Inference in adaptive regression via the Kac-Rice formula

DOI10.1214/15-AOS1386MaRDI QIDQ282472zbMATH OpenOpenAlexWikidataFDO

Authors Jonathan Taylor, Joshua R. Loftus, Ryan J. Tibshirani

Publication date 12 May 2016

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.aos/1458245734

zbMATH Keywords

Gaussian processesconvex analysisregularized regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Random fields; image analysis (62M40)

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Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail
• A significance test for the lasso
• Curvature Measures
• Exact matrix completion via convex optimization
• Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism
• Inference in adaptive regression via the Kac-Rice formula
• Least angle regression. (With discussion)
• Model Selection and Estimation in Regression with Grouped Variables
• On the Number of Solutions of Systems of Random Equations
• On the degrees of freedom of reduced-rank estimators in multivariate regression
• On the equivalence of the tube and Euler characteristic methods for the distribution of the maximum of Gaussian fields over piecewise smooth domains
• Random Fields and Geometry
• Rejoinder: ``A significance test for the lasso
• Selecting the number of principal components: estimation of the true rank of a noisy matrix
• Sparsity and Smoothness Via the Fused Lasso
• Spectral regularization algorithms for learning large incomplete matrices
• The Lasso problem and uniqueness
• The geometry of least squares in the 21st century
• The solution path of the generalized lasso
• Validity of the expected Euler characteristic heuristic

Cited in

(20)

• Uniform asymptotic inference and the bootstrap after model selection
• The volume-of-tube method for Gaussian random fields with inhomogeneous variance
• Discussion: ``A significance test for the lasso
• Scalable methods for Bayesian selective inference
• Statistical learning and selective inference
• Discussion: ``A significance test for the lasso
• Discussion: ``A significance test for the lasso
• Discussion: ``A significance test for the lasso
• Discussion: ``A significance test for the lasso
• Discussion: ``A significance test for the lasso
• Targeted Inference Involving High-Dimensional Data Using Nuisance Penalized Regression
• Inference in adaptive regression via the Kac-Rice formula
• Kac-Rice formulas and the number of solutions of parametrized systems of polynomial equations
• Powerful test based on conditional effects for genome-wide screening
• A significance test for the lasso
• A general framework for estimation and inference from clusters of features
• Power of the spacing test for least-angle regression
• Selective inference via marginal screening for high dimensional classification
• Rejoinder: ``A significance test for the lasso
• Statistical proof? The problem of irreproducibility

Describes a project that uses

Uses Software

• softImpute
• covTest

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