Confidence intervals for high-dimensional linear regression: minimax rates and adaptivity

From MaRDI portal
Publication:2012200

DOI10.1214/16-AOS1461zbMath1371.62045arXiv1506.05539OpenAlexW1666335228MaRDI QIDQ2012200

T. Tony Cai, Zi-Jian Guo

Publication date: 28 July 2017

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

Full work available at URL: https://arxiv.org/abs/1506.05539



Related Items

IFAA: Robust Association Identification and Inference for Absolute Abundance in Microbiome Analyses, Significance testing in non-sparse high-dimensional linear models, Testability of high-dimensional linear models with nonsparse structures, A unified theory of confidence regions and testing for high-dimensional estimating equations, De-biasing the Lasso with degrees-of-freedom adjustment, High-Dimensional Inference for Cluster-Based Graphical Models, Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension, Doubly debiased Lasso: high-dimensional inference under hidden confounding, Projection-based Inference for High-dimensional Linear Models, Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors, Efficient estimation of linear functionals of principal components, Accuracy assessment for high-dimensional linear regression, Predictor ranking and false discovery proportion control in high-dimensional regression, Inference and Estimation for Random Effects in High-Dimensional Linear Mixed Models, Orthogonalized Kernel Debiased Machine Learning for Multimodal Data Analysis, Sparse Topic Modeling: Computational Efficiency, Near-Optimal Algorithms, and Statistical Inference, Debiasing the debiased Lasso with bootstrap, Controlling False Discovery Rate Using Gaussian Mirrors, Model-Assisted Uniformly Honest Inference for Optimal Treatment Regimes in High Dimension, Honest Confidence Sets for High-Dimensional Regression by Projection and Shrinkage, Statistical Inference for High-Dimensional Generalized Linear Models With Binary Outcomes, Inference for High-Dimensional Linear Mixed-Effects Models: A Quasi-Likelihood Approach, Integrative Factor Regression and Its Inference for Multimodal Data Analysis, Debiasing convex regularized estimators and interval estimation in linear models, Double-estimation-friendly inference for high-dimensional misspecified models, Online Debiasing for Adaptively Collected High-Dimensional Data With Applications to Time Series Analysis, On lower bounds for the bias-variance trade-off, Statistical inference via conditional Bayesian posteriors in high-dimensional linear regression, LIC criterion for optimal subset selection in distributed interval estimation, Adaptive estimation of the sparsity in the Gaussian vector model, Fixed Effects Testing in High-Dimensional Linear Mixed Models, Unnamed Item, Unnamed Item, Debiasing the Lasso: optimal sample size for Gaussian designs, Adaptive estimation of high-dimensional signal-to-noise ratios, Empirical Bayes oracle uncertainty quantification for regression, Group Inference in High Dimensions with Applications to Hierarchical Testing, Testing Endogeneity with High Dimensional Covariates, Variable selection via adaptive false negative control in linear regression, Optimal sparsity testing in linear regression model, Semiparametric efficiency bounds for high-dimensional models, Multicarving for high-dimensional post-selection inference, Dynamic linear discriminant analysis in high dimensional space, Scale calibration for high-dimensional robust regression, Some perspectives on inference in high dimensions, On the asymptotic variance of the debiased Lasso, Global and Simultaneous Hypothesis Testing for High-Dimensional Logistic Regression Models, Comments on: ``High-dimensional simultaneous inference with the bootstrap, Linear Hypothesis Testing in Dense High-Dimensional Linear Models, Stochastic continuum-armed bandits with additive models: minimax regrets and adaptive algorithm, Design of c-optimal experiments for high-dimensional linear models