Web12 de jan. de 2024 · In this paper, we review these properties of Bayesian and related methods for several high-dimensional models such as many normal means problem, … Web21 de dez. de 2024 · We develop theory of high-dimensional U-statistic, circumvent challenges stemming from the non-smoothness of loss function, and establish convergence rate of regularized estimator and asymptotic normality of the resulting de-biased estimator as well as consistency of the asymptotic variance estimation.
Estimation and Inference for High-Dimensional Generalized …
WebIn 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 ... WebHigh-Dimensional Methods and Inference on Structural and Treatment Effects† Alexandre Belloni is Associate Professor of Decision Sciences, Fuqua School of Business, Duke University, Durham, North Carolina. Victor Chernozhukov is Professor of Economics, Massachusetts Institute of Technology, Cambridge, Massachusetts. Christian Hansen is ips roopa facebook
High Dimensional Inference With Random Maximum A-Posteriori ...
Web20 de ago. de 2024 · With the availability of high-dimensional genetic biomarkers, it is of interest to identify heterogeneous effects of these predictors on patients’ survival, along … Web14 de abr. de 2024 · Background: High-dimensional mediation analysis is an extension of unidimensional mediation analysis that includes multiple mediators, and increasingly it is being used to evaluate the indirect omics-layer effects of environmental exposures on health outcomes. Analyses involving high-dimensional mediators raise several statistical … WebTo the best of our knowledge, no structural inference methods exist for sparse high-dimensional systems. Our paper attempts to fill this gap. By now, a quite large literature has emerged that deals with the problem of fitting sparse high-dimensional VAR models using ℓ 1 -penalized estimators; see among others Song and Bickel (2011), Han et al. … ips rrttllu