Cited in
(only showing first 100 items - show all)- FastGGM
- Hypothesis testing in large-scale functional linear regression
- Regularized projection score estimation of treatment effects in high-dimensional quantile regression
- A nonparametric sequential learning procedure for estimating the pure premium
- The benefit of group sparsity in group inference with de-biased scaled group Lasso
- Goodness-of-Fit Tests for High Dimensional Linear Models
- Exact post-selection inference, with application to the Lasso
- Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso
- High-dimensional inference in misspecified linear models
- DeepPINK
- scientific article; zbMATH DE number 7626791 (Why is no real title available?)
- Linear hypothesis testing for high dimensional generalized linear models
- Rejoinder on: ``Hierarchical inference for genome-wide association studies: a view on methodology with software
- A simulation based method for assessing the statistical significance of logistic regression models after common variable selection procedures
- Kernel meets sieve: post-regularization confidence bands for sparse additive model
- Inference for high-dimensional varying-coefficient quantile regression
- Lasso for sparse linear regression with exponentially \(\beta\)-mixing errors
- Debiasing the debiased Lasso with bootstrap
- Partitioned Approach for High-dimensional Confidence Intervals with Large Split Sizes
- Flexible and Interpretable Models for Survival Data
- Spatially relaxed inference on high-dimensional linear models
- Regularization techniques in joinpoint regression
- Penalized expectile regression: an alternative to penalized quantile regression
- Consistent parameter estimation for Lasso and approximate message passing
- Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation
- Beyond support in two-stage variable selection
- Valid model-free prediction of future insurance claims
- A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering
- Controlling the false discovery rate via knockoffs
- Selective inference via marginal screening for high dimensional classification
- Selection-corrected statistical inference for region detection with high-throughput assays
- ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models
- Statistical proof? The problem of irreproducibility
- SLOPE-adaptive variable selection via convex optimization
- PLS for Big Data: a unified parallel algorithm for regularised group PLS
- Mathematical foundations of machine learning. Abstracts from the workshop held March 21--27, 2021 (hybrid meeting)
- Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors
- A scalable surrogate L₀ sparse regression method for generalized linear models with applications to large scale data
- Simple expressions of the Lasso and SLOPE estimators in low-dimension
- Data shared Lasso: a novel tool to discover uplift
- A global homogeneity test for high-dimensional linear regression
- A unified theory of confidence regions and testing for high-dimensional estimating equations
- Dynamic tilted current correlation for high dimensional variable screening
- Familywise error rate control via knockoffs
- Panel data quantile regression with grouped fixed effects
- Selective inference with a randomized response
- Powerful test based on conditional effects for genome-wide screening
- Markov Neighborhood Regression for High-Dimensional Inference
- A significance test for the lasso
- Dealing with big data: comparing dimension reduction and shrinkage regression methods
- Inference in adaptive regression via the Kac-Rice formula
- Bootstrapping and sample splitting for high-dimensional, assumption-lean inference
- Penalized likelihood and multiple testing
- A knockoff filter for high-dimensional selective inference
- Projection-based Inference for High-dimensional Linear Models
- Nearly optimal Bayesian shrinkage for high-dimensional regression
- The geometry of least squares in the 21st century
- Exact post-selection inference for the generalized Lasso path
- Solution paths for the generalized Lasso with applications to spatially varying coefficients regression
- Partial penalized empirical likelihood ratio test under sparse case
- Debiasing the Lasso: optimal sample size for Gaussian designs
- Efficient test-based variable selection for high-dimensional linear models
- Confidence intervals for high-dimensional partially linear single-index models
- SLOPE is adaptive to unknown sparsity and asymptotically minimax
- Logistic regression: from art to science
- Online rules for control of false discovery rate and false discovery exceedance
- Network classification with applications to brain connectomics
- Bayesian feature selection with strongly regularizing priors maps to the Ising model
- Bootstrap inference for penalized GMM estimators with oracle properties
- Testing for high-dimensional network parameters in auto-regressive models
- A Sequential Significance Test for Treatment by Covariate Interactions
- Post-model-selection inference in linear regression models: an integrated review
- The use of vector bootstrapping to improve variable selection precision in Lasso models
- Testing shape constraints in Lasso regularized joinpoint regression
- On the impact of model selection on predictor identification and parameter inference
- Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension
- MDR method for nonbinary response variable
- Demystifying the bias from selective inference: a revisit to Dawid's treatment selection problem
- AIC for the Lasso in generalized linear models
- Graphical models via univariate exponential family distributions
- Confidence intervals for sparse penalized regression with random designs
- OSCAR
- mixfdr
- stabs
- SIS
- hierNet
- ecodist
- maSigPro
- FAMT
- plsdof
- flare
- penalizedSVM
- PoSI
- selectiveInference
- picasso
- BALD
- SetTest
- EigenPrism
- outference
- hdi
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