Confidence sets in sparse regression

7 September 2012

Papers citing "Confidence sets in sparse regression"

31 / 31 papers shown

Title
Transfer Learning for Contextual Multi-armed Bandits Changxiao Cai T. Tony Cai Hongzhe Li 47 16 0 22 Nov 2022
Simultaneous Inference in Non-Sparse High-Dimensional Linear Models Yanmei Shi Zhiruo Li Q. Zhang 27 0 0 17 Oct 2022
Finite- and Large- Sample Inference for Model and Coefficients in High-dimensional Linear Regression with Repro Samples P. Wang Min-ge Xie Linjun Zhang 45 5 0 19 Sep 2022
Are Latent Factor Regression and Sparse Regression Adequate? Jianqing Fan Zhipeng Lou Mengxin Yu CML 54 23 0 02 Mar 2022
Sharp multiple testing boundary for sparse sequences Kweku Abraham I. Castillo Étienne Roquain 33 6 0 28 Sep 2021
High dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints Q. Han B. Sen Yandi Shen 35 3 0 07 Oct 2020
Sparse Confidence Sets for Normal Mean Models Y. Ning Guang Cheng 34 2 0 17 Aug 2020
Optimal Statistical Inference for Individualized Treatment Effects in High-dimensional Models Tianxi Cai Tony Cai Zijian Guo CML LM&MA 26 13 0 29 Apr 2019
Semi-supervised Inference for Explained Variance in High-dimensional Linear Regression and Its Applications T. Tony Cai Zijian Guo 26 59 0 16 Jun 2018
High-Dimensional Econometrics and Regularized GMM A. Belloni Victor Chernozhukov Denis Chetverikov Christian B. Hansen Kengo Kato 33 67 0 05 Jun 2018
Hypothesis Testing For Densities and High-Dimensional Multinomials: Sharp Local Minimax Rates Sivaraman Balakrishnan Larry A. Wasserman 21 50 0 30 Jun 2017
Convergence rates of least squares regression estimators with heavy-tailed errors Q. Han J. Wellner 21 45 0 07 Jun 2017
A Flexible Framework for Hypothesis Testing in High-dimensions Adel Javanmard Jason D. Lee 39 29 0 26 Apr 2017
Adaptive estimation of the sparsity in the Gaussian vector model Alexandra Carpentier Nicolas Verzélen 26 29 0 01 Mar 2017
Linear Hypothesis Testing in Dense High-Dimensional Linear Models Yinchu Zhu Jelena Bradic 38 84 0 10 Oct 2016
Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors Judith Rousseau Botond Szabó 33 22 0 16 Sep 2016
Adaptive confidence sets for matrix completion Alexandra Carpentier Olga Klopp Matthias Loffler Richard Nickl 35 27 0 17 Aug 2016
Uncertainty quantification for the horseshoe S. V. D. Pas Botond Szabó A. van der Vaart 38 73 0 07 Jul 2016
Needles and straw in a haystack: robust confidence for possibly sparse sequences E. Belitser N. Nurushev 32 25 0 05 Nov 2015
A Unified Theory of Confidence Regions and Testing for High Dimensional Estimating Equations Matey Neykov Y. Ning Jun S. Liu Han Liu 37 77 0 30 Oct 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
Confidence Intervals for High-Dimensional Linear Regression: Minimax Rates and Adaptivity T. Tony Cai Zijian Guo 43 184 0 18 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
Implementable confidence sets in high dimensional regression Alexandra Carpentier 37 4 0 19 Jan 2015
High Dimensional Expectation-Maximization Algorithm: Statistical Optimization and Asymptotic Normality Zhaoran Wang Quanquan Gu Y. Ning Han Liu 43 53 0 30 Dec 2014
A General Framework for Robust Testing and Confidence Regions in High-Dimensional Quantile Regression Tianqi Zhao Mladen Kolar Han Liu 39 43 0 30 Dec 2014
Confidence intervals for high-dimensional inverse covariance estimation Jana Janková Sara van de Geer 78 185 0 26 Mar 2014
On the uniform convergence of empirical norms and inner products, with application to causal inference Sara van de Geer 45 37 0 21 Oct 2013
Testing the regularity of a smooth signal Alexandra Carpentier 40 14 0 09 Apr 2013
On asymptotically optimal confidence regions and tests for high-dimensional models Sara van de Geer Peter Buhlmann Yaácov Ritov Ruben Dezeure 48 1,125 0 03 Mar 2013
Confidence Sets Based on Sparse Estimators Are Necessarily Large B. M. Potscher 106 41 0 07 Nov 2007