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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• Iteratively reweighted \(\ell_1\)-penalized robust regression
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• On the sensitivity of the Lasso to the number of predictor variables
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• Control-based algorithms for high dimensional online learning
• Asymptotic theory of the adaptive sparse group Lasso
• Computational and statistical methods for analysing big data with applications
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• Sparse principal component analysis for high‐dimensional stationary time series
• 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
• Greedy algorithms for prediction
• Solution of linear ill-posed problems using overcomplete dictionaries
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• Direct shrinkage estimation of large dimensional precision matrix
• Optimal sampling designs for nonparametric estimation of spatial averages of random fields
• Local linear smoothing for sparse high dimensional varying coefficient models
• Sub-optimality of some continuous shrinkage priors
• 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
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• Sparse recovery under weak moment assumptions
• Regularity properties for sparse regression
• Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood
• Censored linear model in high dimensions. Penalised linear regression on high-dimensional data with left-censored response variable
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• On higher order isotropy conditions and lower bounds for sparse quadratic forms
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• Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models
• Prediction and estimation consistency of sparse multi-class penalized optimal scoring
• High-dimensional generalized linear models incorporating graphical structure among predictors
• High-dimensional Ising model selection with Bayesian information criteria
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• Classification of longitudinal data through a semiparametric mixed-effects model based on Lasso-type estimators
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• Adaptive Bayesian density regression for high-dimensional data
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• A flexible semiparametric forecasting model for time series
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