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)

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

• Discussion of ``Correlated variables in regression: clustering and sparse estimation
• Discussion of: ``Grouping strategies and thresholding for high dimension linear models
• A study on tuning parameter selection for the high-dimensional lasso
• Robust and sparse estimators for linear regression models
• Mathematical foundations of machine learning. Abstracts from the workshop held March 21--27, 2021 (hybrid meeting)
• A new test of independence for high-dimensional data
• Alignment based kernel learning with a continuous set of base kernels
• Small-deviation inequalities for sums of random matrices
• Functional additive regression
• High-dimensional inference for linear model with correlated errors
• Model selection and local geometry
• Variance estimation for sparse ultra-high dimensional varying coefficient models
• Variable selection for multiply-imputed data with penalized generalized estimating equations
• Variational Bayes for High-Dimensional Linear Regression With Sparse Priors
• Concentration Inequalities for Statistical Inference
• Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels
• First-order methods for convex optimization
• Liquidity risk and instabilities in portfolio optimization
• Nonconvex sorted \(\ell_1\) minimization for sparse approximation
• Robust low-rank matrix estimation
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• Gelfand numbers related to structured sparsity and Besov space embeddings with small mixed smoothness
• Quasi-Bayesian estimation of large Gaussian graphical models
• Replica approach to mean-variance portfolio optimization
• Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator
• Error Variance Estimation in Ultrahigh-Dimensional Additive Models
• Estimating a sparse reduction for general regression in high dimensions
• Statistical inference in compound functional models
• Inference for Nonparanormal Partial Correlation via Regularized Rank-Based Nodewise Regression
• Selection of tuning parameters in bridge regression models via Bayesian information criterion
• On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments
• Entropy and sampling numbers of classes of ridge functions
• High-dimensional composite quantile regression: optimal statistical guarantees and fast algorithms
• CAM: causal additive models, high-dimensional order search and penalized regression
• Introduction to High-Dimensional Statistics
• The Partial Linear Model in High Dimensions
• Score-based causal learning in additive noise models
• High-dimensional inference in misspecified linear models
• Normalized and standard Dantzig estimators: two approaches
• Operator-valued kernel-based vector autoregressive models for network inference
• Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models
• Toward a unified theory of sparse dimensionality reduction in Euclidean space
• Regularized learning schemes in feature Banach spaces
• UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS
• Generalized Sobol sensitivity indices for dependent variables: numerical methods
• Simultaneous monitoring of process mean vector and covariance matrix via penalized likelihood estimation
• The Bernstein-Orlicz norm and deviation inequalities
• The Risk of James–Stein and Lasso Shrinkage
• On the penalized maximum likelihood estimation of high-dimensional approximate factor model
• Additive model selection
• Finding a low-rank basis in a matrix subspace
• The Lasso with general Gaussian designs with applications to hypothesis testing
• The de-biased group Lasso estimation for varying coefficient models
• Robust methods for inferring sparse network structures
• Semiparametric efficiency bounds for high-dimensional models
• Title not available (Why is that?)
• Model selection in linear mixed-effect models
• Consistent learning by composite proximal thresholding
• Interpreting latent variables in factor models via convex optimization
• Conditional predictive inference for stable algorithms
• Bayesian Block-Diagonal Predictive Classifier for Gaussian Data
• 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 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
• Scale-Invariant Sparse PCA on High-Dimensional Meta-Elliptical Data
• 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
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• 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
• 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

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