High-dimensional statistical inference
Web15 de jul. de 2024 · A high-dimensional statistical inference procedure with theoretical guarantees for multivariate Hawkes process is proposed, using a new concentration inequality on the first and second-order statistics for integrated stochastic processes, which summarizes the entire history of the process. Fueled in part by recent applications in … WebEstimating structured high-dimensional covariance and precision matrices: Optimal rates and adaptive estimation (with discussion). Electronic Journal of Statistics 10, 1-59. Cai, T. T. & Zhang, A. (2016). Inference for high-dimensional differential correlation matrices. Journal of Multivariate Analysis 143, 107–126.
High-dimensional statistical inference
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WebHigh-Dimensional Statistical Inferences Ming Yuan, Columbia University Scribe: Kiran Vodrahalli 01/22/2024 1 LECTURE 1: Introduction I will focus on the methods, theory, … WebAbstract. High-dimensional group inference is an essential part of statistical methods for analysing complex data sets, including hierarchical testing, tests of interaction, detection of heterogeneous treatment effects and inference for local heritability. Group inference in regression models can be measured with respect to a weighted quadratic ...
WebIn this paper we develop an online statistical inference approach for high-dimensional generalized linear models with streaming data for real-time estimation and inference. …
http://proceedings.mlr.press/v89/feng19a/feng19a.pdf Web2.2.1 Optimality of statistical inference In high-dimensional linear model, the paper [31] established the minimax expected length of the con dence interval over the parameter …
WebIn this article, we develop a new estimation and valid inference method for single or low-dimensional regression coefficients in high-dimensional generalized linear models. …
Webfor Data with High Dimension, High dimensional statistical inference: theoretical development to data analytics, Big data challenges in genomics, Analysis of microarray … chuck steak fajitas recipeWebOn asymptotically optimal confidence regions and tests for high-dimensional models. