Multicarving for high-dimensional post-selection inference

DOI10.1214/21-EJS1825zbMath1471.62423arXiv2006.04613OpenAlexW3157069118MaRDI QIDQ2044355

Claude Renaux, Christoph Schultheiss, Peter Bühlmann

Publication date: 9 August 2021

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.04613

zbMATH Keywords

linear modellogistic regressionhigh-dimensional datavariable selectionLassosample splittinggroup inference

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Related Items

More Powerful Selective Inference for the Graph Fused Lasso, Carving model-free inference

Uses Software

• R
• glmnet
• ElemStatLearn
• hierinf
• tmg

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