Optimal sparsity testing in linear regression model
From MaRDI portal
Publication:2040034
DOI10.3150/20-BEJ1224zbMath1478.62191arXiv1901.08802OpenAlexW3156931469MaRDI QIDQ2040034
Alexandra Carpentier, Nicolas Verzelen
Publication date: 9 July 2021
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.08802
Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20)
Related Items (4)
High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints ⋮ Estimation of the \(\ell_2\)-norm and testing in sparse linear regression with unknown variance ⋮ The all-or-nothing phenomenon in sparse linear regression ⋮ Two-sample testing of high-dimensional linear regression coefficients via complementary sketching
Uses Software
Cites Work
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Nearly unbiased variable selection under minimax concave penalty
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems
- Statistics for high-dimensional data. Methods, theory and applications.
- Testing composite hypotheses, Hermite polynomials and optimal estimation of a nonsmooth functional
- On adaptive inference and confidence bands
- Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism
- Optimal rates of convergence for estimating the null density and proportion of nonnull effects in large-scale multiple testing
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- On estimation of the \(L_r\) norm of a regression function
- Significance testing in non-sparse high-dimensional linear models
- Adaptive estimation of the sparsity in the Gaussian vector model
- Adaptive estimation of high-dimensional signal-to-noise ratios
- An adaptation theory for nonparametric confidence intervals
- Testing convex hypotheses on the mean of a Gaussian vector. Application to testing qualitative hypotheses on a regression function
- On nonparametric tests of positivity/monotonicity/convexity
- Nonparametric goodness-of-fit testing under Gaussian models
- Non-asymptotic minimax rates of testing in signal detection
- Higher criticism for detecting sparse heterogeneous mixtures.
- Minimax risks for sparse regressions: ultra-high dimensional phenomenons
- Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression
- Detection boundary in sparse regression
- Debiasing the Lasso: optimal sample size for Gaussian designs
- Optimal adaptive estimation of linear functionals under sparsity
- Confidence intervals for high-dimensional linear regression: minimax rates and adaptivity
- Minimax estimation of linear and quadratic functionals on sparsity classes
- Minimax rate of testing in sparse linear regression
- Sorted concave penalized regression
- Testing the regularity of a smooth signal
- Goodness-of-fit tests for high-dimensional Gaussian linear models
- Accuracy assessment for high-dimensional linear regression
- Confidence sets in sparse regression
- Estimation and confidence sets for sparse normal mixtures
- Adaptive confidence balls
- Adaptive minimax testing in the discrete regression scheme
- Variance estimation in high-dimensional linear models
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- Square-root lasso: pivotal recovery of sparse signals via conic programming
- Linear Hypothesis Testing in Dense High-Dimensional Linear Models
- Mathematical Foundations of Infinite-Dimensional Statistical Models
- Proportion of Non-Zero Normal Means: Universal Oracle Equivalences and Uniformly Consistent Estimators
- Estimating the Null and the Proportion of Nonnull Effects in Large-Scale Multiple Comparisons
- Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
This page was built for publication: Optimal sparsity testing in linear regression model