Pages that link to "Item:Q1991670"

The following pages link to Debiasing the Lasso: optimal sample size for Gaussian designs (Q1991670):

Displaying 46 items.

• Significance testing in non-sparse high-dimensional linear models (Q1616315) (← links)
• Adaptive estimation of high-dimensional signal-to-noise ratios (Q1750099) (← links)
• Optimal sparsity testing in linear regression model (Q2040034) (← links)
• Inference without compatibility: using exponential weighting for inference on a parameter of a linear model (Q2040072) (← links)
• The de-biased group Lasso estimation for varying coefficient models (Q2046473) (← links)
• Second-order Stein: SURE for SURE and other applications in high-dimensional inference (Q2054467) (← links)
• Control variate selection for Monte Carlo integration (Q2058787) (← links)
• Scale calibration for high-dimensional robust regression (Q2074316) (← links)
• Spatially relaxed inference on high-dimensional linear models (Q2080369) (← links)
• Ensemble Kalman inversion for sparse learning of dynamical systems from time-averaged data (Q2083640) (← links)
• An \({\ell_p}\) theory of PCA and spectral clustering (Q2091846) (← links)
• Information criteria bias correction for group selection (Q2093122) (← links)
• Asymptotic normality of robust \(M\)-estimators with convex penalty (Q2106774) (← links)
• An optimal statistical and computational framework for generalized tensor estimation (Q2119217) (← links)
• Testability of high-dimensional linear models with nonsparse structures (Q2131247) (← links)
• Semi-supervised empirical risk minimization: using unlabeled data to improve prediction (Q2136649) (← links)
• De-biasing the Lasso with degrees-of-freedom adjustment (Q2136990) (← links)
• Ridge regression revisited: debiasing, thresholding and bootstrap (Q2148980) (← links)
• Implicit regularization in nonconvex statistical estimation: gradient descent converges linearly for phase retrieval, matrix completion, and blind deconvolution (Q2189396) (← links)
• Debiasing the debiased Lasso with bootstrap (Q2192302) (← links)
• Detangling robustness in high dimensions: composite versus model-averaged estimation (Q2192312) (← links)
• Variable selection in the Box-Cox power transformation model (Q2242871) (← links)
• The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square (Q2273603) (← links)
• Variable selection via adaptive false negative control in linear regression (Q2283578) (← links)
• On rank estimators in increasing dimensions (Q2294449) (← links)
• Spectral method and regularized MLE are both optimal for top-\(K\) ranking (Q2313284) (← links)
• On the asymptotic variance of the debiased Lasso (Q2326043) (← links)
• Predictor ranking and false discovery proportion control in high-dimensional regression (Q2418511) (← links)
• (Q4969222) (← links)
• (Q4998899) (← links)
• (Q4998957) (← links)
• Projection-based Inference for High-dimensional Linear Models (Q5066781) (← links)
• An improved algorithm for high-dimensional continuous threshold expectile model with variance heterogeneity (Q5083335) (← links)
• Exploiting Disagreement Between High-Dimensional Variable Selectors for Uncertainty Visualization (Q5084434) (← links)
• (Q5381124) (← links)
• Spike-and-Slab Group Lassos for Grouped Regression and Sparse Generalized Additive Models (Q5881076) (← links)
• Compositional knockoff filter for high‐dimensional regression analysis of microbiome data (Q6052220) (← links)
• A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates (Q6067162) (← links)
• Debiasing convex regularized estimators and interval estimation in linear models (Q6117025) (← links)
• UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK (Q6145543) (← links)
• Forward-selected panel data approach for program evaluation (Q6163247) (← links)
• Entrywise limit theorems for eigenvectors of signal-plus-noise matrix models with weak signals (Q6178566) (← links)
• Universality of regularized regression estimators in high dimensions (Q6183759) (← links)
• The Lasso with general Gaussian designs with applications to hypothesis testing (Q6183778) (← links)
• An integrated surrogate model constructing method: annealing combinable Gaussian process (Q6188162) (← links)
• Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting (Q6200890) (← links)