A conditional Bayesian approach with valid inference for high dimensional logistic regression
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Cites work
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- A conditional Bayesian approach with valid inference for high dimensional logistic regression
- Asymptotic expansion of the posterior density in high dimensional generalized linear models
- Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity.
- Bayesian Multivariate Logistic Regression
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- Bayesian model selection in high-dimensional settings
- Bayesian variable selection with shrinking and diffusing priors
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- Confidence intervals for low dimensional parameters in high dimensional linear models
- Confidence sets based on sparse estimators are necessarily large
- Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
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- Dirichlet-Laplace priors for optimal shrinkage
- Double/debiased machine learning for treatment and structural parameters
- EMVS: the EM approach to Bayesian variable selection
- Estimation and selection via absolute penalized convex minimization and its multistage adaptive applications
- Frequency properties of inferences based on an integrated likelihood function
- Generalized double Pareto shrinkage
- Global and Simultaneous Hypothesis Testing for High-Dimensional Logistic Regression Models
- High-dimensional generalized linear models and the lasso
- Honest confidence regions for nonparametric regression
- Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization
- Inference on treatment effects after selection among high-dimensional controls
- Integrated likelihood functions for non-Bayesian inference
- Integrative methods for post-selection inference under convex constraints
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION
- Mixtures of g Priors for Bayesian Variable Selection
- Nearly optimal Bayesian shrinkage for high-dimensional regression
- Nearly unbiased variable selection under minimax concave penalty
- Non-asymptotic oracle inequalities for the Lasso and group Lasso in high dimensional logistic model
- Normal approximation to the posterior distribution for generalized linear models with many covariates
- On asymptotically optimal confidence regions and tests for high-dimensional models
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
- On the use of Cauchy prior distributions for Bayesian logistic regression
- Scalable methods for Bayesian selective inference
- Self-concordant analysis for logistic regression
- Skinny Gibbs: a consistent and scalable Gibbs sampler for model selection
- Sparse estimators and the oracle property, or the return of Hodges' estimator
- Sparse models and methods for optimal instruments with an application to eminent domain
- Spike and slab variable selection: frequentist and Bayesian strategies
- Statistical Inference for High-Dimensional Generalized Linear Models With Binary Outcomes
- Statistical Inference for High-Dimensional Models via Recursive Online-Score Estimation
- Statistical inference via conditional Bayesian posteriors in high-dimensional linear regression
- Statistical learning and selective inference
- The Bayesian Lasso
- Valid post-selection inference
- Valid post-selection inference in model-free linear regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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