Statistics for high-dimensional data. Methods, theory and applications.

Applications of statistics (62Pxx) Parametric inference (62Fxx) Estimation in multivariate analysis (62H12) Linear inference, regression (62Jxx) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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Cited in

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Nonparametric estimation and inference under shape restrictions
Sparse recovery under weak moment assumptions
Bayesian regression based on principal components for high-dimensional data
Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization
Smooth predictive model fitting in regression
Marginal empirical likelihood and sure independence feature screening
A flexible semiparametric forecasting model for time series
On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property
Direct shrinkage estimation of large dimensional precision matrix
Optimal sampling designs for nonparametric estimation of spatial averages of random fields
Autoregressive models for gene regulatory network inference: sparsity, stability and causality issues
Pivotal estimation via square-root lasso in nonparametric regression
Local linear smoothing for sparse high dimensional varying coefficient models
Penalized estimation in high-dimensional hidden Markov models with state-specific graphical models
High-dimensional generalized linear models incorporating graphical structure among predictors
Scale-invariant sparse PCA on high-dimensional meta-elliptical data
Solution of linear ill-posed problems using overcomplete dictionaries
Regularity properties for sparse regression
Does modeling lead to more accurate classification? A study of relative efficiency in linear classification
High-dimensional Ising model selection with Bayesian information criteria
Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood
Neuronized Priors for Bayesian Sparse Linear Regression
Classification of longitudinal data through a semiparametric mixed-effects model based on Lasso-type estimators
Censored linear model in high dimensions. Penalised linear regression on high-dimensional data with left-censored response variable
Support vector machine classifiers by non-Euclidean margins
Bayesian factor-adjusted sparse regression
Preconditioning the Lasso for sign consistency
A general theory of concave regularization for high-dimensional sparse estimation problems
Maximin effects in inhomogeneous large-scale data
Sparse principal component analysis for high‐dimensional stationary time series
Lasso and probabilistic inequalities for multivariate point processes
Variable selection in Cox regression models with varying coefficients
Robust matrix completion
The spike-and-slab LASSO
Bayesian linear regression with sparse priors
Model selection in linear mixed models
Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models
Orthogonal one step greedy procedure for heteroscedastic linear models
Sub-optimality of some continuous shrinkage priors
Calibrating nonconvex penalized regression in ultra-high dimension
Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions
Test of significance for high-dimensional longitudinal data
Structured estimation for the nonparametric Cox model
A Bayesian compressed-sensing approach for reconstructing neural connectivity from subsampled anatomical data
Geometric inference for general high-dimensional linear inverse problems
The use of vector bootstrapping to improve variable selection precision in Lasso models
Econometric estimation with high-dimensional moment equalities
Skinny Gibbs: a consistent and scalable Gibbs sampler for model selection
Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
A rank-corrected procedure for matrix completion with fixed basis coefficients
Oracle posterior contraction rates under hierarchical priors
Weaker regularity conditions and sparse recovery in high-dimensional regression
Prediction and estimation consistency of sparse multi-class penalized optimal scoring
Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
Fusion of hard and soft information in nonparametric density estimation
\(L_1\)-penalization in functional linear regression with subgaussian design
scientific article; zbMATH DE number 7750673 (Why is no real title available?)
Robust sure independence screening for nonpolynomial dimensional generalized linear models
Optimization by Gradient Boosting
On higher order isotropy conditions and lower bounds for sparse quadratic forms
Adaptive Bayesian density regression for high-dimensional data
A focused information criterion for graphical models in fMRI connectivity with high-dimensional data
Estimation of a delta-contaminated density of a random intensity of Poisson data
Greedy algorithms for prediction
High-dimensional predictive regression in the presence of cointegration
Bayesian block-diagonal predictive classifier for Gaussian data
The geometry of least squares in the 21st century
On model selection consistency of regularized M-estimators
Model-based regression clustering for high-dimensional data: application to functional data
A new perspective on least squares under convex constraint
A penalized approach to covariate selection through quantile regression coefficient models
Geometric median and robust estimation in Banach spaces
Hierarchical inference for genome-wide association studies: a view on methodology with software
Recent advances in functional data analysis and high-dimensional statistics
Sparse clustering of functional data
On asymptotically optimal confidence regions and tests for high-dimensional models
Variable selection methods in high-dimensional regression -- a simulation study
A bootstrap Lasso+partial ridge method to construct confidence intervals for parameters in high-dimensional sparse linear models
Robust inference on average treatment effects with possibly more covariates than observations
scientific article; zbMATH DE number 6982327 (Why is no real title available?)
Model selection for factorial Gaussian graphical models with an application to dynamic regulatory networks
Convergence rates of least squares regression estimators with heavy-tailed errors
On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix
Lasso guarantees for \(\beta \)-mixing heavy-tailed time series
High-dimensional simultaneous inference with the bootstrap
\(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
New concentration inequalities for suprema of empirical processes
Honest confidence regions and optimality in high-dimensional precision matrix estimation
Bayesian additive regression trees using Bayesian model averaging
Inferring large graphs using \(\ell_1\)-penalized likelihood
Confidence intervals for low dimensional parameters in high dimensional linear models
Invariance, causality and robustness
Confidence sets in sparse regression
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
On the asymptotic variance of the debiased Lasso
Noisy low-rank matrix completion with general sampling distribution
An automated approach towards sparse single-equation cointegration modelling
Correlated variables in regression: clustering and sparse estimation
Estimation of high-dimensional graphical models using regularized score matching
scientific article; zbMATH DE number 7370562 (Why is no real title available?)

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