Distributed learning for high-dimensional factor augmented regression models
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Cites work
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- A review of distributed statistical inference
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- Asymptotics of empirical eigenstructure for high dimensional spiked covariance
- Central limit theorems and bootstrap in high dimensions
- Communication-efficient distributed statistical inference
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- Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Confidence sets in sparse regression
- Distributed Estimation From Relative and Absolute Measurements
- Divide-and-conquer for debiased \(l_1\)-norm support vector machine in ultra-high dimensions
- Doubly debiased Lasso: high-dimensional inference under hidden confounding
- Eigenvalue ratio test for the number of factors
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- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Inference in High-Dimensional Multivariate Response Regression with Hidden Variables
- Inferential Theory for Factor Models of Large Dimensions
- Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
- Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors
- Nearly optimal central limit theorem and bootstrap approximations in high dimensions
- Nearly unbiased variable selection under minimax concave penalty
- On asymptotically optimal confidence regions and tests for high-dimensional models
- On the optimality of averaging in distributed statistical learning
- Robust estimation of high-dimensional covariance and precision matrices
- Statistical analysis of factor models of high dimension
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variance estimation using refitted cross-validation in ultrahigh dimensional regression
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