Can One Estimate The Unconditional Distribution of Post-Model-Selection Estimators?

12 April 2007

Papers citing "Can One Estimate The Unconditional Distribution of Post-Model-Selection Estimators?"

25 / 25 papers shown

Title
More Powerful Conditional Selective Inference for Generalized Lasso by Parametric Programming Vo Nguyen Le Duy Ichiro Takeuchi 40 34 0 11 May 2021
Conditional Selective Inference for Robust Regression and Outlier Detection using Piecewise-Linear Homotopy Continuation Toshiaki Tsukurimichi Yu Inatsu Vo Nguyen Le Duy Ichiro Takeuchi 47 22 0 22 Apr 2021
Machine learning in policy evaluation: new tools for causal inference N. Kreif K. DiazOrdaz ELM CML 38 45 0 01 Mar 2019
The Limits of Post-Selection Generalization Kobbi Nissim Adam D. Smith Thomas Steinke Uri Stemmer Jonathan R. Ullman 39 26 0 15 Jun 2018
On the length of post-model-selection confidence intervals conditional on polyhedral constraints D. Kivaranovic Hannes Leeb 21 17 0 05 Mar 2018
In Defense of the Indefensible: A Very Naive Approach to High-Dimensional Inference Sen Zhao Daniela Witten Ali Shojaie 53 58 0 16 May 2017
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk A. Belloni Mingli Chen Victor Chernozhukov 29 7 0 01 Jul 2016
Analysis of Testing-Based Forward Model Selection Damian Kozbur 37 9 0 08 Dec 2015
Regularization and Bayesian Learning in Dynamical Systems: Past, Present and Future A. Chiuso 40 56 0 04 Nov 2015
Uniform Asymptotic Inference and the Bootstrap After Model Selection Robert Tibshirani Alessandro Rinaldo Robert Tibshirani Larry A. Wasserman 43 104 0 20 Jun 2015
Uncertainty Quantification for Matrix Compressed Sensing and Quantum Tomography Problems Alexandra Carpentier Jens Eisert David Gross Richard Nickl 25 19 0 13 Apr 2015
Valid confidence intervals for post-model-selection predictors François Bachoc Hannes Leeb B. M. Potscher 48 53 0 15 Dec 2014
The Benefit of Group Sparsity in Group Inference with De-biased Scaled Group Lasso Ritwik Mitra Cun-Hui Zhang 64 46 0 13 Dec 2014
Confidence intervals for high-dimensional inverse covariance estimation Jana Janková Sara van de Geer 78 185 0 26 Mar 2014
On Various Confidence Intervals Post-Model-Selection Hannes Leeb B. M. Potscher K. Ewald 64 60 0 10 Jan 2014
Valid post-selection inference R. Berk L. Brown A. Buja Kai Zhang Linda H. Zhao 50 579 0 05 Jun 2013
Post-Selection Inference for Generalized Linear Models with Many Controls A. Belloni Victor Chernozhukov Ying Wei 61 187 0 15 Apr 2013
On the uniform asymptotic validity of subsampling and the bootstrap Joseph P. Romano A. Shaikh 69 103 0 12 Apr 2012
On adaptive inference and confidence bands M. Hoffmann Richard Nickl 63 82 0 23 Feb 2012
Parametric or nonparametric? A parametricness index for model selection Wen Liu Yuhong Yang 62 59 0 02 Feb 2012
Focused information criterion and model averaging for generalized additive partial linear models Xinyu Zhang Hua Liang 63 155 0 08 Mar 2011
Conditional predictive inference post model selection Hannes Leeb TPM 105 32 0 25 Aug 2009
Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh B. Clarke S. Ghosal 85 47 0 27 Jun 2008
Jump estimation in inverse regression L. Boysen Axel Munk 63 13 0 14 Mar 2008
On the Distribution of Penalized Maximum Likelihood Estimators: The LASSO, SCAD, and Thresholding B. M. Potscher Hannes Leeb 88 176 0 05 Nov 2007