Debiasing the Lasso: optimal sample size for Gaussian designs (Q1991670)

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Debiasing the Lasso: optimal sample size for Gaussian designs

scientific article; zbMATH DE number 6968593

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English	Debiasing the Lasso: optimal sample size for Gaussian designs	scientific article; zbMATH DE number 6968593

Statements

instance of

scholarly article

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title

Debiasing the Lasso: optimal sample size for Gaussian designs (English)

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The Annals of Statistics

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publication date

30 October 2018

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full work available at URL

https://arxiv.org/abs/1508.02757

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https://projecteuclid.org/euclid.aos/1536307227

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zbMATH Keywords

Lasso

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high-dimensional regression

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confidence intervals

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hypothesis testing

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bias and variance

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sample size

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describes a project that uses

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MaRDI publication profile

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cites work

A new look at the statistical model identification

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Controlling the false discovery rate via knockoffs

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Universality in polytope phase transitions and message passing algorithms

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The Dynamics of Message Passing on Dense Graphs, with Applications to Compressed Sensing

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The LASSO Risk for Gaussian Matrices

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Least squares after model selection in high-dimensional sparse models

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Simultaneous analysis of Lasso and Dantzig selector

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Hypothesis Testing in High-Dimensional Regression Under the Gaussian Random Design Model: Asymptotic Theory

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Confidence Intervals and Hypothesis Testing for High-Dimensional Regression

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A significance test for the lasso

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Some Comments on C P

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Group Bound: Confidence Intervals for Groups of Variables in Sparse High Dimensional Regression Without Assumptions on the Design

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High-dimensional graphs and variable selection with the Lasso

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Cross validation in Lasso and its acceleration

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A study of error variance estimation in Lasso regression

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Reconstruction From Anisotropic Random Measurements

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SLOPE is adaptive to unknown sparsity and asymptotically minimax

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Q4864293

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On asymptotically optimal confidence regions and tests for high-dimensional models

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High-dimensional variable selection

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The sparsity and bias of the LASSO selection in high-dimensional linear regression

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Confidence intervals for low dimensional parameters in high dimensional linear models

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Identifiers

zbMATH Open document ID

1407.62270

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DOI

10.1214/17-AOS1630

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1991670