selectiveInference
From MaRDI portal
Software:30954
swMATH19124CRANselectiveInferenceMaRDI QIDQ30954FDOQ30954
Tools for Post-Selection Inference
Last update: 7 September 2019
Copyright license: GNU General Public License, version 2.0
Software version identifier: 1.2.5
Source code repository: https://github.com/cran/selectiveInference
Cited In (38)
- PLS for Big Data: a unified parallel algorithm for regularised group PLS
- A study on tuning parameter selection for the high-dimensional lasso
- AVGAS
- xtune
- Two-sample testing of high-dimensional linear regression coefficients via complementary sketching
- A High‐dimensional Focused Information Criterion
- Adapting to unknown noise level in sparse deconvolution
- Variational Bayes for High-Dimensional Linear Regression With Sparse Priors
- Projective inference in high-dimensional problems: prediction and feature selection
- Projection-based Inference for High-dimensional Linear Models
- Valid Inference Corrected for Outlier Removal
- An algorithm for the multivariate group lasso with covariance estimation
- 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 statistical mechanics approach to de-biasing and uncertainty estimation in LASSO for random measurements
- A study of error variance estimation in Lasso regression
- Statistical learning and selective inference
- Degrees of freedom for piecewise Lipschitz estimators
- 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
- Semiparametric Regression with R
- Title not available (Why is that?)
- Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors
- Model Selection With Lasso-Zero: Adding Straw to the Haystack to Better Find Needles
- Integrative methods for post-selection inference under convex constraints
- In defense of the indefensible: a very naïve approach to high-dimensional inference
- Goodness-of-Fit Tests for High Dimensional Linear Models
- Bayesian jackknife empirical likelihood for the error variance in linear regression models
- Confidence intervals for parameters in high-dimensional sparse vector autoregression
- SequenceSpikeSlab
- AnchorRegression
- sparsevb
- 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
This page was built for software: selectiveInference
