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

Recommendations

• Multivariate statistics. High dimensional and large-sample approximations.
• Statistics in high dimensions
• scientific article; zbMATH DE number 7387552
• scientific article; zbMATH DE number 6388313
• Introduction to High-Dimensional Statistics
• Some themes in high-dimensional statistics
• Multivariate statistical analysis. A high-dimensional approach
• High-dimensional statistics. A non-asymptotic viewpoint
• High-dimensional statistical inference: theoretical development to data analytics
• High-dimensional probability. An introduction with applications in data science

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)

Cited In (only showing first 100 items - show all)

• Neuronized Priors for Bayesian Sparse Linear Regression
• 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
• Does modeling lead to more accurate classification? A study of relative efficiency in linear classification
• 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
• Title not available (Why is that?)
• \(L_1\)-penalization in functional linear regression with subgaussian design
• 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
• The spike-and-slab LASSO
• Skinny Gibbs: a consistent and scalable Gibbs sampler for model selection
• The geometry of least squares in the 21st century
• Marginal empirical likelihood and sure independence feature screening
• On higher order isotropy conditions and lower bounds for sparse quadratic forms
• Smooth predictive model fitting in regression
• Bayesian linear regression with sparse priors
• 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
• Bayesian factor-adjusted sparse regression
• Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions
• Autoregressive models for gene regulatory network inference: sparsity, stability and causality issues
• Penalized estimation in high-dimensional hidden Markov models with state-specific graphical models
• Classification of longitudinal data through a semiparametric mixed-effects model based on Lasso-type estimators
• Geometric inference for general high-dimensional linear inverse problems
• The use of vector bootstrapping to improve variable selection precision in Lasso models
• On model selection consistency of regularized M-estimators
• Oracle posterior contraction rates under hierarchical priors
• Adaptive Bayesian density regression for high-dimensional data
• A new perspective on least squares under convex constraint
• A flexible semiparametric forecasting model for time series
• On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property
• Econometric estimation with high-dimensional moment equalities
• Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
• A rank-corrected procedure for matrix completion with fixed basis coefficients
• Fusion of hard and soft information in nonparametric density estimation
• Preconditioning the Lasso for sign consistency
• Model-based regression clustering for high-dimensional data: application to functional data
• Lasso and probabilistic inequalities for multivariate point processes
• Nonparametric estimation and inference under shape restrictions
• Structured estimation for the nonparametric Cox model
• Variable selection in Cox regression models with varying coefficients
• Test of significance for high-dimensional longitudinal data
• Support vector machine classifiers by non-Euclidean margins
• Weaker regularity conditions and sparse recovery in high-dimensional regression
• Calibrating nonconvex penalized regression in ultra-high dimension
• Scale-invariant sparse PCA on high-dimensional meta-elliptical data
• A Bayesian compressed-sensing approach for reconstructing neural connectivity from subsampled anatomical data
• Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
• Bayesian block-diagonal predictive classifier for Gaussian data
• Pivotal estimation via square-root lasso in nonparametric regression
• High-dimensional predictive regression in the presence of cointegration
• Maximin effects in inhomogeneous large-scale data
• Robust matrix completion
• Optimization by Gradient Boosting
• A general theory of concave regularization for high-dimensional sparse estimation problems
• Robust sure independence screening for nonpolynomial dimensional generalized linear models
• 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
• Forward variable selection for ultra-high dimensional quantile regression models
• A sparse additive model for high-dimensional interactions with an exposure variable
• Nonparametric Estimation of Galaxy Cluster Emissivity and Detection of Point Sources in Astrophysics With Two Lasso Penalties
• Learning nonlinear turbulent dynamics from partial observations via analytically solvable conditional statistics
• Globally sparse and locally dense signal recovery for compressed sensing
• Sparse high-dimensional regression: exact scalable algorithms and phase transitions
• 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
• Data science, big data and statistics
• Accuracy assessment for high-dimensional linear regression
• Interquantile shrinkage and variable selection in quantile regression
• D-learning to estimate optimal individual treatment rules
• On principal components regression, random projections, and column subsampling
• A forward and backward stagewise algorithm for nonconvex loss functions with adaptive Lasso
• On the prediction loss of the Lasso in the partially labeled setting
• Structured variable selection via prior-induced hierarchical penalty functions
• A penalized likelihood method for structural equation modeling
• Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
• Regularization and the small-ball method. I: Sparse recovery
• Non-asymptotic approach to varying coefficient model
• Discussion of “A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models”
• On \(b\)-bit min-wise hashing for large-scale regression and classification with sparse data
• Scalable algorithms for the sparse ridge regression
• Distributed testing and estimation under sparse high dimensional models
• Debiasing the Lasso: optimal sample size for Gaussian designs
• The degrees of freedom of partly smooth regularizers

This page was built for publication: Statistics for high-dimensional data. Methods, theory and applications.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q532983)