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Honest confidence sets for high-dimensional regression by projection and shrinkage

1 February 2019

Papers citing "Honest confidence sets for high-dimensional regression by projection and shrinkage"

24 / 24 papers shown

Title
Semi-supervised Inference for Explained Variance in High-dimensional Linear Regression and Its Applications T. Tony Cai Zijian Guo 61 62 0 16 Jun 2018
Testability of high-dimensional linear models with non-sparse structures Jelena Bradic Jianqing Fan Yinchu Zhu 39 16 0 26 Feb 2018
Debiasing the Debiased Lasso with Bootstrap Sai Li 58 14 0 09 Nov 2017
Estimator Augmentation with Applications in High-Dimensional Group Inference Qing Zhou Seunghyun Min 46 3 0 27 Oct 2016
Distribution-Free Predictive Inference For Regression Jing Lei M. G'Sell Alessandro Rinaldo Robert Tibshirani Larry A. Wasserman 404 5 0 14 Apr 2016
Simultaneous Inference for High-dimensional Linear Models Xianyang Zhang Guang Cheng 55 134 0 03 Mar 2016
Uniformly Valid Confidence Sets Based on the Lasso K. Ewald U. Schneider 65 12 0 19 Jul 2015
Confidence Intervals for High-Dimensional Linear Regression: Minimax Rates and Adaptivity T. Tony Cai Zijian Guo 193 185 0 18 Jun 2015
Implementable confidence sets in high dimensional regression Alexandra Carpentier 73 4 0 19 Jan 2015
Monte Carlo Simulation for Lasso-Type Problems by Estimator Augmentation Qing Zhou 93 16 0 17 Jan 2014
Confidence Sets Based on Thresholding Estimators in High-Dimensional Gaussian Regression Models U. Schneider 67 10 0 14 Aug 2013
Confidence Intervals and Hypothesis Testing for High-Dimensional Regression Adel Javanmard Andrea Montanari 249 768 0 13 Jun 2013
On asymptotically optimal confidence regions and tests for high-dimensional models Sara van de Geer Peter Buhlmann Yaácov Ritov Ruben Dezeure 210 1,131 0 03 Mar 2013
Confidence sets in sparse regression Richard Nickl Sara van de Geer 107 111 0 07 Sep 2012
A Selective Review of Group Selection in High-Dimensional Models Jian Huang P. Breheny Shuangge Ma 205 381 0 29 Apr 2012
Sparse Matrix Inversion with Scaled Lasso Tingni Sun Cun-Hui Zhang 147 170 0 13 Feb 2012
Adaptive confidence sets in L^2 Adam D. Bull Richard Nickl 103 48 0 23 Nov 2011
Scaled Sparse Linear Regression Tingni Sun Cun-Hui Zhang 188 508 0 24 Apr 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
Minimax risks for sparse regressions: Ultra-high-dimensional phenomenons Nicolas Verzélen 284 153 0 03 Aug 2010
Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism E. Arias-Castro Emmanuel J. Candès Y. Plan 98 211 0 08 Jul 2010
Nearly unbiased variable selection under minimax concave penalty Cun-Hui Zhang 339 3,567 0 25 Feb 2010
The sparsity and bias of the Lasso selection in high-dimensional linear regression Cun-Hui Zhang Jian Huang 472 869 0 07 Aug 2008
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 535 2,531 0 07 Jan 2008