Statistical foundations of data science
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Publication:5120701
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(only showing first 100 items - show all)- Foundations of data science
- An overview of tests on high-dimensional means
- Revisiting feature selection for linear models with FDR and power guarantees
- Canonical thresholding for nonsparse high-dimensional linear regression
- Post-model-selection inference in linear regression models: an integrated review
- Dynamical modeling for non-Gaussian data with high-dimensional sparse ordinary differential equations
- Equation of state of neutron-rich matter in \(d\)-dimensions
- Statistical theory powering data science
- High-dimensional sparse portfolio selection with nonnegative constraint
- Concentration inequalities for statistical inference
- Statistical foundations, reasoning and inference. For science and data science
- Fundamentals of high-dimensional statistics. With exercises and R labs
- Foundations of Data Science
- Statistics and machine learning. A mathematical introduction to classical and modern methods
- Founding of the Big Data Statistics Branch
- Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction
- scientific article; zbMATH DE number 7670290 (Why is no real title available?)
- Mathematical foundations of data science using R
- Forward variable selection for ultra-high dimensional quantile regression models
- Model-free, monotone invariant and computationally efficient feature screening with data-adaptive threshold
- Estimation of banded time-varying precision matrix based on SCAD and group Lasso
- scientific article; zbMATH DE number 7750673 (Why is no real title available?)
- Comment on “A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models” by Chengguang Dai, Buyu Lin, Xin Xing, and Jun S. Liu
- Community network auto-regression for high-dimensional time series
- Self-supervised Metric Learning in Multi-View Data: A Downstream Task Perspective
- Model-Free Conditional Feature Screening with FDR Control
- Inference for high‐dimensional linear models with locally stationary error processes
- A multi-kink quantile regression model with common structure for panel data analysis
- A generalized knockoff procedure for FDR control in structural change detection
- Time-varying minimum variance portfolio
- The nonparametric Box-Cox model for high-dimensional regression analysis
- Retire: robust expectile regression in high dimensions
- Inference on the best policies with many covariates
- Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic
- Reprint: Hypothesis testing on high dimensional quantile regression
- Hypothesis testing on high dimensional quantile regression
- Projection Test for Mean Vector in High Dimensions
- Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic
- Cross-Fitted Residual Regression for High-Dimensional Heteroscedasticity Pursuit
- Regularized Linear Programming Discriminant Rule with Folded Concave Penalty for Ultrahigh-Dimensional Data
- An Asymptotic Analysis of Random Partition Based Minibatch Momentum Methods for Linear Regression Models
- Bridging factor and sparse models
- Robust high-dimensional tuning free multiple testing
- High-dimensional composite quantile regression: optimal statistical guarantees and fast algorithms
- Estimations and Tests for Generalized Mediation Models with High-Dimensional Potential Mediators
- Honest leave-one-out cross-validation for estimating post-tuning generalization error
- Adaptively robust high-dimensional matrix factor analysis under Huber loss function
- A unified framework of analyzing missing data and variable selection using regularized likelihood
- Two-Way Truncated Linear Regression Models with Extremely Thresholding Penalization
- Are Latent Factor Regression and Sparse Regression Adequate?
- Sparse Convoluted Rank Regression in High Dimensions
- On choosing initial values of iteratively reweighted \(\ell_1\) algorithms for the piece-wise exponential penalty
- Optimal influence design in networks
- Byzantine-robust and efficient distributed sparsity learning: a surrogate composite quantile regression approach
- Overview of research advance for knockoff methods
- A selective review on statistical methods for massive data computation: distributed computing, subsampling, and minibatch techniques
- Feature Screening for Massive Data Analysis by Subsampling
- A simple method for estimating Gaussian graphical models
- Tests for high-dimensional generalized linear models under general covariance structure
- Fast and Exact Leave-One-Out Analysis of Large-Margin Classifiers
- Asymptotic Distribution-Free Independence Test for High-Dimension Data
- An introduction to statistical data science. Theory and models
- Comment: Feature Screening and Variable Selection via Iterative Ridge Regression
- Neural network-based models of binomial time series in data analysis problems
- Nonconvex Dantzig selector and its parallel computing algorithm
- Reinforcement Learning in Latent Heterogeneous Environments
- A new test for high-dimensional two-sample mean problems with consideration of correlation structure
- Environment invariant linear least squares
- Communication-efficient and distributed-oracle estimation for high-dimensional quantile regression
- Variable selection via penalized ridge regression with error-prone variables
- Introducing HYBRID and ENSEMBLE: novel nonconvex penalization strategies for robust variable selection under missing data
- Transfer learning for high-dimensional transelliptical graphical models
- Sparse quantile regression via _0-penalty
- Transfer learning for high-dimensional data with heavy-tailed noise: a sparse convoluted rank regression method
- Variable selection in partially linear regression models for time series
- A novel martingale difference correlation via data splitting with applications in feature screening
- Class-Specific Joint Feature Screening in Ultrahigh-Dimensional Mixture Regression
- Estimation and Variable Selection for Interval-Censored Failure Time Data with Random Change Point and Application to Breast Cancer Study
- Linear hypothesis testing in high-dimensional expected shortfall regression with heavy-tailed errors
- Robust and consistent model evaluation criteria in high-dimensional regression
- Causality pursuit from heterogeneous environments via neural adversarial invariance learning
- Yurinskii's coupling for martingales
- Robust selection and estimation for sparse multivariate functional nonparametric additive models via regularized huber regression
- Optimality analysis on ℓ 0/1 -sparsity regularized nonsmooth optimization
- Multi-resolution subsampling for linear classification with massive data
- Enhanced HSIC for independence test via projection integration
- Random projection-based response best-subset selector for ultra-high dimensional multivariate data
- Testing high-dimensional mediation effect with arbitrary exposure-mediator coefficients
- Sliced inverse regression via natural canonical thresholding
- Leverage classifier: another look at support vector machine
- Model-free variable selection in high dimension via constrained kernel regression
- Estimation and inference in ultrahigh-dimensional partially linear single-index models
- Variable selection for high-dimensional Cox model with error rate control
- Wavelet Feature Screening
- Feature-splitting algorithms for ultrahigh dimensional quantile regression
- On the robustness of the minimim _2 interpolator
- A one-covariate-at-a-time multiple testing approach to variable selection in additive models
- Modeling and Learning on High-Dimensional Matrix-Variate Sequences
- Model-Free Statistical Inference on High-Dimensional Data
- Newton method for the composite row sparsity regularized optimization
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