On the post selection inference constant under restricted isometry properties (Q1627565): Difference between revisions

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+Spectral analysis of large dimensional random matrices
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+Inference on Treatment Effects after Selection among High-Dimensional Controls
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+Valid post-selection inference
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+Exact post-selection inference, with application to the Lasso
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+MODEL SELECTION AND INFERENCE: FACTS AND FICTION
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+PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS
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+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
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+Confidence sets based on sparse estimators are necessarily large
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+Uniform asymptotic inference and the bootstrap after model selection
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+On asymptotically optimal confidence regions and tests for high-dimensional models
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