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

From MaRDI portal
Revision as of 06:51, 30 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:532983

DOI10.1007/978-3-642-20192-9zbMath1273.62015OpenAlexW4247571494WikidataQ57256043 ScholiaQ57256043MaRDI QIDQ532983

Sara van de Geer

Publication date: 2 May 2011

Published in: Springer Series in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-20192-9




Related Items (only showing first 100 items - show all)

Greedy algorithms for predictionAn introduction to recent advances in high/infinite dimensional statisticsDirect shrinkage estimation of large dimensional precision matrixWorst possible sub-directions in high-dimensional modelsOptimal sampling designs for nonparametric estimation of spatial averages of random fieldsRobust methods for inferring sparse network structuresOn cross-validated Lasso in high dimensionsInterquantile shrinkage and variable selection in quantile regressionSignificance testing in non-sparse high-dimensional linear modelsOn the prediction loss of the Lasso in the partially labeled settingD-learning to estimate optimal individual treatment rulesThe main contributions of robust statistics to statistical science and a new challengeLocal linear smoothing for sparse high dimensional varying coefficient modelsForward variable selection for sparse ultra-high-dimensional generalized varying coefficient modelsNotes on the dimension dependence in high-dimensional central limit theorems for hyperrectanglesRegularity properties for sparse regressionLocal independence feature screening for nonparametric and semiparametric models by marginal empirical likelihoodBest subset selection via a modern optimization lensHigh dimensional regression for regenerative time-series: an application to road traffic modelingVariable selection in multivariate linear models for functional data via sparse regularizationCensored linear model in high dimensions. Penalised linear regression on high-dimensional data with left-censored response variableModel selection for factorial Gaussian graphical models with an application to dynamic regulatory networksThe use of vector bootstrapping to improve variable selection precision in Lasso modelsThe benefit of group sparsity in group inference with de-biased scaled group LassoGeometric inference for general high-dimensional linear inverse problemsSolution of linear ill-posed problems using overcomplete dictionariesOracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data modelsEconometric estimation with high-dimensional moment equalitiesA rank-corrected procedure for matrix completion with fixed basis coefficientsFusion of hard and soft information in nonparametric density estimationPBoostGA: pseudo-boosting genetic algorithm for variable ranking and selectionSub-optimality of some continuous shrinkage priors\(\ell_{0}\)-penalized maximum likelihood for sparse directed acyclic graphsStatistical significance in high-dimensional linear modelsThe geometry of least squares in the 21st centuryThe Bernstein-Orlicz norm and deviation inequalitiesMarginal empirical likelihood and sure independence feature screeningBayesian regression based on principal components for high-dimensional dataNon-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularizationCorrelated variables in regression: clustering and sparse estimationDiscussion of ``Correlated variables in regression: clustering and sparse estimationBayesian linear regression with sparse priorsFunctional additive regressionA new test of independence for high-dimensional dataAlignment based kernel learning with a continuous set of base kernelsModel selection and structure specification in ultra-high dimensional generalised semi-varying coefficient modelsLasso-type estimators for semiparametric nonlinear mixed-effects models estimation\(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errorsPrediction consistency of forward iterated regression and selection techniqueOn the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrixSelection of tuning parameters in bridge regression models via Bayesian information criterionNew concentration inequalities for suprema of empirical processesDoes modeling lead to more accurate classification? A study of relative efficiency in linear classificationA new perspective on least squares under convex constraintCAM: causal additive models, high-dimensional order search and penalized regression\(L_1\)-penalization in functional linear regression with subgaussian designOn higher order isotropy conditions and lower bounds for sparse quadratic formsNormalized and standard Dantzig estimators: two approachesHigh-dimensional inference in misspecified linear modelsOperator-valued kernel-based vector autoregressive models for network inferenceOn the residual empirical process based on the ALASSO in high dimensions and its functional oracle propertyOracle inequalities for high dimensional vector autoregressionsA flexible semiparametric forecasting model for time seriesWeighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error modelsRobust inference on average treatment effects with possibly more covariates than observationsToward a unified theory of sparse dimensionality reduction in Euclidean spaceSmooth predictive model fitting in regressionConsistent learning by composite proximal thresholdingInterpreting latent variables in factor models via convex optimizationAdditive model selectionRobust matrix completionFinding a low-rank basis in a matrix subspaceSparse recovery under weak moment assumptionsSparse clustering of functional dataCovariate Selection in High-Dimensional Generalized Linear Models With Measurement ErrorSparse classification with paired covariatesModel-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional dataOn asymptotically optimal confidence regions and tests for high-dimensional modelsLasso Inference for High-Dimensional Time SeriesVariable selection in discrete survival models including heterogeneitySelection by partitioning the solution pathsGelfand numbers related to structured sparsity and Besov space embeddings with small mixed smoothnessDouble Machine Learning for Partially Linear Mixed-Effects Models with Repeated MeasurementsRegularizing Double Machine Learning in Partially Linear Endogenous ModelsConfidence intervals for high-dimensional inverse covariance estimationThe Hardness of Conditional Independence Testing and the Generalised Covariance MeasureGeometric median and robust estimation in Banach spacesEstimation of high-dimensional graphical models using regularized score matchingAn Automated Approach Towards Sparse Single-Equation Cointegration ModellingA Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical ModelsMain effects and interactions in mixed and incomplete data framesHonest confidence regions and optimality in high-dimensional precision matrix estimationJoint variable and rank selection for parsimonious estimation of high-dimensional matricesEntropy and sampling numbers of classes of ridge functionsSample size determination for training cancer classifiers from microarray and RNA-seq dataSparse hierarchical regression with polynomialsModel selection in linear mixed modelsOrthogonal one step greedy procedure for heteroscedastic linear modelsA focused information criterion for graphical models in fMRI connectivity with high-dimensional dataEstimation of a delta-contaminated density of a random intensity of Poisson data




This page was built for publication: Statistics for high-dimensional data. Methods, theory and applications.