Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models (Q5743269): Difference between revisions

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scientific article; zbMATH DE number 7052816

Language	Label	Description	Also known as
English	Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models	scientific article; zbMATH DE number 7052816

Statements

scholarly article

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Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models (English)

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Journal of the Royal Statistical Society Series B: Statistical Methodology

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publication date

9 May 2019

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full work available at URL

https://arxiv.org/abs/1110.2563

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zbMATH Keywords

confidence interval

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high dimension

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linear regression model

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\(p\)-value

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statistical inference

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Comments on: \(\ell_{1}\)-penalization for mixture regression models

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Square-root lasso: pivotal recovery of sparse signals via conic programming

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Regularized estimation of large covariance matrices

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Simultaneous analysis of Lasso and Dantzig selector

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Statistics for high-dimensional data. Methods, theory and applications.

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Decoding by Linear Programming

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The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).

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Atomic Decomposition by Basis Pursuit

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Sure Independence Screening for Ultrahigh Dimensional Feature Space

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A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)

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Nonconcave penalized likelihood with a diverging number of parameters.

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A Statistical View of Some Chemometrics Regression Tools

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On the conditions used to prove oracle results for the Lasso

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Best subset selection, persistence in high-dimensional statistical learning and optimization under \(l_1\) constraint

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Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization

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Smoothly Clipped Absolute Deviation on High Dimensions

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The Dantzig selector and sparsity oracle inequalities

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Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion

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Adaptive Confidence Intervals for the Test Error in Classification

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Can one estimate the conditional distribution of post-model-selection estimators?

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High-dimensional graphs and variable selection with the Lasso

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Stability Selection

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Lasso-type recovery of sparse representations for high-dimensional data

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Comments on: \(\ell _{1}\)-penalization for mixture regression models

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Scaled sparse linear regression

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Just relax: convex programming methods for identifying sparse signals in noise

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Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)

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Information-Theoretic Limits on Sparsity Recovery in the High-Dimensional and Noisy Setting

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Nearly unbiased variable selection under minimax concave penalty

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The sparsity and bias of the LASSO selection in high-dimensional linear regression

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A general theory of concave regularization for high-dimensional sparse estimation problems

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Some sharp performance bounds for least squares regression with \(L_1\) regularization

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Adaptive Forward-Backward Greedy Algorithm for Learning Sparse Representations

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The Adaptive Lasso and Its Oracle Properties

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One-step sparse estimates in nonconcave penalized likelihood models

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1111/RSSB.12026

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Sitelinks

Mathematics(1 entry)

mardi Publication:5743269

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