The following pages link to selectiveInference (Q30954):
Displaying 37 items.
- (Q116048) (redirect page) (← links)
- SequenceSpikeSlab (Q116051) (← links)
- sparsevb (Q131367) (← links)
- AnchorRegression (Q131807) (← links)
- Degrees of freedom for piecewise Lipschitz estimators (Q1650119) (← links)
- High-dimensional simultaneous inference with the bootstrap (Q1694480) (← links)
- Debiasing the Lasso: optimal sample size for Gaussian designs (Q1991670) (← links)
- Greedy variance estimation for the LASSO (Q2019914) (← links)
- Inference without compatibility: using exponential weighting for inference on a parameter of a linear model (Q2040072) (← links)
- Integrative methods for post-selection inference under convex constraints (Q2054531) (← links)
- In defense of the indefensible: a very naïve approach to high-dimensional inference (Q2075709) (← links)
- Confidence intervals for parameters in high-dimensional sparse vector autoregression (Q2076143) (← links)
- Two-sample testing of high-dimensional linear regression coefficients via complementary sketching (Q2105203) (← links)
- Sparse matrix linear models for structured high-throughput data (Q2135347) (← links)
- Post-model-selection inference in linear regression models: an integrated review (Q2137823) (← links)
- Doubly debiased Lasso: high-dimensional inference under hidden confounding (Q2148976) (← links)
- Projective inference in high-dimensional problems: prediction and feature selection (Q2188473) (← links)
- Prediction error after model search (Q2196193) (← links)
- Quasi-Bayesian estimation of large Gaussian graphical models (Q2274970) (← links)
- Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors (Q2284379) (← links)
- PLS for Big Data: a unified parallel algorithm for regularised group PLS (Q2323935) (← links)
- A permutation approach for selecting the penalty parameter in penalized model selection (Q2809556) (← links)
- Statistical learning and selective inference (Q2962284) (← links)
- A statistical mechanics approach to de-biasing and uncertainty estimation in LASSO for random measurements (Q3303301) (← links)
- Valid Inference Corrected for Outlier Removal (Q3391429) (← links)
- A study of error variance estimation in Lasso regression (Q3465093) (← links)
- Adapting to unknown noise level in sparse deconvolution (Q4603711) (← links)
- Goodness-of-Fit Tests for High Dimensional Linear Models (Q4603816) (← links)
- Semiparametric Regression with R (Q4623082) (← links)
- A High‐dimensional Focused Information Criterion (Q4637090) (← links)
- A study on tuning parameter selection for the high-dimensional lasso (Q4960728) (← links)
- (Q4969262) (← links)
- Bayesian jackknife empirical likelihood for the error variance in linear regression models (Q5055245) (← links)
- Model Selection With Lasso-Zero: Adding Straw to the Haystack to Better Find Needles (Q5066436) (← links)
- Projection-based Inference for High-dimensional Linear Models (Q5066781) (← links)
- An algorithm for the multivariate group lasso with covariance estimation (Q5139028) (← links)
- Variational Bayes for High-Dimensional Linear Regression With Sparse Priors (Q5881133) (← links)
