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Selection and Estimation for Large-Scale Simultaneous Inference
Large-Scale Simultaneous Inference Selection
2015/8/20
Modern scientific technology is providing a new class of simultaneous inference
problems for the applied statistician, where there are hundreds or thousands or even
more hypothesis tests to co...
Near-ideal model selection by `1 minimization
Model selection oracle inequalities the lasso compressed sensing incoherence eigenvalues of random matrices
2015/6/17
We consider the fundamental problem of estimating the mean of a vector y = Xβ + z, where X is an n× p design matrix in which one can have far more variables than observations and z is a stochastic err...