Sparse Matrix Inversion with Scaled Lasso

13 February 2012

Papers citing "Sparse Matrix Inversion with Scaled Lasso"

22 / 22 papers shown

Title
Interval Estimation of Coefficients in Penalized Regression Models of Insurance Data Alokesh Manna Zijian Huang Dipak K. Dey Yuwen Gu Robin He 25 1 0 01 Oct 2024
High-dimensional regression with potential prior information on variable importance B. Stokell Rajen Dinesh Shah 28 0 0 23 Sep 2021
A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity Zeyu Wu Cheng-Long Wang Weidong Liu 33 3 0 07 Jul 2021
Picasso: A Sparse Learning Library for High Dimensional Data Analysis in R and Python J. Ge Xingguo Li Haoming Jiang Han Liu Tong Zhang Mengdi Wang T. Zhao 10 34 0 27 Jun 2020
De-biasing convex regularized estimators and interval estimation in linear models Pierre C. Bellec Cun-Hui Zhang 27 20 0 26 Dec 2019
Double-estimation-friendly inference for high-dimensional misspecified models Rajen Dinesh Shah Peter Buhlmann 20 10 0 24 Sep 2019
A Survey of Tuning Parameter Selection for High-dimensional Regression Y. Wu Lan Wang 43 35 0 10 Aug 2019
$Outlier-robust estimation of a sparse linear model using $\ell_1$-penalized Huber's $M$-estimator$ Outlier-robust estimation of a sparse linear model using $\ell_1$ -penalized Huber's $M$ -estimator A. Dalalyan Philip Thompson 23 67 0 12 Apr 2019
High-dimensional Varying Index Coefficient Models via Stein's Identity Sen Na Zhuoran Yang Zhaoran Wang Mladen Kolar 24 21 0 16 Oct 2018
Oracle Inequalities for High-dimensional Prediction Johannes Lederer Lu Yu Irina Gaynanova 31 24 0 01 Aug 2016
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk A. Belloni Mingli Chen Victor Chernozhukov 17 7 0 01 Jul 2016
On cross-validated Lasso in high dimensions Denis Chetverikov Z. Liao Victor Chernozhukov 27 80 0 07 May 2016
Learning Local Dependence In Ordered Data Guo Yu Jacob Bien 14 34 0 25 Apr 2016
Simultaneous Inference for High-dimensional Linear Models Xianyang Zhang Guang Cheng 13 133 0 03 Mar 2016
Goodness of fit tests for high-dimensional linear models Rajen Dinesh Shah Peter Buhlmann 22 46 0 10 Nov 2015
Honest confidence regions and optimality in high-dimensional precision matrix estimation Jana Janková Sara van de Geer 54 74 0 08 Jul 2015
Prediction error of cross-validated Lasso S. Chatterjee Jafar Jafarov 48 42 0 23 Feb 2015
The Benefit of Group Sparsity in Group Inference with De-biased Scaled Group Lasso Ritwik Mitra Cun-Hui Zhang 47 46 0 13 Dec 2014
Optimal Two-Step Prediction in Regression Didier Chételat Johannes Lederer Joseph Salmon 38 19 0 18 Oct 2014
Sure Screening for Gaussian Graphical Models S. Luo R. Song Daniela Witten 29 22 0 29 Jul 2014
Confidence intervals for high-dimensional inverse covariance estimation Jana Janková Sara van de Geer 66 185 0 26 Mar 2014
Asymptotically Normal and Efficient Estimation of Covariate-Adjusted Gaussian Graphical Model Mengjie Chen Zhao Ren Hongyu Zhao Harrison H. Zhou 22 59 0 23 Sep 2013