Monte Carlo Simulation for Lasso-Type Problems by Estimator Augmentation

DOI10.1080/01621459.2014.946035zbMath1368.62214arXiv1401.4425OpenAlexW2171171081MaRDI QIDQ4975621

Qing Zhou

Publication date: 7 August 2017

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.4425

zbMATH Keywords

importance samplingMarkov chain Monte Carloconfidence intervalLassosampling distributionsparse linear model\(P\)-value

Mathematics Subject Classification ID

Related Items (5)

On the distribution, model selection properties and uniqueness of the Lasso estimator in low and high dimensions ⋮ Honest Confidence Sets for High-Dimensional Regression by Projection and Shrinkage ⋮ High-dimensional simultaneous inference with the bootstrap ⋮ Goodness-of-Fit Tests for High Dimensional Linear Models ⋮ Visualization and assessment of model selection uncertainty

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