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Automatic bias correction for testing in high‐dimensional linear models - MaRDI portal

Automatic bias correction for testing in high‐dimensional linear models (Q6068053)

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scientific article; zbMATH DE number 7778706
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Automatic bias correction for testing in high‐dimensional linear models
scientific article; zbMATH DE number 7778706

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    Automatic bias correction for testing in high‐dimensional linear models (English)
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    15 December 2023
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    \(\ell_1\)-regularization
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    approximate message passing algorithm
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    confidence interval
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    high-dimensional linear model
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    hypothesis testing
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    loss function
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