Statistical Inference for High-Dimensional Models via Recursive Online-Score Estimation
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Cites work
- A bootstrap Lasso+partial ridge method to construct confidence intervals for parameters in high-dimensional sparse linear models
- A general theory of hypothesis tests and confidence regions for sparse high dimensional models
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Exact post-selection inference, with application to the Lasso
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
- High-dimensional variable screening and bias in subsequent inference, with an empirical comparison
- High-dimensional variable selection
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Nearly unbiased variable selection under minimax concave penalty
- On asymptotically optimal confidence regions and tests for high-dimensional models
- On the Strong Law of Large Numbers and the Central Limit Theorem for Martingales
- One-Step Huber Estimates in the Linear Model
- Parametric-rate inference for one-sided differentiable parameters
- Simultaneous analysis of Lasso and Dantzig selector
- Sparse matrix inversion with scaled Lasso
- Statistical inference for the mean outcome under a possibly non-unique optimal treatment strategy
- Statistical methods and computing for big data
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variance estimation using refitted cross-validation in ultrahigh dimensional regression
Cited in
(17)- Estimation and inference for high dimensional generalized linear models: a splitting and smoothing approach
- Online inference in high-dimensional generalized linear models with streaming data
- Renewable Huber estimation method for streaming datasets
- A stable and adaptive polygenic signal detection method based on repeated sample splitting
- Online Statistical Inference for Stochastic Optimization via Kiefer-Wolfowitz Methods
- Online estimation and inference for robust policy evaluation in reinforcement learning
- Online statistical inference in decision-making with matrix context
- Online inference in high-dimensional regression with streaming clustered data
- Online Bayesian variable selection and Bayesian model averaging for streaming data
- Online updating mode learning for streaming datasets
- Statistical inference for smoothed quantile regression with streaming data
- A conditional Bayesian approach with valid inference for high dimensional logistic regression
- Inference for possibly misspecified generalized linear models with nonpolynomial-dimensional nuisance parameters
- Online debiased lasso estimation and inference for heterogenous updating regressions
- A renewable estimation method for partially linear regression models
- A review of off-policy evaluation in reinforcement learning
- High-dimensional inference and FDR control for simulated Markov random fields
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