Statistics for high-dimensional data. Methods, theory and applications.
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Publication:532983
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Cited in
(only showing first 100 items - show all)- A penalized approach to covariate selection through quantile regression coefficient models
- Geometric median and robust estimation in Banach spaces
- Hierarchical inference for genome-wide association studies: a view on methodology with software
- Recent advances in functional data analysis and high-dimensional statistics
- Sparse clustering of functional data
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Variable selection methods in high-dimensional regression -- a simulation study
- A bootstrap Lasso+partial ridge method to construct confidence intervals for parameters in high-dimensional sparse linear models
- Robust inference on average treatment effects with possibly more covariates than observations
- scientific article; zbMATH DE number 6982327 (Why is no real title available?)
- Model selection for factorial Gaussian graphical models with an application to dynamic regulatory networks
- Convergence rates of least squares regression estimators with heavy-tailed errors
- On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix
- Lasso guarantees for \(\beta \)-mixing heavy-tailed time series
- High-dimensional simultaneous inference with the bootstrap
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
- New concentration inequalities for suprema of empirical processes
- Honest confidence regions and optimality in high-dimensional precision matrix estimation
- Bayesian additive regression trees using Bayesian model averaging
- Inferring large graphs using \(\ell_1\)-penalized likelihood
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Invariance, causality and robustness
- Confidence sets in sparse regression
- Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
- On the asymptotic variance of the debiased Lasso
- Noisy low-rank matrix completion with general sampling distribution
- An automated approach towards sparse single-equation cointegration modelling
- Correlated variables in regression: clustering and sparse estimation
- Estimation of high-dimensional graphical models using regularized score matching
- scientific article; zbMATH DE number 7370562 (Why is no real title available?)
- Nonparametric C- and D-vine-based quantile regression
- PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection
- Adaptive robust variable selection
- Statistics for big data: a perspective
- Main effects and interactions in mixed and incomplete data frames
- Oracle inequalities for high dimensional vector autoregressions
- Worst possible sub-directions in high-dimensional models
- On the degrees of freedom of mixed matrix regression
- ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models
- Fast best subset selection: coordinate descent and local combinatorial optimization algorithms
- Best subset selection via a modern optimization lens
- Minimax-optimal nonparametric regression in high dimensions
- A statistical mechanics approach to de-biasing and uncertainty estimation in Lasso for random measurements
- \(\ell_{0}\)-penalized maximum likelihood for sparse directed acyclic graphs
- Bayesian estimation of sparse signals with a continuous spike-and-slab prior
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
- Sparse nonparametric model for regression with functional covariate
- Comparison and anti-concentration bounds for maxima of Gaussian random vectors
- Statistical significance in high-dimensional linear models
- An introduction to recent advances in high/infinite dimensional statistics
- Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data
- A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
- Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error
- A selective review of group selection in high-dimensional models
- Variable selection in discrete survival models including heterogeneity
- Fixed effects testing in high-dimensional linear mixed models
- ArCo: an artificial counterfactual approach for high-dimensional panel time-series data
- Lasso Inference for High-Dimensional Time Series
- Significance testing in non-sparse high-dimensional linear models
- High-dimensional variable screening and bias in subsequent inference, with an empirical comparison
- The benefit of group sparsity in group inference with de-biased scaled group Lasso
- Performance bounds for parameter estimates of high-dimensional linear models with correlated errors
- Quasi-likelihood and/or robust estimation in high dimensions
- High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking
- Comments on: ``Probability enhanced effective dimension reduction for classifying sparse functional data
- Integrative analysis of cancer diagnosis studies with composite penalization
- High-dimensional statistics. A non-asymptotic viewpoint
- Gradient-based Regularization Parameter Selection for Problems With Nonsmooth Penalty Functions
- Multiscale change point inference. With discussion and authors' reply
- High-dimensional inference for personalized treatment decision
- Goodness-of-Fit Tests for High Dimensional Linear Models
- Estimation for high-dimensional linear mixed-effects models using \(\ell_1\)-penalization
- Are discoveries spurious? Distributions of maximum spurious correlations and their applications
- Ridge estimation of inverse covariance matrices from high-dimensional data
- Endogeneity in high dimensions
- Sequential change-point detection in high-dimensional Gaussian graphical models
- A globally convergent algorithm for Lasso-penalized mixture of linear regression models
- Confidence intervals for high-dimensional inverse covariance estimation
- The Hardness of Conditional Independence Testing and the Generalised Covariance Measure
- RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs
- Nonconcave penalized M-estimation for the least absolute relative errors model
- Penalised likelihood methods for phase-type dimension selection
- The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso)
- Selection by partitioning the solution paths
- Double Machine Learning for Partially Linear Mixed-Effects Models with Repeated Measurements
- Regularizing double machine learning in partially linear endogenous models
- Joint variable and rank selection for parsimonious estimation of high-dimensional matrices
- Adaptive risk bounds in univariate total variation denoising and trend filtering
- Sparse classification with paired covariates
- Nonparametric estimation and inference under shape restrictions
- Sparse recovery under weak moment assumptions
- 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
- Smooth predictive model fitting in regression
- Marginal empirical likelihood and sure independence feature screening
- 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
- Direct shrinkage estimation of large dimensional precision matrix
- Optimal sampling designs for nonparametric estimation of spatial averages of random fields
- Autoregressive models for gene regulatory network inference: sparsity, stability and causality issues
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