Statistical inference in sparse high-dimensional additive models (Q820814): Difference between revisions

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Language	Label	Description	Also known as
English	Statistical inference in sparse high-dimensional additive models	scientific article

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scholarly article

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Statistical inference in sparse high-dimensional additive models (English)

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Karl B. Gregory

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The Annals of Statistics

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publication date

28 September 2021

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full work available at URL

https://arxiv.org/abs/1603.07632

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zbMATH Keywords

additive models

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bias correction

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near-orthogonality

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nonparametric curve estimation

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Lasso

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MaRDI profile type

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Parsimonious additive models

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Model selection for regression on a random design

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On deep learning as a remedy for the curse of dimensionality in nonparametric regression

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Least squares after model selection in high-dimensional sparse models

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Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework

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Inference on Treatment Effects after Selection among High-Dimensional Controls

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Selection of variables and dimension reduction in high-dimensional non-parametric regression

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Simultaneous analysis of Lasso and Dantzig selector

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Double/debiased machine learning for treatment and structural parameters

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Inverses of Band Matrices and Local Convergence of Spline Projections

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Nonparametric regression with the scale depending on auxiliary variable

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Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models

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On pointwise adaptive curve estimation based on inhomogeneous data

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Rate optimal estimation with the integration method in the presence of many covariates

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Optimal estimation in additive regression models

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Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions

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Variable selection in nonparametric additive models

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Confidence Intervals and Hypothesis Testing for High-Dimensional Regression

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Sparse estimation in functional linear regression

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Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors

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Optimal pointwise adaptive methods in nonparametric estimation

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Component selection and smoothing in multivariate nonparametric regression

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Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.

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High-dimensional additive modeling

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The benefit of group sparsity in group inference with de-biased scaled group Lasso

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A general theory of hypothesis tests and confidence regions for sparse high dimensional models

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Minimax-optimal rates for sparse additive models over kernel classes via convex programming

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Sparse Additive Models

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Additive regression and other nonparametric models

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Asymptotic Confidence Regions for High-Dimensional Structured Sparsity

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Fast learning rate of multiple kernel learning: trade-off between sparsity and smoothness

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On asymptotically optimal confidence regions and tests for high-dimensional models

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χ 2-Confidence Sets in High-Dimensional Regression

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Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models

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Local asymptotics for regression splines and confidence regions

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Identifiers

zbMATH Open document ID

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10.1214/20-AOS2011

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:820814

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