Selective inference using randomized group Lasso estimators for general models
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Cites work
- scientific article; zbMATH DE number 720675 (Why is no real title available?)
- scientific article; zbMATH DE number 1077338 (Why is no real title available?)
- scientific article; zbMATH DE number 854558 (Why is no real title available?)
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models
- A general conditional large deviation principle
- A modern maximum-likelihood theory for high-dimensional logistic regression
- A tradeoff between false discovery and true positive proportions for sparse high-dimensional logistic regression
- An asymptotic thin shell condition and large deviations for random multidimensional projections
- Approximate Selective Inference via Maximum Likelihood
- Carving model-free inference
- Data Fission: Splitting a Single Data Point
- Exact post-selection inference, with application to the Lasso
- Exact selective inference with randomization
- Frequentist Model Average Estimators
- Generalized Additive Models for Location, Scale and Shape
- Generalized Data Thinning Using Sufficient Statistics
- Integrative Bayesian Models Using Post-Selective Inference: A Case Study in Radiogenomics
- Integrative methods for post-selection inference under convex constraints
- Large deviation principles induced by the Stiefel manifold, and random multidimensional projections
- Lasso-type penalization in the framework of generalized additive models for location, scale and shape
- Model Selection and Estimation in Regression with Grouped Variables
- Model Selection: An Integral Part of Inference
- Moderate Deviations and Associated Laplace Approximations for Sums of Independent Random Vectors
- Multicarving for high-dimensional post-selection inference
- On the length of post-model-selection confidence intervals conditional on polyhedral constraints
- Post-selection inference for _1-penalized likelihood models
- Quasi-likelihood and/or robust estimation in high dimensions
- Selective inference with a randomized response
- Selective inference with distributed data
- Smoothed quantile regression with large-scale inference
- Splitting strategies for post-selection inference
- Statistical Models
- The Group Lasso for Logistic Regression
- Uniformly valid confidence intervals post-model-selection
- Valid post-selection inference
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