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On asymptotically optimal confidence regions and tests for high-dimensional models

3 March 2013

Papers citing "On asymptotically optimal confidence regions and tests for high-dimensional models"

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On lower bounds for the bias-variance trade-off A. Derumigny Johannes Schmidt-Hieber 133 9 0 30 May 2020
Additive stacking for disaggregate electricity demand forecasting Christian Capezza B. Palumbo Y. Goude S. Wood Matteo Fasiolo AI4TS 85 7 0 20 May 2020
Inference on the Change Point for High Dimensional Dynamic Graphical Models A. Kaul Hongjing Zhang K. Tsampourakis George Michailidis 88 2 0 19 May 2020
Doubly Debiased Lasso: High-Dimensional Inference under Hidden Confounding Zijian Guo Domagoj Cevid Peter Buhlmann CML 69 39 0 08 Apr 2020
Uncertainty Quantification for Demand Prediction in Contextual Dynamic Pricing Yining Wang Xi Chen Xiangyu Chang Dongdong Ge 102 15 0 16 Mar 2020
FuDGE: A Method to Estimate a Functional Differential Graph in a High-Dimensional Setting Boxin Zhao Y Samuel Wang Mladen Kolar 70 10 0 11 Mar 2020
Simultaneous Inference for Massive Data: Distributed Bootstrap Yang Yu Shih-Kang Chao Guang Cheng FedML 56 15 0 19 Feb 2020
Simultaneous prediction and community detection for networks with application to neuroimaging Jesús Arroyo Elizaveta Levina 62 5 0 05 Feb 2020
Adaptive Estimation and Statistical Inference for High-Dimensional Graph-Based Linear Models Duzhe Wang Po-Ling Loh 31 1 0 29 Jan 2020
The Asymptotic Distribution of the MLE in High-dimensional Logistic Models: Arbitrary Covariance Qian Zhao Pragya Sur Emmanuel J. Candès 89 36 0 25 Jan 2020
Localized Debiased Machine Learning: Efficient Inference on Quantile Treatment Effects and Beyond Nathan Kallus Xiaojie Mao Masatoshi Uehara 71 27 0 30 Dec 2019
Minimax Semiparametric Learning With Approximate Sparsity Jelena Bradic Victor Chernozhukov Whitney Newey Yinchu Zhu 91 23 0 27 Dec 2019
De-biasing convex regularized estimators and interval estimation in linear models Pierre C. Bellec Cun-Hui Zhang 128 20 0 26 Dec 2019
Meta-analysis of heterogeneous data: integrative sparse regression in high-dimensions Subha Maity Yuekai Sun Moulinath Banerjee 25 7 0 26 Dec 2019
Statistical significance in high-dimensional linear mixed models Lina Lin Mathias Drton Ali Shojaie 120 5 0 16 Dec 2019
High-Dimensional Granger Causality Tests with an Application to VIX and News Andrii Babii Eric Ghysels Jonas Striaukas 46 106 0 13 Dec 2019
High Dimensional M-Estimation with Missing Outcomes: A Semi-Parametric Framework Abhishek Chakrabortty Jiarui Lu T. Tony Cai Hongzhe Li 45 6 0 26 Nov 2019
Integrative Factor Regression and Its Inference for Multimodal Data Analysis Quefeng Li Lexin Li 82 27 0 11 Nov 2019
A Fourier Analytical Approach to Estimation of Smooth Functions in Gaussian Shift Model Fan Zhou P. Li 54 5 0 05 Nov 2019
Online Debiasing for Adaptively Collected High-dimensional Data with Applications to Time Series Analysis Y. Deshpande Adel Javanmard M. Mehrabi AI4TS 132 32 0 04 Nov 2019
Power analysis of knockoff filters for correlated designs Jingbo Liu Philippe Rigollet 185 16 0 28 Oct 2019
First order expansion of convex regularized estimators Pierre C. Bellec Arun K. Kuchibhotla 59 3 0 12 Oct 2019
Double-estimation-friendly inference for high-dimensional misspecified models Rajen Dinesh Shah Peter Buhlmann 59 10 0 24 Sep 2019
