high-dimensional statistics: applications in covariance estimation and linear regression

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A well-conditioned estimator for large-dimensional covariance matrices

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Sparse estimators and the oracle property, or the return of Hodges' estimator

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Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression

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Group Bound: Confidence Intervals for Groups of Variables in Sparse High Dimensional Regression Without Assumptions on the Design

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Stability Selection

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Lasso-type recovery of sparse representations for high-dimensional data

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<i>p</i>-Values for High-Dimensional Regression

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A Perturbation Method for Inference on Regularized Regression Estimates

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A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers

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A study of error variance estimation in Lasso regression

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Multivariate Theory for Analyzing High Dimensional Data

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On asymptotically optimal confidence regions and tests for high-dimensional models

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Forward Regression for Ultra-High Dimensional Variable Screening

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High-dimensional variable selection

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Controlling the least eigenvalue of a random Gram matrix

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Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models

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A polynomial algorithm for best-subset selection problem

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Regularization and Variable Selection Via the Elastic Net

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Sitelinks

Mathematics(1 entry)

mardi Publication:5053172

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