In defense of the indefensible: a very naïve approach to high-dimensional inference
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Cites work
- \(p\)-values for high-dimensional regression
- A General Framework for Weighted Gene Co-Expression Network Analysis
- A general theory of hypothesis tests and confidence regions for sparse high dimensional models
- A necessary and sufficient condition for exact sparse recovery by \(\ell_1\) minimization
- A note on data-splitting for the evaluation of significance levels
- A significance test for graph-constrained estimation
- A study of error variance estimation in Lasso regression
- Boosting as a regularized path to a maximum margin classifier
- Can one estimate the conditional distribution of post-model-selection estimators?
- CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Debiased Inference on Treatment Effect in a High-Dimensional Model
- Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
- Exact post-selection inference, with application to the Lasso
- Graph estimation with joint additive models
- High-dimensional graphs and variable selection with the Lasso
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
- High-dimensional variable selection
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 3150484 (Why is no real title available?)
- scientific article; zbMATH DE number 3624650 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Hypothesis Testing in High-Dimensional Regression Under the Gaussian Random Design Model: Asymptotic Theory
- Just relax: convex programming methods for identifying sparse signals in noise
- Least squares after model selection in high-dimensional sparse models
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION
- Nearly unbiased variable selection under minimax concave penalty
- On asymptotically optimal confidence regions and tests for high-dimensional models
- On the conditions used to prove oracle results for the Lasso
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- On various confidence intervals post-model-selection
- PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS
- Random Graphs
- Scaled sparse linear regression
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Significance testing in non-sparse high-dimensional linear models
- Simultaneous analysis of Lasso and Dantzig selector
- Statistical analysis of network data. Methods and models
- Statistical learning and selective inference
- THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
- The Lasso problem and uniqueness
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Valid post-selection inference
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variance estimation in high-dimensional linear models
- Variance estimation using refitted cross-validation in ultrahigh dimensional regression
Cited in
(17)- Network differential connectivity analysis
- Post-model-selection inference in linear regression models: an integrated review
- Survival analysis of DNA mutation motifs with penalized proportional hazards
- Scalable inference for high-dimensional precision matrix
- Subset Selection for Linear Mixed Models
- Fast multiscale functional estimation in optimal EMG placement for robotic prosthesis controllers
- Rotation to sparse loadings using L^p losses and related inference problems
- THE LOW-VOLATILITY ANOMALY AND THE ADAPTIVE MULTI-FACTOR MODEL
- In Defense of the Indefensible: A Very Naive Approach to High-Dimensional Inference
- DIF analysis with unknown groups and anchor items
- A bootstrap model comparison test for identifying genes with context-specific patterns of genetic regulation
- Benchmarking sparse variable selection methods for genomic data analyses
- FAStEN: An Efficient Adaptive Method for Feature Selection and Estimation in High-Dimensional Functional Regressions
- Forward selection and post-selection inference in factorial designs
- Improving power by conditioning on less in post-selection inference for changepoints
- High-dimensional perception with the double machine learning lens model
- Multiple structural breaks in vector error correction models
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