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

DOI10.1007/978-3-642-20192-9zbMath1273.62015OpenAlexW4247571494WikidataQ57256043 ScholiaQ57256043MaRDI QIDQ532983

Sara van de Geer, Peter Bühlmann

Publication date: 2 May 2011

Published in: Springer Series in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-20192-9

Mathematics Subject Classification ID

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

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Penalised linear regression on high-dimensional data with left-censored response variable, Model selection for factorial Gaussian graphical models with an application to dynamic regulatory networks, The use of vector bootstrapping to improve variable selection precision in Lasso models, The benefit of group sparsity in group inference with de-biased scaled group Lasso, Geometric inference for general high-dimensional linear inverse problems, Solution of linear ill-posed problems using overcomplete dictionaries, Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models, Econometric estimation with high-dimensional moment equalities, A rank-corrected procedure for matrix completion with fixed basis coefficients, Fusion of hard and soft information in nonparametric density estimation, PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection, Sub-optimality of some continuous shrinkage priors, \(\ell_{0}\)-penalized maximum likelihood for sparse directed acyclic graphs, Statistical significance in high-dimensional linear models, The geometry of least squares in the 21st century, The Bernstein-Orlicz norm and deviation inequalities, Marginal empirical likelihood and sure independence feature screening, 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, Correlated variables in regression: clustering and sparse estimation, Discussion of ``Correlated variables in regression: clustering and sparse estimation, Bayesian linear regression with sparse priors, Functional additive regression, A new test of independence for high-dimensional data, Alignment based kernel learning with a continuous set of base kernels, Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models, Lasso-type estimators for semiparametric nonlinear mixed-effects models estimation, \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors, Prediction consistency of forward iterated regression and selection technique, On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix, Selection of tuning parameters in bridge regression models via Bayesian information criterion, New concentration inequalities for suprema of empirical processes, Does modeling lead to more accurate classification? A study of relative efficiency in linear classification, A new perspective on least squares under convex constraint, CAM: causal additive models, high-dimensional order search and penalized regression, \(L_1\)-penalization in functional linear regression with subgaussian design, On higher order isotropy conditions and lower bounds for sparse quadratic forms, Normalized and standard Dantzig estimators: two approaches, High-dimensional inference in misspecified linear models, Operator-valued kernel-based vector autoregressive models for network inference, On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property, Oracle inequalities for high dimensional vector autoregressions, A flexible semiparametric forecasting model for time series, Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models, Robust inference on average treatment effects with possibly more covariates than observations, Toward a unified theory of sparse dimensionality reduction in Euclidean space, Smooth predictive model fitting in regression, Consistent learning by composite proximal thresholding, Interpreting latent variables in factor models via convex optimization, Additive model selection, Robust matrix completion, Finding a low-rank basis in a matrix subspace, Sparse recovery under weak moment assumptions, Sparse clustering of functional data, Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error, Sparse classification with paired covariates, Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data, On asymptotically optimal confidence regions and tests for high-dimensional models, Lasso Inference for High-Dimensional Time Series, Variable selection in discrete survival models including heterogeneity, Selection by partitioning the solution paths, Gelfand numbers related to structured sparsity and Besov space embeddings with small mixed smoothness, Double Machine Learning for Partially Linear Mixed-Effects Models with Repeated Measurements, Regularizing Double Machine Learning in Partially Linear Endogenous Models, Confidence intervals for high-dimensional inverse covariance estimation, The Hardness of Conditional Independence Testing and the Generalised Covariance Measure, Geometric median and robust estimation in Banach spaces, Estimation of high-dimensional graphical models using regularized score matching, An Automated Approach Towards Sparse Single-Equation Cointegration Modelling, A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models, Main effects and interactions in mixed and incomplete data frames, Honest confidence regions and optimality in high-dimensional precision matrix estimation, Joint variable and rank selection for parsimonious estimation of high-dimensional matrices, Entropy and sampling numbers of classes of ridge functions, Sample size determination for training cancer classifiers from microarray and RNA-seq data, Sparse hierarchical regression with polynomials, Model selection in linear mixed models, Orthogonal one step greedy procedure for heteroscedastic linear models, 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