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Confidence Intervals and Hypothesis Testing for High-Dimensional Regression

Journal of machine learning research (JMLR), 2013

13 June 2013

Adel Javanmard

Andrea Montanari

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

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Title
Uniformly Valid Confidence Sets Based on the Lasso K. Ewald U. Schneider 229 11 0 19 Jul 2015
Recursive Sparse Point Process Regression with Application to Spectrotemporal Receptive Field Plasticity AnalysisIEEE Transactions on Signal Processing (IEEE TSP), 2015 Alireza Sheikhattar J. Fritz S. Shamma B. Babadi 138 26 0 16 Jul 2015
Honest confidence regions and optimality in high-dimensional precision matrix estimationTest (Madrid) (TM), 2015 Jana Janková Sara van de Geer 307 78 0 08 Jul 2015
Uncertainty Quantification Under Group Sparsity Qing Zhou Seunghyun Min 207 3 0 05 Jul 2015
Confidence Intervals for High-Dimensional Linear Regression: Minimax Rates and Adaptivity T. Tony Cai Zijian Guo 342 189 0 18 Jun 2015
Fast sampling with Gaussian scale-mixture priors in high-dimensional regression A. Bhattacharya Antik Chakraborty Bani Mallick 289 193 0 15 Jun 2015
Inference of high-dimensional linear models with time-varying coefficients Xiaohui Chen Yifeng He 264 9 0 12 Jun 2015
Inferring Graphs from Cascades: A Sparse Recovery FrameworkInternational Conference on Machine Learning (ICML), 2015 Jean Pouget-Abadie Thibaut Horel 179 53 0 21 May 2015
Uncertainty Quantification for Matrix Compressed Sensing and Quantum Tomography ProblemsProgress in probability (PP), 2015 Alexandra Carpentier Jens Eisert David Gross Richard Nickl 219 20 0 13 Apr 2015
Inference in Additively Separable Models With a High-Dimensional Set of Conditioning Variables Damian Kozbur CML 381 12 0 18 Mar 2015
Communication-efficient sparse regression: a one-shot approach Jason D. Lee Yuekai Sun Qiang Liu Jonathan E. Taylor 301 67 0 14 Mar 2015
Kernel Meets Sieve: Post-Regularization Confidence Bands for Sparse Additive Model Junwei Lu Mladen Kolar Han Liu 255 23 0 10 Mar 2015
ROCKET: Robust Confidence Intervals via Kendall's Tau for Transelliptical Graphical Models Rina Foygel Barber Mladen Kolar 242 47 0 26 Feb 2015
Prediction error of cross-validated Lasso S. Chatterjee Jafar Jafarov 329 44 0 23 Feb 2015
An iterative hard thresholding estimator for low rank matrix recovery with explicit limiting distribution Alexandra Carpentier Arlene K. H. Kim 277 17 0 16 Feb 2015
A sequential rejection testing method for high-dimensional regression with correlated variables Jacopo Mandozzi Peter Buhlmann 234 10 0 11 Feb 2015
Local and Global Inference for High Dimensional Nonparanormal Graphical Models Quanquan Gu Yuanbin Cao Y. Ning Han Liu 212 20 0 09 Feb 2015
High-Dimensional Longitudinal Classification with the Multinomial Fused Lasso S. Adhikari F. Lecci J. Becker B. Junker L. Kuller O. Lopez Robert Tibshirani 140 13 0 29 Jan 2015
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach Victor Chernozhukov Christian B. Hansen Martin Spindler 500 187 0 14 Jan 2015
Uniform Inference in High-dimensional Dynamic Panel Data Models Anders Bredahl Kock Haihan Tang 335 29 0 02 Jan 2015
A General Theory of Hypothesis Tests and Confidence Regions for Sparse High Dimensional Models Y. Ning Han Liu 722 334 0 30 Dec 2014
High Dimensional Expectation-Maximization Algorithm: Statistical Optimization and Asymptotic Normality Zhaoran Wang Quanquan Gu Y. Ning Han Liu 305 55 0 30 Dec 2014
A General Framework for Robust Testing and Confidence Regions in High-Dimensional Quantile Regression Tianqi Zhao Mladen Kolar Han Liu 218 45 0 30 Dec 2014
On Semiparametric Exponential Family Graphical ModelsJournal of machine learning research (JMLR), 2014 Zhuoran Yang Y. Ning Han Liu 262 33 0 30 Dec 2014
