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

DOI10.1007/978-3-642-20192-9zbMATH Open1273.62015OpenAlexW4247571494WikidataQ57256043 ScholiaQ57256043MaRDI QIDQ532983FDOQ532983

Authors: 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

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Mathematics Subject Classification ID

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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• Spline estimator for ultra-high dimensional partially linear varying coefficient models
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• Optimal linear discriminators for the discrete choice model in growing dimensions
• Inference under Fine-Gray competing risks model with high-dimensional covariates
• Partial penalized empirical likelihood ratio test under sparse case
• Double fused Lasso regularized regression with both matrix and vector valued predictors
• Cross-Fitted Residual Regression for High-Dimensional Heteroscedasticity Pursuit
• Sharp oracle inequalities for low-complexity priors
• Consistency bounds and support recovery of d-stationary solutions of sparse sample average approximations
• Chained correlations for feature selection
• Bayesian MIDAS penalized regressions: estimation, selection, and prediction
• Equivalent Lipschitz surrogates for zero-norm and rank optimization problems
• L₀-Regularized Learning for High-Dimensional Additive Hazards Regression
• Bayesian linear regression for multivariate responses under group sparsity
• A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates
• Frequentist validity of Bayesian limits
• Sparse space-time models: concentration inequalities and Lasso
• Lasso estimation for spherical autoregressive processes
• A cost-sensitive constrained Lasso
• Sparse randomized shortest paths routing with Tsallis divergence regularization
• Regret lower bound and optimal algorithm for high-dimensional contextual linear bandit
• On multiplier processes under weak moment assumptions
• High-dimensional varying index coefficient models via Stein's identity
• Oracle inequalities for local and global empirical risk minimizers
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• Asymptotic theory of the adaptive sparse group Lasso
• Computational and statistical methods for analysing big data with applications
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• High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
• Are discoveries spurious? Distributions of maximum spurious correlations and their applications
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• Hierarchical inference for genome-wide association studies: a view on methodology with software
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• High-dimensional statistics. A non-asymptotic viewpoint
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• On the degrees of freedom of mixed matrix regression
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• High-dimensional inference for personalized treatment decision
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• Lasso guarantees for \(\beta \)-mixing heavy-tailed time series
• Bayesian estimation of sparse signals with a continuous spike-and-slab prior
• Fixed effects testing in high-dimensional linear mixed models
• On the asymptotic variance of the debiased Lasso
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• Invariance, causality and robustness
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• Convergence rates of least squares regression estimators with heavy-tailed errors
• Minimax-optimal nonparametric regression in high dimensions
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• Noisy low-rank matrix completion with general sampling distribution
• High-dimensional variable screening and bias in subsequent inference, with an empirical comparison
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• Gradient-based Regularization Parameter Selection for Problems With Nonsmooth Penalty Functions
• RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs
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