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Confidence Intervals and Hypothesis Testing for High-Dimensional
  Regression
v1v2 (latest)

Confidence Intervals and Hypothesis Testing for High-Dimensional Regression

Journal of machine learning research (JMLR), 2013
13 June 2013
Adel Javanmard
Andrea Montanari
ArXiv (abs)PDFHTML

Papers citing "Confidence Intervals and Hypothesis Testing for High-Dimensional Regression"

50 / 300 papers shown
De-Biasing The Lasso With Degrees-of-Freedom Adjustment
De-Biasing The Lasso With Degrees-of-Freedom Adjustment
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Cun-Hui Zhang
344
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0
24 Feb 2019
Honest confidence sets for high-dimensional regression by projection and
  shrinkage
Honest confidence sets for high-dimensional regression by projection and shrinkageJournal of the American Statistical Association (JASA), 2019
Kun Zhou
Ker-Chau Li
Qing Zhou
341
4
0
01 Feb 2019
Optimal Sparsity Testing in Linear regression Model
Optimal Sparsity Testing in Linear regression Model
Alexandra Carpentier
Nicolas Verzélen
180
10
0
25 Jan 2019
Robust Estimation of Causal Effects via High-Dimensional Covariate
  Balancing Propensity Score
Robust Estimation of Causal Effects via High-Dimensional Covariate Balancing Propensity Score
Y. Ning
Sida Peng
Kosuke Imai
177
97
0
20 Dec 2018
A Unifying Framework of High-Dimensional Sparse Estimation with
  Difference-of-Convex (DC) Regularizations
A Unifying Framework of High-Dimensional Sparse Estimation with Difference-of-Convex (DC) Regularizations
Shanshan Cao
X. Huo
J. Pang
141
5
0
18 Dec 2018
High Dimensional Linear GMM
High Dimensional Linear GMM
Mehmet Caner
Anders Bredahl Kock
156
8
0
21 Nov 2018
Second order Stein: SURE for SURE and other applications in
  high-dimensional inference
Second order Stein: SURE for SURE and other applications in high-dimensional inference
Pierre C. Bellec
Cun-Hui Zhang
403
36
0
09 Nov 2018
Debiased Inference of Average Partial Effects in Single-Index Models
Debiased Inference of Average Partial Effects in Single-Index Models
David A. Hirshberg
Stefan Wager
CML
110
15
0
06 Nov 2018
Scale calibration for high-dimensional robust regression
Scale calibration for high-dimensional robust regressionElectronic Journal of Statistics (EJS), 2018
Yu Li
197
30
0
06 Nov 2018
The distribution of the Lasso: Uniform control over sparse balls and
  adaptive parameter tuning
The distribution of the Lasso: Uniform control over sparse balls and adaptive parameter tuning
Léo Miolane
Andrea Montanari
262
97
0
03 Nov 2018
High Dimensional Robust Inference for Cox Regression Models
High Dimensional Robust Inference for Cox Regression Models
S. Kong
Zhuqing Yu
Xianyang Zhang
Guang Cheng
220
10
0
01 Nov 2018
On the Properties of Simulation-based Estimators in High Dimensions
On the Properties of Simulation-based Estimators in High Dimensions
S. Guerrier
Mucyo Karemera
Samuel Orso
Maria-Pia Victoria-Feser
281
2
0
10 Oct 2018
Moderate-Dimensional Inferences on Quadratic Functionals in Ordinary
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Moderate-Dimensional Inferences on Quadratic Functionals in Ordinary Least Squares
Xiao Guo
Guang Cheng
146
7
0
02 Oct 2018
Inference for Individual Mediation Effects and Interventional Effects in
  Sparse High-Dimensional Causal Graphical Models
Inference for Individual Mediation Effects and Interventional Effects in Sparse High-Dimensional Causal Graphical Models
Abhishek Chakrabortty
Preetam Nandy
Hongzhe Li
CML
230
19
0
27 Sep 2018
Deep Neural Networks for Estimation and Inference
