On adaptive confidence ellipsoids for sparse high-dimensional linear models

DOI10.3150/25-BEJ1863MaRDI QIDQ6860825zbMATH OpenFDO

Authors Xiaoyang Xie

Publication date 10 February 2026

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/bernoulli/volume-32/issue-1/On-adaptive-confidence-ellipsoids-for-sparse-high-dimensional-linear-models/10.3150/25-BEJ1863.full

zbMATH Keywords

adaptive inferencesparse regressionuncertainty quantification

Mathematics Subject Classification ID

Parametric inference (62Fxx) Nonparametric inference (62Gxx) Linear inference, regression (62Jxx)

Cites work

• Adaptive confidence sets for matrix completion
• Adaptive confidence sets in L^2
• Adaptive nonparametric confidence sets
• Comments on: ``High-dimensional simultaneous inference with the bootstrap
• Confidence intervals for high-dimensional linear regression: minimax rates and adaptivity
• Confidence intervals for low dimensional parameters in high dimensional linear models
• Confidence sets in sparse regression
• Detection boundary in sparse regression
• Mathematical foundations of infinite-dimensional statistical models
• On adaptive inference and confidence bands
• On asymptotically optimal confidence regions and tests for high-dimensional models
• On signal detection and confidence sets for low rank inference problems
• Rejoinder on: ``High-dimensional simultaneous inference with the bootstrap
• Simultaneous analysis of Lasso and Dantzig selector
• Statistics for high-dimensional data. Methods, theory and applications.

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