High dimensional inference
WebMoreover, the manifold hypothesis is widely applied in machine learning to approximate high-dimensional data using a small number of parameters . Experimental studies … Web22 de jun. de 2024 · Download a PDF of the paper titled Inference in High-dimensional Linear Regression, by Heather S. Battey and Nancy Reid Download PDF Abstract: This …
High dimensional inference
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Web15 de nov. de 2024 · In this paper we develop valid inference for high-dimensional time series. We extend the desparsified lasso to a time series setting under Near-Epoch Dependence (NED) assumptions allowing for non-Gaussian, serially correlated and heteroskedastic processes, where the number of regressors can possibly grow faster … WebMulti-armed bandits in high-dimension More noise sensitivity to the choice of tuning parameter Linear UCB with variable selection attains oracle properties Issues of dynamic …
WebSpringer Nature 2024 LATEX template Statistical Inference and Large-scale Multiple Testing for High-dimensional Regression Models T. Tony Cai1, Zijian Guo2 and Yin Xia3 1Department of Statistics ... Web1 de jan. de 2024 · High-dimensional linear models with independent errors have been well-studied. However, statistical inference on a high-dimensional linear model with heteroskedastic, dependent (and possibly ...
Web4 de jul. de 2024 · FACT: High-Dimensional Random Forests Inference. Random forests is one of the most widely used machine learning methods over the past decade thanks to its outstanding empirical performance. Yet, because of its black-box nature, the results by random forests can be hard to interpret in many big data applications. WebIn this work, we study high-dimensional varying-coefficient quantile regression models and develop new tools for statistical inference. We focus on development of valid confidence intervals and honest tests for nonparametric coefficients at a fixed time point and quantile, while allowing for a high-dimensional setting where the number of input ...
WebHigh-Dimensional Methods and Inference on Structural and Treatment Effects by Alexandre Belloni, Victor Chernozhukov and Christian Hansen. Published in volume 28, issue 2, pages 29-50 of Journal of Economic Perspectives, Spring 2014, Abstract: Data with a large number of variables relative to the sa... phoenix dmv registration renewalWebSpringer Nature 2024 LATEX template Statistical Inference and Large-scale Multiple Testing for High-dimensional Regression Models T. Tony Cai1, Zijian Guo2 and Yin … how do you deflate a sleep number bedWebIn the field of high-dimensional statistical inference more generally, uncertainty quantification has become a major theme over the last decade, originating with influential work on the debiased Lasso in (generalized) linear models (Javanmard and Montanari 2014; van de Geer et al. 2014; Zhang and Zhang 2014), and subsequently developed in other ... how do you defragment windows 10Web25 de jan. de 2024 · Download a PDF of the paper titled Inference in high-dimensional graphical models, by Jana Jankova and Sara van de Geer Download PDF Abstract: We … how do you defrost a mini fridgeWeb15 de nov. de 2024 · This dimensionality enhancement substantially improved therapeutic inference, significantly shifting the therapeutic function leftward to 56.0% (CI = 54.65–57.35%) ( Fig. 3 A, in red). As predicted, reanalysing the same data within a high-dimensional framework potentially enables us to detect the value of interventions that … how do you defrag a hard driveWebEstimation and inference of change points in high-dimensional factor models. Journal of Econometrics 219, 66-100. [4] Bai, J., Li, K., 2012. Statistical analysis of factor models of high dimension. Annals of Statistics 40, 436-465. [5] Bai, J., Li, K., 2016. Maximum likelihood estimation and inference for approximate factor models of high ... how do you dehorn a goatWebMulti-armed bandits in high-dimension More noise sensitivity to the choice of tuning parameter Linear UCB with variable selection attains oracle properties Issues of dynamic variable selection in high-dimension Kosuke Imai (Princeton) High-Dimensional Causal Inference Harvard/MIT (Feb., 2016) 11 / 11 phoenix dnd 3.5