Web7 de out. de 2024 · ABSTRACT. This article considers the estimation and inference of the low-rank components in high-dimensional matrix-variate factor models, where each … 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 ...
High-dimensional robust inference for censored linear models
WebAccess to Project Euclid content from this IP address has been suspended. If your organization is a subscriber, please contact your librarian/institutional administrator. If you are a non-subscriber, please contact the Help Desk. Business Office. 905 W. Main Street. Suite 18B. Durham, NC 27701 USA. WebIn this work, we propose a Bayesian methodology to make inferences for the memory parameter and other characteristics under non-standard assumptions for a class of stochastic processes. This class generalizes the Gamma-modulated process, with trajectories that exhibit long memory behavior, as well as decreasing variability as time … dr bradley borsari fullerton ca
Structural inference in sparse high-dimensional vector …
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 variable selection in high-dimension Kosuke Imai (Princeton) High-Dimensional Causal Inference Harvard/MIT (Feb., 2016) 11 / 11 WebHigh-Dimensional Methods and Inference on Structural and Treatment Effects† Alexandre Belloni is Associate Professor of Decision Sciences, Fuqua School of Business, Duke … WebDownloadable (with restrictions)! Confidence sets are of key importance in high-dimensional statistical inference. Under case–control study, a popular response-selective sampling design in medical study or econometrics, we consider the confidence intervals and statistical tests for single or low-dimensional parameters in high-dimensional logistic … dr bradley boop little rock