Online inference in high-dimensional generalized linear models with streaming data
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 7370575 (Why is no real title available?)
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- A Stochastic Approximation Method
- A modern maximum-likelihood theory for high-dimensional logistic regression
- An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
- Asymptotic and finite-sample properties of estimators based on stochastic gradients
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- Confidence intervals for low dimensional parameters in high dimensional linear models
- De-noising by soft-thresholding
- Distributed testing and estimation under sparse high dimensional models
- Efficient recursive estimation. Application to estimating the parameters of a covariance function
- High-dimensional generalized linear models and the lasso
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
- Nearly unbiased variable selection under minimax concave penalty
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Online Debiasing for Adaptively Collected High-Dimensional Data With Applications to Time Series Analysis
- Online Principal Component Analysis in High Dimension: Which Algorithm to Choose?
- Renewable estimation and incremental inference in generalized linear models with streaming data sets
- Robust Estimation of a Location Parameter
- Scalable statistical inference for averaged implicit stochastic gradient descent
- Statistical Inference for High-Dimensional Models via Recursive Online-Score Estimation
- Statistical inference for streamed longitudinal data
- Statistics for high-dimensional data. Methods, theory and applications.
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(8)- Online Bayesian variable selection and Bayesian model averaging for streaming data
- Statistical inference for smoothed quantile regression with streaming data
- Real-time inference for smoothing quantile regression on streaming datasets with heterogeneity detection
- Online learning for high-dimensional single-index model with streaming data
- Online differentially private inference for linear regression model
- Renewable estimation for partly interval-censored data streams
- Online inference with multi-modal likelihood functions
- Online inference in high-dimensional regression with streaming clustered data
This page was built for publication: Online inference in high-dimensional generalized linear models with streaming data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6144431)
