Can One Estimate The Unconditional Distribution of Post-Model-Selection Estimators?

Econometric Theory (ET), 2003

12 April 2007

Papers citing "Can One Estimate The Unconditional Distribution of Post-Model-Selection Estimators?"

50 / 61 papers shown

Title
Bounded P-values in Parametric Programming-based Selective InferenceJapanese Journal of Statistics and Data Science (JSDS), 2023 Tomohiro Shiraishi Daiki Miwa Vo Nguyen Le Duy Ichiro Takeuchi 215 2 0 21 Jul 2023
Adaptive Noisy Data Augmentation for Regularized Estimation and Inference in Generalized Linear ModelsAnnual International Computer Software and Applications Conference (COMPSAC), 2022 Yinan Li Fan Liu 108 0 0 18 Apr 2022
Black-box Selective Inference via Bootstrapping Sifan Liu Jelena Markovic-Voronov Jonathan E. Taylor CML TPM 212 3 0 28 Mar 2022
Post-selection inference for linear mixed model parameters using the conditional Akaike information criterion G. Claeskens Katarzyna Reluga S. Sperlich 133 2 0 22 Sep 2021
A Variational View on Statistical Multiscale EstimationAnnual Review of Statistics and Its Application (ARSIA), 2021 Markus Haltmeier Housen Li Axel Munk 157 5 0 10 Jun 2021
More Powerful Conditional Selective Inference for Generalized Lasso by Parametric ProgrammingJournal of machine learning research (JMLR), 2021 Vo Nguyen Le Duy Ichiro Takeuchi 151 39 0 11 May 2021
Conditional Selective Inference for Robust Regression and Outlier Detection using Piecewise-Linear Homotopy ContinuationAnnals of the Institute of Statistical Mathematics (AISM), 2021 Toshiaki Tsukurimichi Yu Inatsu Vo Nguyen Le Duy Ichiro Takeuchi 180 24 0 22 Apr 2021
More Powerful and General Selective Inference for Stepwise Feature Selection using the Homotopy Continuation Approach Kazuya Sugiyama Vo Nguyen Le Duy Ichiro Takeuchi 194 7 0 25 Dec 2020
Post-selection inference with HSIC-LassoInternational Conference on Machine Learning (ICML), 2020 Tobias Freidling B. Poignard Héctor Climente-González M. Yamada 246 16 0 29 Oct 2020
On universally consistent and fully distribution-free rank tests of vector independence Hongjian Shi Marc Hallin Mathias Drton Fang Han 256 42 0 04 Jul 2020
Regression and Causality M. Schomaker CML 68 0 0 21 Jun 2020
On efficient adjustment in causal graphs Jan-Jelle Witte Leonard Henckel Marloes H. Maathuis Vanessa Didelez CML 239 74 0 17 Feb 2020
Kernel Stein Tests for Multiple Model ComparisonNeural Information Processing Systems (NeurIPS), 2019 Jen Ning Lim M. Yamada Bernhard Schölkopf Wittawat Jitkrittum 160 15 0 27 Oct 2019
All of Linear Regression Arun K. Kuchibhotla L. Brown A. Buja Junhui Cai 143 13 0 14 Oct 2019
How have German University Tuition Fees Affected Enrollment Rates: Robust Model Selection and Design-based Inference in High-Dimensions Konstantin Gorgen M. Schienle 78 1 0 18 Sep 2019
Omitted variable bias of Lasso-based inference methods: A finite sample analysisReview of Economics and Statistics (REStat), 2019 Kaspar Wüthrich Ying Zhu 466 32 0 20 Mar 2019
Machine learning in policy evaluation: new tools for causal inference N. Kreif K. DiazOrdaz ELM CML 124 50 0 01 Mar 2019
Discussion on "Model Confidence Bounds for Variable Selection" by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin Hannes Leeb B. M. Potscher D. Kivaranovic 122 0 0 19 Dec 2018
The Limits of Post-Selection Generalization Kobbi Nissim Adam D. Smith Thomas Steinke Uri Stemmer Jonathan R. Ullman 186 28 0 15 Jun 2018
On the length of post-model-selection confidence intervals conditional on polyhedral constraints D. Kivaranovic Hannes Leeb 150 17 0 05 Mar 2018
Uniform-in-Submodel Bounds for Linear Regression in a Model Free Framework Arun K. Kuchibhotla L. Brown A. Buja E. George Linda H. Zhao 273 2 0 15 Feb 2018
Robustness of semiparametric efficiency in nearly-true models for two-phase samples T. Lumley 56 16 0 19 Jul 2017
