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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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Title
Scale calibration for high-dimensional robust regression Yu Li 60 27 0 06 Nov 2018
The distribution of the Lasso: Uniform control over sparse balls and adaptive parameter tuning Léo Miolane Andrea Montanari 114 95 0 03 Nov 2018
High Dimensional Robust Inference for Cox Regression Models S. Kong Zhuqing Yu Xianyang Zhang Guang Cheng 48 9 0 01 Nov 2018
Finite sample performance of linear least squares estimation Michael Krikheli Amir Leshem 33 9 0 12 Oct 2018
On the Properties of Simulation-based Estimators in High Dimensions S. Guerrier Mucyo Karemera Samuel Orso Maria-Pia Victoria-Feser 33 2 0 10 Oct 2018
Efficient Estimation of Smooth Functionals in Gaussian Shift Models V. Koltchinskii M. Zhilova 71 14 0 05 Oct 2018
Moderate-Dimensional Inferences on Quadratic Functionals in Ordinary Least Squares Xiao Guo Guang Cheng 41 5 0 02 Oct 2018
Inference for Individual Mediation Effects and Interventional Effects in Sparse High-Dimensional Causal Graphical Models Abhishek Chakrabortty Preetam Nandy Hongzhe Li CML 25 19 0 27 Sep 2018
Deep Neural Networks for Estimation and Inference M. Farrell Tengyuan Liang S. Misra BDL 186 256 0 26 Sep 2018
Automatic Debiased Machine Learning of Causal and Structural Effects Victor Chernozhukov Whitney Newey Rahul Singh CML AI4CE 84 107 0 14 Sep 2018
Prediction out-of-sample using block shrinkage estimators: model selection and predictive inference Hannes Leeb Nina Senitschnig 46 1 0 12 Sep 2018
Statistical inference and feasibility determination: a nonasymptotic approach Ying Zhu 17 0 0 17 Aug 2018
Logistic regression and Ising networks: prediction and estimation when violating lasso assumptions L. Waldorp M. Marsman G. Maris 41 9 0 28 Jul 2018
Prediction regions through Inverse Regression Emilie Devijver Émeline Perthame 53 8 0 09 Jul 2018
Compressed Sensing Beyond the IID and Static Domains: Theory, Algorithms and Applications A. Kazemipour 55 3 0 28 Jun 2018
Semi-supervised Inference for Explained Variance in High-dimensional Linear Regression and Its Applications T. Tony Cai Zijian Guo 100 64 0 16 Jun 2018
High-Dimensional Inference for Cluster-Based Graphical Models Carson Eisenach F. Bunea Y. Ning Claudiu Dinicu 39 8 0 13 Jun 2018
Regularized Orthogonal Machine Learning for Nonlinear Semiparametric Models Denis Nekipelov Vira Semenova Vasilis Syrgkanis 113 20 0 13 Jun 2018
High-Dimensional Econometrics and Regularized GMM A. Belloni Victor Chernozhukov Denis Chetverikov Christian B. Hansen Kengo Kato 105 67 0 05 Jun 2018
Approximate Newton-based statistical inference using only stochastic gradients Tianyang Li Anastasios Kyrillidis Liu Liu Constantine Caramanis 65 6 0 23 May 2018
Global and Simultaneous Hypothesis Testing for High-Dimensional Logistic Regression Models Rong Ma T. Tony Cai Hongzhe Li 71 67 0 17 May 2018
Simultaneous Parameter Learning and Bi-Clustering for Multi-Response Models Ming Yu Karthikeyan N. Ramamurthy Addie M. Thompson A. Lozano 54 2 0 29 Apr 2018
High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model Liao Zhu Sumanta Basu R. Jarrow M. Wells 62 24 0 23 Apr 2018
On the Post Selection Inference constant under Restricted Isometry Properties François Bachoc Gilles Blanchard P. Neuvial 55 18 0 20 Apr 2018
Variable Selection via Adaptive False Negative Control in Linear Regression X. J. Jeng Xiongzhi Chen 58 9 0 20 Apr 2018
A modern maximum-likelihood theory for high-dimensional logistic regression Pragya Sur Emmanuel J. Candes 96 288 0 19 Mar 2018
False Discovery Rate Control via Debiased Lasso Adel Javanmard Hamid Javadi 82 56 0 12 Mar 2018
Joint Estimation and Inference for Data Integration Problems based on Multiple Multi-layered Gaussian Graphical Models S. Majumdar George Michailidis 74 4 0 09 Mar 2018
Confidence intervals for high-dimensional Cox models Yi Yu Jelena Bradic R. Samworth 64 30 0 03 Mar 2018
Testability of high-dimensional linear models with non-sparse structures Jelena Bradic Jianqing Fan Yinchu Zhu 55 16 0 26 Feb 2018
De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers Victor Chernozhukov Whitney Newey Rahul Singh 110 93 0 23 Feb 2018
De-biased sparse PCA: Inference and testing for eigenstructure of large covariance matrices Jana Janková Sara van de Geer 83 18 0 31 Jan 2018
Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data Z. Tan 71 88 0 30 Jan 2018
Inference in high-dimensional graphical models Jana Janková Sara van de Geer 58 65 0 25 Jan 2018
Nearly optimal Bayesian Shrinkage for High Dimensional Regression Qifan Song F. Liang 67 79 0 24 Dec 2017
Transformation Models in High-Dimensions Jan Rabenseifner Jannis Kueck Martin Spindler 10 6 0 20 Dec 2017
Accurate Inference for Adaptive Linear Models Y. Deshpande Lester W. Mackey Vasilis Syrgkanis Matt Taddy OffRL 134 62 0 18 Dec 2017
Elastic-net Regularized High-dimensional Negative Binomial Regression: Consistency and Weak Signals Detection Huiming Zhang Jinzhu Jia 93 32 0 09 Dec 2017
Estimating the error variance in a high-dimensional linear model Guo Yu Jacob Bien 72 39 0 06 Dec 2017
Robust machine learning by median-of-means : theory and practice Guillaume Lecué M. Lerasle OOD 193 156 0 28 Nov 2017
Debiasing the Debiased Lasso with Bootstrap Sai Li 72 14 0 09 Nov 2017
Orthogonal Machine Learning: Power and Limitations Lester W. Mackey Vasilis Syrgkanis Ilias Zadik 204 42 0 01 Nov 2017
Stochastic Zeroth-order Optimization in High Dimensions Yining Wang S. Du Sivaraman Balakrishnan Aarti Singh 95 108 0 29 Oct 2017
Asymptotically Efficient Estimation of Smooth Functionals of Covariance Operators V. Koltchinskii 93 30 0 25 Oct 2017
Nonsparse learning with latent variables Zemin Zheng Jinchi Lv Wei Lin CML 34 1 0 07 Oct 2017
Inter-Subject Analysis: Inferring Sparse Interactions with Dense Intra-Graphs Cong Ma Junwei Lu Han Liu 101 8 0 20 Sep 2017
On the efficiency of the de-biased Lasso Sara van de Geer 75 6 0 26 Aug 2017
Efficient Estimation of Linear Functionals of Principal Components V. Koltchinskii Matthias Loffler Richard Nickl 80 33 0 25 Aug 2017
Inference for high-dimensional instrumental variables regression David Gold Johannes Lederer Jing Tao 97 36 0 18 Aug 2017
Fixed effects testing in high-dimensional linear mixed models Jelena Bradic G. Claeskens Thomas Gueuning 44 17 0 14 Aug 2017