Near-optimal inference in adaptive linear regression

DOI10.1214/24-AOS2450MaRDI QIDQ6868473zbMATH OpenFDO

Authors Koulik Khamaru, Yash Deshpande, Tor Lattimore, Lester Mackey, Martin J. Wainwright

Publication date 26 January 2026

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

Full work available at URL https://projecteuclid.org/journals/annals-of-statistics/volume-53/issue-6/Near-optimal-inference-in-adaptive-linear-regression/10.1214/24-AOS2450.full

zbMATH Keywords

asymptotic normalityminimax lower boundmulti-armed banditsautoregressive time seriesadaptive linear regressiononline debiasing

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Parametric tolerance and confidence regions (62F25)

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