Statistics for high-dimensional data. Methods, theory and applications.
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Cited in
(only showing first 100 items - show all)- A bootstrap Lasso+partial ridge method to construct confidence intervals for parameters in high-dimensional sparse linear models
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- Weighted l1‐Penalized Corrected Quantile Regression for High‐Dimensional Temporally Dependent Measurement Errors
- Global and local two-sample tests via regression
- Using penalized likelihood to select parameters in a random coefficients multinomial logit model
- Portfolio optimization under expected shortfall: contour maps of estimation error
- On cross-validated Lasso in high dimensions
- Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models
- Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles
- The main contributions of robust statistics to statistical science and a new challenge
- Inference for High-Dimensional Exchangeable Arrays
- A general theory of concave regularization for high-dimensional sparse estimation problems
- Model selection in linear mixed models
- Orthogonal one step greedy procedure for heteroscedastic linear models
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
- Robust sure independence screening for nonpolynomial dimensional generalized linear models
- High-dimensional robust inference for censored linear models
- Conditional predictive inference for stable algorithms
- Are discoveries spurious? Distributions of maximum spurious correlations and their applications
- A globally convergent algorithm for Lasso-penalized mixture of linear regression models
- A study on tuning parameter selection for the high-dimensional lasso
- Improved Pathwise Coordinate Descent for Power Penalties
- Multi-block alternating direction method of multipliers for ultrahigh dimensional quantile fused regression
- Discussion of: ``Grouping strategies and thresholding for high dimension linear models
- D4R: doubly robust reduced rank regression in high dimension
- Fast best subset selection: coordinate descent and local combinatorial optimization algorithms
- Neuronized Priors for Bayesian Sparse Linear Regression
- Robust and sparse estimators for linear regression models
- A new test of independence for high-dimensional data
- Alignment based kernel learning with a continuous set of base kernels
- Hierarchical inference for genome-wide association studies: a view on methodology with software
- A Mixed-Integer Fractional Optimization Approach to Best Subset Selection
- Lassoing the determinants of retirement
- Sparse principal component analysis for high‐dimensional stationary time series
- Efficient multiple change point detection for high‐dimensional generalized linear models
- A systematic review on model selection in high-dimensional regression
- Covariance-insured screening
- Prediction with a flexible finite mixture-of-regressions
- Simultaneous nonparametric regression in RADWT dictionaries
- Forward variable selection for ultra-high dimensional quantile regression models
- Joint Gaussian graphical model estimation: a survey
- Mathematical foundations of machine learning. Abstracts from the workshop held March 21--27, 2021 (hybrid meeting)
- Learning nonlinear turbulent dynamics from partial observations via analytically solvable conditional statistics
- 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
- Bayesian adaptive group Lasso with semiparametric hidden Markov models
- Greedy algorithms for prediction
- The partial linear model in high dimensions
- Elastic-net Regularized High-dimensional Negative Binomial Regression: Consistency and Weak Signal Detection
- A statistical mechanics approach to de-biasing and uncertainty estimation in Lasso for random measurements
- Computation for latent variable model estimation: a unified stochastic proximal framework
- A phase transition for finding needles in nonlinear haystacks with LASSO artificial neural networks
- Nonparametric Estimation of Galaxy Cluster Emissivity and Detection of Point Sources in Astrophysics With Two Lasso Penalties
- Solution of linear ill-posed problems using overcomplete dictionaries
- A sparse additive model for high-dimensional interactions with an exposure variable
- Sparse high-dimensional regression: exact scalable algorithms and phase transitions
- Does modeling lead to more accurate classification? A study of relative efficiency in linear classification
- High dimensional regression for regenerative time-series: an application to road traffic modeling
- Variable selection in multivariate linear models for functional data via sparse regularization
- Globally sparse and locally dense signal recovery for compressed sensing
- Penalised likelihood methods for phase-type dimension selection
- On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model
- Robust tensor completion: equivalent surrogates, error bounds, and algorithms
- Functional additive regression
- Small-deviation inequalities for sums of random matrices
- Overcoming the limitations of phase transition by higher order analysis of regularization techniques
- Simple expressions of the Lasso and SLOPE estimators in low-dimension
- The EAS approach to variable selection for multivariate response data in high-dimensional settings
- A power analysis for Model-X knockoffs with \(\ell_p\)-regularized statistics
- A General Framework for Identifying Hierarchical Interactions and Its Application to Genomics Data
- High-dimensional dynamic systems identification with additional constraints
- High-dimensional inference for linear model with correlated errors
- Group sparse recovery via group square-root elastic net and the iterative multivariate thresholding-based algorithm
- Data science, big data and statistics
- Localized Gaussian width of \(M\)-convex hulls with applications to Lasso and convex aggregation
- Ridge estimation of inverse covariance matrices from high-dimensional data
- Model selection and local geometry
- Asymptotic risk and phase transition of \(l_1\)-penalized robust estimator
- Relaxing the assumptions of knockoffs by conditioning
- Sparse M-estimators in semi-parametric copula models
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Regularized estimation in sparse high-dimensional multivariate regression, with application to a DNA methylation study
- Accuracy assessment for high-dimensional linear regression
- Sharp oracle inequalities for square root regularization
- High-dimensional statistics. A non-asymptotic viewpoint
- Statistics for big data: a perspective
- A New Principle for Tuning-Free Huber Regression
- On the degrees of freedom of mixed matrix regression
- Optimal modeling of nonlinear systems: method of variable injections
- Forward-selected panel data approach for program evaluation
- High dimensional generalized linear models for temporal dependent data
- A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models
- On the use of cross-validation for the calibration of the adaptive Lasso
- Estimation of Linear Functionals in High-Dimensional Linear Models: From Sparsity to Nonsparsity
- Large-Scale Two-Sample Comparison of Support Sets
- Sparse Convoluted Rank Regression in High Dimensions
- Variance estimation for sparse ultra-high dimensional varying coefficient models
- Direct shrinkage estimation of large dimensional precision matrix
- Optimal sampling designs for nonparametric estimation of spatial averages of random fields
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