selectiveInference
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SelectiveInference
Cited in
(71)- PLS for Big Data: a unified parallel algorithm for regularised group PLS
- Semiparametric regression with R
- A study on tuning parameter selection for the high-dimensional lasso
- A statistical mechanics approach to de-biasing and uncertainty estimation in Lasso for random measurements
- Two-sample testing of high-dimensional linear regression coefficients via complementary sketching
- Adapting to unknown noise level in sparse deconvolution
- Projective inference in high-dimensional problems: prediction and feature selection
- Variational Bayes for High-Dimensional Linear Regression With Sparse Priors
- Valid Inference Corrected for Outlier Removal
- Projection-based Inference for High-dimensional Linear Models
- Debiasing the Lasso: optimal sample size for Gaussian designs
- Greedy variance estimation for the LASSO
- Quasi-Bayesian estimation of large Gaussian graphical models
- Post-model-selection inference in linear regression models: an integrated review
- A study of error variance estimation in Lasso regression
- Statistical learning and selective inference
- Degrees of freedom for piecewise Lipschitz estimators
- mixfdr
- blasso
- stabs
- lars
- mixOmics
- leapp
- Mutoss
- plsdof
- parcor
- tempdisagg
- seasonal
- deconvolveR
- PoSI
- covTest
- EigenPrism
- mpr
- hdi
- qut
- scalreg
- CorrT
- relaxo
- HCmodelSets
- horseshoe
- proxdist
- dirichletprocess
- ebreg
- pense
- SequenceSpikeSlab
- glassoFast
- AnchorRegression
- sparsevb
- DDL
- knockoff
- A permutation approach for selecting the penalty parameter in penalized model selection
- Inference without compatibility: using exponential weighting for inference on a parameter of a linear model
- OnPLS
- A high-dimensional focused information criterion
- Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors
- An algorithm for the multivariate group Lasso with covariance estimation
- Integrative methods for post-selection inference under convex constraints
- Model Selection With Lasso-Zero: Adding Straw to the Haystack to Better Find Needles
- In defense of the indefensible: a very naïve approach to high-dimensional inference
- AVGAS
- xtune
- Goodness-of-Fit Tests for High Dimensional Linear Models
- Almond
- MatrixLMnet
- Bayesian jackknife empirical likelihood for the error variance in linear regression models
- Confidence intervals for parameters in high-dimensional sparse vector autoregression
- Prediction error after model search
- High-dimensional simultaneous inference with the bootstrap
- Sparse matrix linear models for structured high-throughput data
- Doubly debiased Lasso: high-dimensional inference under hidden confounding
- Empirical priors for prediction in sparse high-dimensional linear regression
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