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Small Tuning Parameter Selection for the Debiased Lasso

Small Tuning Parameter Selection for the Debiased Lasso

18 August 2022
Akira Shinkyu
N. Sueishi
ArXivPDFHTML

Papers citing "Small Tuning Parameter Selection for the Debiased Lasso"

16 / 16 papers shown
Title
De-Biasing The Lasso With Degrees-of-Freedom Adjustment
De-Biasing The Lasso With Degrees-of-Freedom Adjustment
Pierre C. Bellec
Cun-Hui Zhang
22
28
0
24 Feb 2019
On cross-validated Lasso in high dimensions
On cross-validated Lasso in high dimensions
Denis Chetverikov
Z. Liao
Victor Chernozhukov
67
80
0
07 May 2016
Semi-parametric efficiency bounds for high-dimensional models
Semi-parametric efficiency bounds for high-dimensional models
Jana Janková
Sara van de Geer
57
42
0
05 Jan 2016
Analysis of Testing-Based Forward Model Selection
Analysis of Testing-Based Forward Model Selection
Damian Kozbur
51
9
0
08 Dec 2015
De-biasing the Lasso: Optimal Sample Size for Gaussian Designs
De-biasing the Lasso: Optimal Sample Size for Gaussian Designs
Adel Javanmard
Andrea Montanari
112
196
0
11 Aug 2015
Uniform Asymptotic Inference and the Bootstrap After Model Selection
Uniform Asymptotic Inference and the Bootstrap After Model Selection
Robert Tibshirani
Alessandro Rinaldo
Robert Tibshirani
Larry A. Wasserman
161
104
0
20 Jun 2015
Confidence Intervals for High-Dimensional Linear Regression: Minimax
  Rates and Adaptivity
Confidence Intervals for High-Dimensional Linear Regression: Minimax Rates and Adaptivity
T. Tony Cai
Zijian Guo
184
185
0
18 Jun 2015
Exact post-selection inference, with application to the lasso
Exact post-selection inference, with application to the lasso
Jason D. Lee
Dennis L. Sun
Yuekai Sun
Jonathan E. Taylor
215
732
0
25 Nov 2013
Asymptotic normality and optimalities in estimation of large Gaussian
  graphical models
Asymptotic normality and optimalities in estimation of large Gaussian graphical models
Zhao Ren
Tingni Sun
Cun-Hui Zhang
Harrison H. Zhou
143
246
0
24 Sep 2013
Confidence Intervals and Hypothesis Testing for High-Dimensional
  Regression
Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
Adel Javanmard
Andrea Montanari
227
767
0
13 Jun 2013
Valid post-selection inference
Valid post-selection inference
R. Berk
L. Brown
A. Buja
Kai Zhang
Linda H. Zhao
240
585
0
05 Jun 2013
Supplementary Appendix for "Inference on Treatment Effects After
  Selection Amongst High-Dimensional Controls"
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls"
A. Belloni
Victor Chernozhukov
Christian B. Hansen
263
1,402
0
27 May 2013
On asymptotically optimal confidence regions and tests for
  high-dimensional models
On asymptotically optimal confidence regions and tests for high-dimensional models
Sara van de Geer
Peter Buhlmann
Yaácov Ritov
Ruben Dezeure
199
1,130
0
03 Mar 2013
The Lasso Problem and Uniqueness
The Lasso Problem and Uniqueness
Robert Tibshirani
199
552
0
01 Jun 2012
Scaled Sparse Linear Regression
Scaled Sparse Linear Regression
Tingni Sun
Cun-Hui Zhang
180
507
0
24 Apr 2011
Simultaneous analysis of Lasso and Dantzig selector
Simultaneous analysis of Lasso and Dantzig selector
Peter J. Bickel
Yaácov Ritov
Alexandre B. Tsybakov
530
2,530
0
07 Jan 2008
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