Inference for Sparse Conditional Precision Matrices Jialei Wang Mladen Kolar 213 23 0 24 Dec 2014
The Benefit of Group Sparsity in Group Inference with De-biased Scaled Group Lasso Ritwik Mitra Cun-Hui Zhang 394 47 0 13 Dec 2014
A Likelihood Ratio Framework for High Dimensional Semiparametric Regression Y. Ning Tianqi Zhao Han Liu 306 36 0 06 Dec 2014
High-Dimensional Semiparametric Selection Models: Estimation Theory with an Application to the Retail Gasoline Market Ying Zhu 752 1 0 04 Nov 2014
Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso Mehmet Caner Anders Bredahl Kock 383 70 0 15 Oct 2014
Minimax Estimation of Functionals of Discrete DistributionsIEEE Transactions on Information Theory (IEEE Trans. Inf. Theory), 2014 Jiantao Jiao K. Venkat Yanjun Han Tsachy Weissman 519 261 0 26 Jun 2014
Rejoinder: "A significance test for the lasso" R. Lockhart Jonathan E. Taylor Robert Tibshirani Robert Tibshirani 150 9 0 27 May 2014
Discussion: "A significance test for the lasso" Peter Buhlmann L. Meier Sara van de Geer 131 3 0 27 May 2014
On the Theoretical Guarantees for Parameter Estimation of Gaussian Random Field Models: A Sparse Precision Matrix Approach S. Tajbakhsh N. Aybat E. Castillo 235 10 0 21 May 2014
Controlling the false discovery rate via knockoffs Rina Foygel Barber Emmanuel J. Candès 526 808 0 22 Apr 2014
Geometric Inference for General High-Dimensional Linear Inverse Problems T. Tony Cai Tengyuan Liang Alexander Rakhlin 266 28 0 17 Apr 2014
High-dimensional genome-wide association study and misspecified mixed model analysis Jiming Jiang Cong Li D. Paul Can Yang Hongyu Zhao 134 8 0 09 Apr 2014
Worst possible sub-directions in high-dimensional modelsJournal of Multivariate Analysis (JMA), 2014 Sara van de Geer 283 11 0 27 Mar 2014
Confidence intervals for high-dimensional inverse covariance estimation Jana Janková Sara van de Geer 463 194 0 26 Mar 2014
Exact Post Model Selection Inference for Marginal ScreeningNeural Information Processing Systems (NeurIPS), 2014 Jason D. Lee Jonathan E. Taylor 295 105 0 23 Feb 2014
Monte Carlo Simulation for Lasso-Type Problems by Estimator Augmentation Qing Zhou 316 16 0 17 Jan 2014
Inference in High Dimensions with the Penalized Score Test Arend Voorman Ali Shojaie Daniela Witten 327 35 0 12 Jan 2014
Hierarchical Testing in the High-Dimensional Setting with Correlated Variables Jacopo Mandozzi Peter Buhlmann 284 38 0 19 Dec 2013
Exact post-selection inference, with application to the lasso Jason D. Lee Dennis L. Sun Yuekai Sun Jonathan E. Taylor 635 772 0 25 Nov 2013
Nearly Optimal Sample Size in Hypothesis Testing for High-Dimensional RegressionAllerton Conference on Communication, Control, and Computing (Allerton), 2013 Adel Javanmard Andrea Montanari 233 27 0 01 Nov 2013
A Global Homogeneity Test for High-Dimensional Linear Regression Camille Charbonnier Nicolas Verzélen Fanny Villers 368 4 0 16 Aug 2013
On asymptotically optimal confidence regions and tests for high-dimensional models Sara van de Geer Peter Buhlmann Yaácov Ritov Ruben Dezeure 635 1,196 0 03 Mar 2013
A significance test for the lassoAnnals of Statistics (AoS), 2013 R. Lockhart Jonathan E. Taylor Robert Tibshirani Robert Tibshirani 454 675 0 30 Jan 2013
Hypothesis Testing in High-Dimensional Regression under the Gaussian Random Design Model: Asymptotic TheoryIEEE Transactions on Information Theory (IEEE Trans. Inf. Theory), 2013 Adel Javanmard Andrea Montanari 484 165 0 17 Jan 2013
Confidence sets in sparse regression Richard Nickl Sara van de Geer 381 112 0 07 Sep 2012
Finite sample posterior concentration in high-dimensional regression Nate Strawn Artin Armagan Rayan Saab Lawrence Carin David B. Dunson 271 5 0 20 Jul 2012