Deep Neural Networks for Estimation and Inference
M. Farrell
Tengyuan Liang
S. Misra
BDL
401
260
0
26 Sep 2018
Automatic Debiased Machine Learning of Causal and Structural Effects
Automatic Debiased Machine Learning of Causal and Structural Effects
Victor Chernozhukov
Whitney Newey
Rahul Singh
CMLAI4CE
501
137
0
14 Sep 2018
Statistical inference and feasibility determination: a nonasymptotic
  approach
Statistical inference and feasibility determination: a nonasymptotic approach
Ying Zhu
166
0
0
17 Aug 2018
Logistic regression and Ising networks: prediction and estimation when
  violating lasso assumptions
Logistic regression and Ising networks: prediction and estimation when violating lasso assumptions
L. Waldorp
M. Marsman
G. Maris
181
10
0
28 Jul 2018
Prediction regions through Inverse Regression
Prediction regions through Inverse RegressionJournal of machine learning research (JMLR), 2018
Emilie Devijver
Émeline Perthame
232
8
0
09 Jul 2018
Semi-supervised Inference for Explained Variance in High-dimensional
  Linear Regression and Its Applications
Semi-supervised Inference for Explained Variance in High-dimensional Linear Regression and Its Applications
T. Tony Cai
Zijian Guo
233
73
0
16 Jun 2018
High-Dimensional Inference for Cluster-Based Graphical Models
High-Dimensional Inference for Cluster-Based Graphical Models
Carson Eisenach
F. Bunea
Y. Ning
Claudiu Dinicu
235
8
0
13 Jun 2018
High-Dimensional Econometrics and Regularized GMM
High-Dimensional Econometrics and Regularized GMM
A. Belloni
Victor Chernozhukov
Denis Chetverikov
Christian B. Hansen
Kengo Kato
315
70
0
05 Jun 2018
Approximate Newton-based statistical inference using only stochastic
  gradients
Approximate Newton-based statistical inference using only stochastic gradients
Tianyang Li
Anastasios Kyrillidis
Liu Liu
Constantine Caramanis
176
7
0
23 May 2018
Global and Simultaneous Hypothesis Testing for High-Dimensional Logistic
  Regression Models
Global and Simultaneous Hypothesis Testing for High-Dimensional Logistic Regression Models
Rong Ma
T. Tony Cai
Hongzhe Li
290
71
0
17 May 2018
Simultaneous Parameter Learning and Bi-Clustering for Multi-Response
  Models
Simultaneous Parameter Learning and Bi-Clustering for Multi-Response Models
Ming Yu
Karthikeyan N. Ramamurthy
Addie M. Thompson
A. Lozano
159
2
0
29 Apr 2018
High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor
  Model
High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor ModelQuarterly Journal of Finance (QJF), 2018
Liao Zhu
Sumanta Basu
R. Jarrow
M. Wells
622
25
0
23 Apr 2018
Variable Selection via Adaptive False Negative Control in Linear
  Regression
Variable Selection via Adaptive False Negative Control in Linear RegressionElectronic Journal of Statistics (EJS), 2018
X. J. Jeng
Xiongzhi Chen
199
9
0
20 Apr 2018
A modern maximum-likelihood theory for high-dimensional logistic
  regression
A modern maximum-likelihood theory for high-dimensional logistic regression
Pragya Sur
Emmanuel J. Candes
332
305
0
19 Mar 2018
False Discovery Rate Control via Debiased Lasso
False Discovery Rate Control via Debiased LassoElectronic Journal of Statistics (EJS), 2018
Adel Javanmard
Hamid Javadi
286
62
0
12 Mar 2018
Joint Estimation and Inference for Data Integration Problems based on
  Multiple Multi-layered Gaussian Graphical Models
Joint Estimation and Inference for Data Integration Problems based on Multiple Multi-layered Gaussian Graphical Models
Subhabrata Majumdar
George Michailidis
190
5
0
09 Mar 2018
Confidence intervals for high-dimensional Cox models
Confidence intervals for high-dimensional Cox models
