Post-selection inference of generalized linear models based on the lasso and the elastic net
From MaRDI portal
Publication:5092702
DOI10.1080/03610926.2020.1821892OpenAlexW3088747536MaRDI QIDQ5092702FDOQ5092702
Authors: Xiangyu Shi, Bo Liang, Qi Zhang 
Publication date: 22 July 2022
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2020.1821892
Recommendations
- Exact post-selection inference, with application to the Lasso
- Exact post-selection inference for the generalized Lasso path
- Post-selection inference for \(\ell_1\)-penalized likelihood models
- Estimation, prediction and inference for the LASSO random effects model
- Post-model-selection inference in linear regression models: an integrated review
- Model Selection and Minimax Estimation in Generalized Linear Models
- Variable selection for generalized linear mixed models by \(L_1\)-penalized estimation
- A note on the Lasso and related procedures in model selection
- Rates of convergence of the adaptive elastic net and the post-selection procedure in ultra-high dimensional sparse models
- Selective Inference for Effect Modification Via the Lasso
Cites Work
- Estimating the dimension of a model
- The Adaptive Lasso and Its Oracle Properties
- Least angle regression. (With discussion)
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Title not available (Why is that?)
- Some Comments on C P
- Regularization and Variable Selection Via the Elastic Net
- A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
- Exact post-selection inference, with application to the Lasso
- Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components?
- Model selection and estimation in the Gaussian graphical model
- Valid post-selection inference
- Title not available (Why is that?)
- Statistical learning and selective inference
- The Lasso problem and uniqueness
- Simultaneous and selective inference: Current successes and future challenges
- Selective inference in complex research
- A note on data-splitting for the evaluation of significance levels
- Post-selection inference for \(\ell_1\)-penalized likelihood models
- Valid confidence intervals for post-model-selection predictors
- Fiducial generalized \(p\)-values for testing zero-variance components in linear mixed-effects models
- Selective Inference on Multiple Families of Hypotheses
- A fiducial \(p\)-value approach for comparing heteroscedastic regression models
- Post-selection estimation and testing following aggregate association tests
Cited In (2)
This page was built for publication: Post-selection inference of generalized linear models based on the lasso and the elastic net
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5092702)
