Inference in adaptive regression via the Kac-Rice formula

DOI10.1214/15-AOS1386zbMATH Open1337.62304OpenAlexW233827914WikidataQ59756349 ScholiaQ59756349MaRDI QIDQ282472FDOQ282472

Authors: Jonathan Taylor, Joshua R. Loftus, Ryan J. Tibshirani 

Publication date: 12 May 2016

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

Full work available at URL: https://projecteuclid.org/euclid.aos/1458245734

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zbMATH Keywords

Gaussian processesconvex analysisregularized regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Random fields; image analysis (62M40)

Cites Work

• Spectral regularization algorithms for learning large incomplete matrices
• Least angle regression. (With discussion)
• Title not available (Why is that?)
• Curvature Measures
• Sparsity and Smoothness Via the Fused Lasso
• Model Selection and Estimation in Regression with Grouped Variables
• The solution path of the generalized lasso
• Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism
• A significance test for the lasso
• Exact matrix completion via convex optimization
• On the degrees of freedom of reduced-rank estimators in multivariate regression
• Selecting the number of principal components: estimation of the true rank of a noisy matrix
• The Lasso problem and uniqueness
• Random Fields and Geometry
• On the equivalence of the tube and Euler characteristic methods for the distribution of the maximum of Gaussian fields over piecewise smooth domains
• Validity of the expected Euler characteristic heuristic
• A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail
• Rejoinder: ``A significance test for the lasso
• Inference in adaptive regression via the Kac-Rice formula
• The geometry of least squares in the 21st century
• On the Number of Solutions of Systems of Random Equations

Cited In (20)

• A general framework for estimation and inference from clusters of features
• Discussion: ``A significance test for the lasso
• Discussion: ``A significance test for the lasso
• Discussion: ``A significance test for the lasso
• Discussion: ``A significance test for the lasso
• Powerful test based on conditional effects for genome-wide screening
• A significance test for the lasso
• Inference in adaptive regression via the Kac-Rice formula
• Discussion: ``A significance test for the lasso
• Targeted Inference Involving High-Dimensional Data Using Nuisance Penalized Regression
• Power of the spacing test for least-angle regression
• Statistical learning and selective inference
• Kac-Rice formulas and the number of solutions of parametrized systems of polynomial equations
• Scalable methods for Bayesian selective inference
• Uniform asymptotic inference and the bootstrap after model selection
• Rejoinder: ``A significance test for the lasso
• The volume-of-tube method for Gaussian random fields with inhomogeneous variance
• Discussion: ``A significance test for the lasso
• Selective inference via marginal screening for high dimensional classification
• Statistical proof? The problem of irreproducibility

Uses Software

• softImpute
• covTest

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