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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• Generalized conditional gradient for sparse estimation
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• Minimax optimal estimation in partially linear additive models under high dimension
• From multivariate to functional data analysis: fundamentals, recent developments, and emerging areas
• Projection-based Inference for High-dimensional Linear Models
• Monotone splines Lasso
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• Convex and non-convex regularization methods for spatial point processes intensity estimation
• Variable screening for high dimensional time series
• High-dimensional central limit theorems by Stein's method
• On the post selection inference constant under restricted isometry properties
• Column normalization of a random measurement matrix
• I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error
• Optimal estimation of slope vector in high-dimensional linear transformation models
• Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process
• Regularization and the small-ball method. II: Complexity dependent error rates
• Stable prediction in high-dimensional linear models
• An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data
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• Lasso adjustments of treatment effect estimates in randomized experiments
• The Lasso for High Dimensional Regression with a Possible Change Point
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• Sparse clustering of functional data
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