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Least squares after model selection in high-dimensional sparse models

Least squares after model selection in high-dimensional sparse models

31 December 2009
A. Belloni
Victor Chernozhukov
ArXivPDFHTML

Papers citing "Least squares after model selection in high-dimensional sparse models"

15 / 15 papers shown
Title
Treatment Effect Estimation with Observational Network Data using Machine Learning
Treatment Effect Estimation with Observational Network Data using Machine Learning
Corinne Emmenegger
Meta-Lina Spohn
Timon Elmer
Peter Buhlmann
CML
60
3
1
20 Jan 2025
Better Locally Private Sparse Estimation Given Multiple Samples Per User
Better Locally Private Sparse Estimation Given Multiple Samples Per User
Yuheng Ma
Ke Jia
Hanfang Yang
FedML
36
1
0
08 Aug 2024
Structure-agnostic Optimality of Doubly Robust Learning for Treatment Effect Estimation
Structure-agnostic Optimality of Doubly Robust Learning for Treatment Effect Estimation
Jikai Jin
Vasilis Syrgkanis
CML
67
1
0
22 Feb 2024
Deep Neural Networks for Nonparametric Interaction Models with Diverging
  Dimension
Deep Neural Networks for Nonparametric Interaction Models with Diverging Dimension
Sohom Bhattacharya
Jianqing Fan
Debarghya Mukherjee
28
8
0
12 Feb 2023
Reconciling model-X and doubly robust approaches to conditional
  independence testing
Reconciling model-X and doubly robust approaches to conditional independence testing
Ziang Niu
Abhinav Chakraborty
O. Dukes
Eugene Katsevich
21
7
0
27 Nov 2022
VICE: Variational Interpretable Concept Embeddings
VICE: Variational Interpretable Concept Embeddings
Lukas Muttenthaler
C. Zheng
Patrick McClure
Robert A. Vandermeulen
M. Hebart
Francisco Câmara Pereira
13
17
0
02 May 2022
Grouped Variable Selection with Discrete Optimization: Computational and
  Statistical Perspectives
Grouped Variable Selection with Discrete Optimization: Computational and Statistical Perspectives
Hussein Hazimeh
Rahul Mazumder
P. Radchenko
29
27
0
14 Apr 2021
Sparse Regularization in Marketing and Economics
Sparse Regularization in Marketing and Economics
Guanhao Feng
Nicholas G. Polson
Yuexi Wang
Jianeng Xu
25
1
0
01 Sep 2017
In Defense of the Indefensible: A Very Naive Approach to
  High-Dimensional Inference
In Defense of the Indefensible: A Very Naive Approach to High-Dimensional Inference
Sen Zhao
Daniela Witten
Ali Shojaie
41
57
0
16 May 2017
High-Dimensional $L_2$Boosting: Rate of Convergence
High-Dimensional L2L_2L2​Boosting: Rate of Convergence
Ye Luo
Martin Spindler
Jannis Kuck
26
32
0
29 Feb 2016
Optimal bounds for aggregation of affine estimators
Optimal bounds for aggregation of affine estimators
Pierre C. Bellec
20
25
0
01 Oct 2014
Endogeneity in high dimensions
Endogeneity in high dimensions
Jianqing Fan
Yuan Liao
71
103
0
25 Apr 2012
Oracle Inequalities and Optimal Inference under Group Sparsity
Oracle Inequalities and Optimal Inference under Group Sparsity
Karim Lounici
Massimiliano Pontil
Alexandre B. Tsybakov
Sara van de Geer
122
379
0
11 Jul 2010
Taking Advantage of Sparsity in Multi-Task Learning
Taking Advantage of Sparsity in Multi-Task Learning
Karim Lounici
Massimiliano Pontil
Alexandre B. Tsybakov
Sara van de Geer
181
292
0
09 Mar 2009
High-dimensional generalized linear models and the lasso
High-dimensional generalized linear models and the lasso
Sara van de Geer
189
750
0
04 Apr 2008
1