Yi Yu
Jelena Bradic
R. Samworth
243
36
0
03 Mar 2018
Semi-Analytic Resampling in Lasso
Semi-Analytic Resampling in LassoJournal of machine learning research (JMLR), 2018
T. Obuchi
Y. Kabashima
292
9
0
28 Feb 2018
Testability of high-dimensional linear models with non-sparse structures
Testability of high-dimensional linear models with non-sparse structuresAnnals of Statistics (Ann. Stat.), 2018
Jelena Bradic
Jianqing Fan
Yinchu Zhu
354
18
0
26 Feb 2018
De-Biased Machine Learning of Global and Local Parameters Using
  Regularized Riesz Representers
De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers
Victor Chernozhukov
Whitney Newey
Rahul Singh
542
104
0
23 Feb 2018
De-biased sparse PCA: Inference and testing for eigenstructure of large
  covariance matrices
De-biased sparse PCA: Inference and testing for eigenstructure of large covariance matrices
Jana Janková
Sara van de Geer
199
18
0
31 Jan 2018
Model-assisted inference for treatment effects using regularized
  calibrated estimation with high-dimensional data
Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data
Z. Tan
150
97
0
30 Jan 2018
Inference in high-dimensional graphical models
Inference in high-dimensional graphical models
Jana Janková
Sara van de Geer
234
69
0
25 Jan 2018
Debiased Machine Learning of Set-Identified Linear Models
Debiased Machine Learning of Set-Identified Linear ModelsJournal of Econometrics (JE), 2017
Vira Semenova
543
5
0
28 Dec 2017
Accurate Inference for Adaptive Linear Models
Accurate Inference for Adaptive Linear Models
Y. Deshpande
Lester W. Mackey
Vasilis Syrgkanis
Matt Taddy
OffRL
431
68
0
18 Dec 2017
Estimating the error variance in a high-dimensional linear model
Estimating the error variance in a high-dimensional linear model
Guo Yu
Jacob Bien
276
41
0
06 Dec 2017
Debiasing the Debiased Lasso with Bootstrap
Debiasing the Debiased Lasso with Bootstrap
Sai Li
202
16
0
09 Nov 2017
Inter-Subject Analysis: Inferring Sparse Interactions with Dense
  Intra-Graphs
Inter-Subject Analysis: Inferring Sparse Interactions with Dense Intra-Graphs
Cong Ma
Junwei Lu
Han Liu
213
8
0
20 Sep 2017
On the efficiency of the de-biased Lasso
On the efficiency of the de-biased Lasso
Sara van de Geer
230
6
0
26 Aug 2017
Efficient Estimation of Linear Functionals of Principal Components
Efficient Estimation of Linear Functionals of Principal Components
V. Koltchinskii
Matthias Loffler
Richard Nickl
274
37
0
25 Aug 2017
Inference for high-dimensional instrumental variables regression
Inference for high-dimensional instrumental variables regression
David Gold
Johannes Lederer
Jing Tao
352
40
0
18 Aug 2017
Fixed effects testing in high-dimensional linear mixed models
Fixed effects testing in high-dimensional linear mixed modelsJournal of the American Statistical Association (JASA), 2017
Jelena Bradic
G. Claeskens
Thomas Gueuning
163
20
0
14 Aug 2017
Breaking the curse of dimensionality in regression
Breaking the curse of dimensionality in regression
Yinchu Zhu
Jelena Bradic
316
19
0
01 Aug 2017
Adaptive Inferential Method for Monotone Graph Invariants
Adaptive Inferential Method for Monotone Graph Invariants
Junwei Lu
Matey Neykov
Han Liu
187
4
0
28 Jul 2017
Asymptotic Confidence Regions for High-dimensional Structured Sparsity
Asymptotic Confidence Regions for High-dimensional Structured Sparsity
Benjamin Stucky
Sara van de Geer
208
13
0
28 Jun 2017
Regularized Ordinal Regression and the ordinalNet R Package
Regularized Ordinal Regression and the ordinalNet R Package
Mike Wurm
P. Rathouz
B. Hanlon
225
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