IPAD: Stable Interpretable Forecasting with Knockoffs Inference

IPAD: Stable Interpretable Forecasting with Knockoffs Inference

6 September 2018

Mahrad Sharifvaghefi

Yoshimasa Uematsu

Papers citing "IPAD: Stable Interpretable Forecasting with Knockoffs Inference"

13 / 13 papers shown

Title
High-Dimensional Econometrics and Regularized GMM A. Belloni Victor Chernozhukov Denis Chetverikov Christian B. Hansen Kengo Kato 56 67 0 05 Jun 2018
De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers Victor Chernozhukov Whitney Newey Rahul Singh 59 92 0 23 Feb 2018
RANK: Large-Scale Inference with Graphical Nonlinear Knockoffs Yingying Fan Emre Demirkaya Gaorong Li Jinchi Lv 72 71 0 31 Aug 2017
Asymptotic Confidence Regions for High-dimensional Structured Sparsity Benjamin Stucky Sara van de Geer 46 12 0 28 Jun 2017
Kernel Approximation Methods for Speech Recognition Avner May A. Garakani Zhiyun Lu Dong Guo Kuan Liu ... Michael Collins Daniel J. Hsu Brian Kingsbury M. Picheny Fei Sha 63 46 0 13 Jan 2017
Asymptotic equivalence of regularization methods in thresholded parameter space Yingying Fan Jinchi Lv 143 54 0 11 May 2016
Confidence Intervals for Causal Effects with Invalid Instruments using Two-Stage Hard Thresholding with Voting Zijian Guo Hyunseung Kang T. Tony Cai Dylan S. Small 102 118 0 16 Mar 2016
Simultaneous Inference for High-dimensional Linear Models Xianyang Zhang Guang Cheng 50 134 0 03 Mar 2016
A knockoff filter for high-dimensional selective inference Rina Foygel Barber Emmanuel J. Candes 66 178 0 10 Feb 2016
Goodness of fit tests for high-dimensional linear models Rajen Dinesh Shah Peter Buhlmann 60 46 0 10 Nov 2015
Controlling the false discovery rate via knockoffs Rina Foygel Barber Emmanuel J. Candès 216 749 0 22 Apr 2014
Impacts of high dimensionality in finite samples Jinchi Lv 71 20 0 12 Nov 2013
A Unified Framework for High-Dimensional Analysis of M-Estimators with Decomposable Regularizers S. Negahban Pradeep Ravikumar Martin J. Wainwright Bin Yu 467 1,378 0 13 Oct 2010