Targeted Undersmoothing Christian B. Hansen Damian Kozbur S. Misra 190 14 0 22 Jun 2017
In Defense of the Indefensible: A Very Naive Approach to High-Dimensional Inference Sen Zhao Daniela Witten Ali Shojaie 289 60 0 16 May 2017
Statistical inference for high dimensional regression via Constrained Lasso Yun Yang 88 4 0 17 Apr 2017
Bootstrapping and Sample Splitting For High-Dimensional, Assumption-Free Inference Alessandro Rinaldo Larry A. Wasserman M. G'Sell Jing Lei 252 100 0 16 Nov 2016
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic RiskJournal of Econometrics (J. Econom.), 2016 A. Belloni Mingli Chen Victor Chernozhukov 373 7 0 01 Jul 2016
A knockoff filter for high-dimensional selective inference Rina Foygel Barber Emmanuel J. Candes 231 192 0 10 Feb 2016
Uniformly Valid Post-Regularization Confidence Regions for Many Functional Parameters in Z-Estimation Framework A. Belloni Victor Chernozhukov Denis Chetverikov Ying Wei 328 81 0 23 Dec 2015
Analysis of Testing-Based Forward Model Selection Damian Kozbur 664 10 0 08 Dec 2015
Regularization and Bayesian Learning in Dynamical Systems: Past, Present and Future A. Chiuso 169 60 0 04 Nov 2015
An Efficient Post-Selection Inference on High-Order Interaction Models S. Suzumura K. Nakagawa Koji Tsuda Ichiro Takeuchi 96 0 0 26 Jun 2015
Uniform Asymptotic Inference and the Bootstrap After Model Selection Robert Tibshirani Alessandro Rinaldo Robert Tibshirani Larry A. Wasserman 391 110 0 20 Jun 2015
Uncertainty Quantification for Matrix Compressed Sensing and Quantum Tomography ProblemsProgress in probability (PP), 2015 Alexandra Carpentier Jens Eisert David Gross Richard Nickl 187 20 0 13 Apr 2015
Inference in Additively Separable Models With a High-Dimensional Set of Conditioning Variables Damian Kozbur CML 373 12 0 18 Mar 2015
Valid confidence intervals for post-model-selection predictorsAnnals of Statistics (Ann. Stat.), 2014 François Bachoc Hannes Leeb B. M. Potscher 327 55 0 15 Dec 2014
The Benefit of Group Sparsity in Group Inference with De-biased Scaled Group Lasso Ritwik Mitra Cun-Hui Zhang 358 47 0 13 Dec 2014
High-Dimensional Semiparametric Selection Models: Estimation Theory with an Application to the Retail Gasoline Market Ying Zhu 708 1 0 04 Nov 2014
Confidence intervals for high-dimensional inverse covariance estimation Jana Janková Sara van de Geer 399 193 0 26 Mar 2014
Exact Post Model Selection Inference for Marginal ScreeningNeural Information Processing Systems (NeurIPS), 2014 Jason D. Lee Jonathan E. Taylor 279 105 0 23 Feb 2014
On Various Confidence Intervals Post-Model-Selection Hannes Leeb B. M. Potscher K. Ewald 208 62 0 10 Jan 2014
Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression ModelsJournal of the American Statistical Association (JASA), 2013 A. Belloni Victor Chernozhukov Kengo Kato 398 65 0 27 Dec 2013
Exact post-selection inference, with application to the lasso Jason D. Lee Dennis L. Sun Yuekai Sun Jonathan E. Taylor 567 766 0 25 Nov 2013
Program Evaluation and Causal Inference with High-Dimensional Data A. Belloni Victor Chernozhukov Iván Fernández-Val Christian B. Hansen CML 626 372 0 11 Nov 2013
Robust Inference on Average Treatment Effects with Possibly More Covariates than Observations M. Farrell 623 357 0 18 Sep 2013
Valid post-selection inference R. Berk L. Brown A. Buja Kai Zhang Linda H. Zhao 447 616 0 05 Jun 2013
Rank-Extreme Association of Gaussian Vectors and Low-Rank Detection Kai Zhang 216 3 0 03 Jun 2013
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" A. Belloni Victor Chernozhukov Christian B. Hansen 478 1,478 0 27 May 2013
Post-Selection Inference for Generalized Linear Models with Many Controls A. Belloni Victor Chernozhukov Ying Wei 369 198 0 15 Apr 2013
On the uniform asymptotic validity of subsampling and the bootstrap Joseph P. Romano A. Shaikh 233 108 0 12 Apr 2012