In Defense of the Indefensible: A Very Naive Approach to
High-Dimensional Inference

v1v2v3 (latest)

In Defense of the Indefensible: A Very Naive Approach to High-Dimensional Inference

16 May 2017

ArXiv (abs)PDF HTML

Papers citing "In Defense of the Indefensible: A Very Naive Approach to High-Dimensional Inference"

15 / 15 papers shown

Title
Machine learning the first stage in 2SLS: Practical guidance from bias decomposition and simulation Connor Lennon Edward Rubin Glen Waddell 53 0 0 19 May 2025
Predictive Performance Test based on the Exhaustive Nested Cross-Validation for High-dimensional data I. I. Gauran H. Ombao Zhaoxia Yu 27 0 0 06 Aug 2024
Adaptive debiased machine learning using data-driven model selection techniques L. Laan M. Carone Alexander Luedtke Mark van der Laan 74 9 0 24 Jul 2023
Semi-Parametric Inference for Doubly Stochastic Spatial Point Processes: An Approximate Penalized Poisson Likelihood Approach Si Cheng J. Wakefield Ali Shojaie 40 0 0 11 Jun 2023
FAStEN: an efficient adaptive method for feature selection and estimation in high-dimensional functional regressions Tobia Boschi Lorenzo Testa Francesca Chiaromonte M. Reimherr 47 6 0 26 Mar 2023
Testing for the Important Components of Posterior Predictive Variance Dean Dustin B. Clarke 12 2 0 01 Sep 2022
Rotation to Sparse Loadings using $L^p$ Losses and Related Inference Problems Xinyi Liu Gabriel Wallin Yunxiao Chen I. Moustaki 40 3 0 05 Jun 2022
Subset selection for linear mixed models Daniel R. Kowal 72 3 0 27 Jul 2021
Inference in High-dimensional Linear Regression Heather S. Battey Nancy Reid 49 5 0 22 Jun 2021
Bayesian subset selection and variable importance for interpretable prediction and classification Daniel R. Kowal 103 10 0 20 Apr 2021
Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model Liao Zhu R. Jarrow M. Wells 36 14 0 09 Nov 2020
Survival Modeling of Suicide Risk with Rare and Uncertain Diagnoses Wenjie Wang Chongliang Luo R. Aseltine Fei Wang Jun Yan Kun Chen CML 29 0 0 05 Sep 2020
An Efficient Semi-smooth Newton Augmented Lagrangian Method for Elastic Net Tobia Boschi M. Reimherr Francesca Chiaromonte 35 3 0 06 Jun 2020
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
Debiasing the Debiased Lasso with Bootstrap Sai Li 72 14 0 09 Nov 2017