Sparse Group Lasso: Optimal Sample Complexity, Convergence Rate, and Statistical Inference T. Tony Cai Anru R. Zhang Yuchen Zhou 48 25 0 21 Sep 2019
Inference on the change point with the jump size near the boundary of the region of detectability in high dimensional time series models A. Kaul V. Jandhyala S. Fotopoulos 15 0 0 17 Sep 2019
Inference In High-dimensional Single-Index Models Under Symmetric Designs Hamid Eftekhari Moulinath Banerjee Yaácov Ritov 32 2 0 08 Sep 2019
Statistical Inferences of Linear Forms for Noisy Matrix Completion Dong Xia M. Yuan 97 42 0 31 Aug 2019
Optimal estimation of functionals of high-dimensional mean and covariance matrix Jianqing Fan Haolei Weng Yifeng Zhou 54 7 0 20 Aug 2019
On rank estimators in increasing dimensions Yanqin Fan Fang Han Wei Li Xiao‐Hua Zhou 55 17 0 14 Aug 2019
Goodness-of-fit testing in high-dimensional generalized linear models Jana Janková Rajen Dinesh Shah Peter Buhlmann R. Samworth 86 32 0 09 Aug 2019
Single Point Transductive Prediction Nilesh Tripuraneni Lester W. Mackey 57 6 0 06 Aug 2019
Method of Contraction-Expansion (MOCE) for Simultaneous Inference in Linear Models Fei Wang Ling Zhou Lu Tang P. Song 60 5 0 04 Aug 2019
Decorrelated Local Linear Estimator: Inference for Non-linear Effects in High-dimensional Additive Models Zijian Guo Wei Yuan Cun-Hui Zhang 47 2 0 30 Jul 2019
Estimating Treatment Effect under Additive Hazards Models with High-dimensional Covariates Jue Hou Jelena Bradic R. Xu CML 37 11 0 29 Jun 2019
Distributed High-dimensional Regression Under a Quantile Loss Function Xi Chen Weidong Liu Xiaojun Mao Zhuoyi Yang 72 72 0 13 Jun 2019
Enhancing Multi-model Inference with Natural Selection Ching-Wei Cheng Guang Cheng 38 1 0 06 Jun 2019
Inference robust to outliers with l1-norm penalization Jad Beyhum 21 1 0 04 Jun 2019
Sparsity Double Robust Inference of Average Treatment Effects Jelena Bradic Stefan Wager Yinchu Zhu CML 65 40 0 02 May 2019
Optimal Statistical Inference for Individualized Treatment Effects in High-dimensional Models Tianxi Cai Tony Cai Zijian Guo CML LM&MA 76 13 0 29 Apr 2019
High-dimensional variable selection via low-dimensional adaptive learning C. Staerk M. Kateri I. Ntzoufras 50 7 0 17 Apr 2019
Omitted variable bias of Lasso-based inference methods: A finite sample analysis Kaspar Wüthrich Ying Zhu 89 27 0 20 Mar 2019
Inference Without Compatibility Michael Law Yaácov Ritov 30 1 0 14 Mar 2019
De-Biasing The Lasso With Degrees-of-Freedom Adjustment Pierre C. Bellec Cun-Hui Zhang 71 28 0 24 Feb 2019
Honest confidence sets for high-dimensional regression by projection and shrinkage Kun Zhou Ker-Chau Li Qing Zhou 50 4 0 01 Feb 2019
Optimal Sparsity Testing in Linear regression Model Alexandra Carpentier Nicolas Verzélen 47 9 0 25 Jan 2019
Robust Estimation of Causal Effects via High-Dimensional Covariate Balancing Propensity Score Y. Ning Sida Peng Kosuke Imai 63 87 0 20 Dec 2018
A Unifying Framework of High-Dimensional Sparse Estimation with Difference-of-Convex (DC) Regularizations Shanshan Cao X. Huo J. Pang 38 5 0 18 Dec 2018
High Dimensional Linear GMM Mehmet Caner Anders Bredahl Kock 42 7 0 21 Nov 2018
Second order Stein: SURE for SURE and other applications in high-dimensional inference Pierre C. Bellec Cun-Hui Zhang 71 34 0 09 Nov 2018
Debiased Inference of Average Partial Effects in Single-Index Models David A. Hirshberg Stefan Wager CML 53 13 0 06 Nov 2018