Statistics for high-dimensional data. Methods, theory and applications.

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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Cited in

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An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data
Conditional sure independence screening by conditional marginal empirical likelihood
Computer age statistical inference. Algorithms, evidence, and data science
Parsimonious and powerful composite likelihood testing for group difference and genotype-phenotype association
An ADMM with continuation algorithm for non-convex SICA-penalized regression in high dimensions
High-dimensional central limit theorems by Stein's method
Sparse learning of the disease severity score for high-dimensional data
Sparse nonparametric model for the detection of impact points of a functional variable
An algorithm for the multivariate group Lasso with covariance estimation
On the post selection inference constant under restricted isometry properties
PAC-Bayesian estimation and prediction in sparse additive models
Generalized conditional gradient for sparse estimation
On the sparsity of Lasso minimizers in sparse data recovery
Discussion of ``On concentration for (regularized) empirical risk minimization by Sara van de Geer and Martin Wainwright
Simulation-based Value-at-Risk for nonlinear portfolios
A systematic review on model selection in high-dimensional regression
Covariance-insured screening
Prediction with a flexible finite mixture-of-regressions
Simultaneous nonparametric regression in RADWT dictionaries
Degrees of freedom for piecewise Lipschitz estimators
Column normalization of a random measurement matrix
Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments
Monotone splines Lasso
Model selection consistency of Lasso for empirical data
Second-order Stein: SURE for SURE and other applications in high-dimensional inference
High-dimensional linear model selection motivated by multiple testing
Lasso adjustments of treatment effect estimates in randomized experiments
Sharp oracle inequalities for square root regularization
Time-optimal hands-off control for linear time-invariant systems
The Lasso for high dimensional regression with a possible change point
Sparsest representations and approximations of an underdetermined linear system
From multivariate to functional data analysis: fundamentals, recent developments, and emerging areas
Localized Gaussian width of \(M\)-convex hulls with applications to Lasso and convex aggregation
The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models
Convex and non-convex regularization methods for spatial point processes intensity estimation
Variable screening for high dimensional time series
Score test variable screening
A smoothing iterative method for quantile regression with nonconvex \(\ell_p\) penalty
Portal nodes screening for large scale social networks
Minimax optimal estimation in partially linear additive models under high dimension
Feature screening for nonparametric and semiparametric models with ultrahigh-dimensional covariates
Projection-based Inference for High-dimensional Linear Models
Regularization and the small-ball method. II: Complexity dependent error rates
Confidence regions for entries of a large precision matrix
I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error
On Schott's and Mao's test statistics for independence of normal random vectors
Factor-adjusted multiple testing of correlations
Stable prediction in high-dimensional linear models
Optimal estimation of slope vector in high-dimensional linear transformation models
Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process
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
Pivotal estimation via square-root lasso in nonparametric regression
Local linear smoothing for sparse high dimensional varying coefficient models
Penalized estimation in high-dimensional hidden Markov models with state-specific graphical models
High-dimensional generalized linear models incorporating graphical structure among predictors
Scale-invariant sparse PCA on high-dimensional meta-elliptical data
Solution of linear ill-posed problems using overcomplete dictionaries
Regularity properties for sparse regression
Does modeling lead to more accurate classification? A study of relative efficiency in linear classification
High-dimensional Ising model selection with Bayesian information criteria
Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood
Neuronized Priors for Bayesian Sparse Linear Regression
Classification of longitudinal data through a semiparametric mixed-effects model based on Lasso-type estimators
Censored linear model in high dimensions. Penalised linear regression on high-dimensional data with left-censored response variable
Support vector machine classifiers by non-Euclidean margins
Bayesian factor-adjusted sparse regression
Preconditioning the Lasso for sign consistency
A general theory of concave regularization for high-dimensional sparse estimation problems
Maximin effects in inhomogeneous large-scale data
Sparse principal component analysis for high‐dimensional stationary time series
Lasso and probabilistic inequalities for multivariate point processes
Variable selection in Cox regression models with varying coefficients
Robust matrix completion
The spike-and-slab LASSO
Bayesian linear regression with sparse priors
Model selection in linear mixed models
Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models
Orthogonal one step greedy procedure for heteroscedastic linear models
Sub-optimality of some continuous shrinkage priors
Calibrating nonconvex penalized regression in ultra-high dimension
Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions
Test of significance for high-dimensional longitudinal data
Structured estimation for the nonparametric Cox model
A Bayesian compressed-sensing approach for reconstructing neural connectivity from subsampled anatomical data
Geometric inference for general high-dimensional linear inverse problems
The use of vector bootstrapping to improve variable selection precision in Lasso models
Econometric estimation with high-dimensional moment equalities
Skinny Gibbs: a consistent and scalable Gibbs sampler for model selection
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

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