Valid post-selection inference in model-free linear regression
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concentration inequalitieshigh-dimensional linear regressionmodel selectionmultiplier bootstrapOrlicz normssimultaneous inferenceuniform consistency
Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Bootstrap, jackknife and other resampling methods (62F40) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10) Paired and multiple comparisons; multiple testing (62J15)
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Cites work
- An asymptotic theory for model selection inference in general semiparametric problems
- Central limit theorems and bootstrap in high dimensions
- Exact post-selection inference, with application to the Lasso
- Frequentist Model Average Estimators
- Inflation of R 2 in Best Subset Regression
- Linear and conic programming estimators in high dimensional errors-in-variables models
- Models as approximations. I. Consequences illustrated with linear regression
- Note on a Conditional Property of Student's t¹
- On the post selection inference constant under restricted isometry properties
- Sparse estimation of high-dimensional correlation matrices
- The Conditional Level of the F-Test
- Uniform asymptotic inference and the bootstrap after model selection
- Uniformly valid confidence intervals post-model-selection
- Using i.i.d. bootstrap inference for general non-i.i.d. models
- Valid confidence intervals for post-model-selection predictors
- Valid post-selection inference
Cited in
(28)- A new technique for postsample model selection and validation
- On the post selection inference constant under restricted isometry properties
- Simultaneous high-probability bounds on the false discovery proportion in structured, regression and online settings
- Multicarving for high-dimensional post-selection inference
- Post-model-selection inference in linear regression models: an integrated review
- Uniformly valid confidence intervals post-model-selection
- Valid confidence intervals for post-model-selection predictors
- Exact post-selection inference, with application to the Lasso
- Valid post-selection inference
- The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models
- A structured brain‐wide and genome‐wide association study using ADNI PET images
- Score Tests With Incomplete Covariates and High-Dimensional Auxiliary Variables
- UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK
- Post-selection inference via algorithmic stability
- A (tight) upper bound for the length of confidence intervals with conditional coverage
- Forward stability and model path selection
- Post-model-selection prediction intervals for generalized linear models
- Analysis of heterogeneous networks with unknown dependence structure
- Causal mediation analysis: selection with asymptotically valid inference
- Automatic structure identification and variable selection for additive accelerated failure time model with ultra high dimensional covariates
- Proximal MCMC for Bayesian Inference of Constrained and Regularized Estimation
- High dimensional regression with many nuisance parameters: both cases of specified and unspecified parameters of interest
- Selective inference after convex clustering with _1 penalization
- Valid Inference After Causal Discovery
- A conditional Bayesian approach with valid inference for high dimensional logistic regression
- Debiased Lasso after sample splitting for estimation and inference in high-dimensional generalized linear models
- Post-selection inference in regression models for group testing data
- Valid post-selection inference for penalized G-estimation
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