Valid Post-selection Inference in Assumption-lean Linear Regression

11 June 2018

Papers citing "Valid Post-selection Inference in Assumption-lean Linear Regression"

20 / 20 papers shown

Title
Statistical Inference for Linear Functionals of Online SGD in High-dimensional Linear Regression Bhavya Agrawalla Krishnakumar Balasubramanian Promit Ghosal 60 2 0 20 Feb 2023
On the Post Selection Inference constant under Restricted Isometry Properties François Bachoc Gilles Blanchard P. Neuvial 43 18 0 20 Apr 2018
Moving Beyond Sub-Gaussianity in High-Dimensional Statistics: Applications in Covariance Estimation and Linear Regression Arun K. Kuchibhotla Abhishek Chakrabortty 64 107 0 08 Apr 2018
On the length of post-model-selection confidence intervals conditional on polyhedral constraints D. Kivaranovic Hannes Leeb 34 17 0 05 Mar 2018
Bootstrapping and Sample Splitting For High-Dimensional, Assumption-Free Inference Alessandro Rinaldo Larry A. Wasserman M. G'Sell Jing Lei 58 94 0 16 Nov 2016
Uniformly valid confidence intervals post-model-selection François Bachoc David Preinerstorfer Lukas Steinberger 78 49 0 03 Nov 2016
MAGIC: a general, powerful and tractable method for selective inference Xiaoying Tian Nan Bi Jonathan E. Taylor 103 22 0 09 Jul 2016
Uniform Asymptotic Inference and the Bootstrap After Model Selection Robert Tibshirani Alessandro Rinaldo Robert Tibshirani Larry A. Wasserman 166 105 0 20 Jun 2015
Central Limit Theorems and Bootstrap in High Dimensions Victor Chernozhukov Denis Chetverikov Kengo Kato 76 313 0 11 Dec 2014
Linear and Conic Programming Estimators in High-Dimensional Errors-in-variables Models A. Belloni M. Rosenbaum Alexandre B. Tsybakov 63 70 0 01 Aug 2014
On higher order isotropy conditions and lower bounds for sparse quadratic forms Sara van de Geer Alan Muro 139 29 0 23 May 2014
Covariance and precision matrix estimation for high-dimensional time series Xiaohui Chen Mengyu Xu Wei Biao Wu AI4TS 112 147 0 06 Jan 2014
Exact post-selection inference, with application to the lasso Jason D. Lee Dennis L. Sun Yuekai Sun Jonathan E. Taylor 215 733 0 25 Nov 2013
Valid post-selection inference R. Berk L. Brown A. Buja Kai Zhang Linda H. Zhao 263 586 0 05 Jun 2013
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors Victor Chernozhukov Denis Chetverikov Kengo Kato 164 507 0 31 Dec 2012
High-dimensional regression with noisy and missing data: Provable guarantees with nonconvexity Po-Ling Loh Martin J. Wainwright 117 562 0 16 Sep 2011
A Unified Framework for High-Dimensional Analysis of M-Estimators with Decomposable Regularizers S. Negahban Pradeep Ravikumar Martin J. Wainwright Bin Yu 474 1,379 0 13 Oct 2010
Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming A. Belloni Victor Chernozhukov Lie Wang 175 674 0 28 Sep 2010
Sparse recovery under matrix uncertainty M. Rosenbaum Alexandre B. Tsybakov 138 167 0 15 Dec 2008
$High-dimensional covariance estimation by minimizing $\ell_1$-penalized log-determinant divergence$ High-dimensional covariance estimation by minimizing $\ell_1$ -penalized log-determinant divergence Pradeep Ravikumar Martin J. Wainwright Garvesh Raskutti Bin Yu 247 872 0 21 Nov 2008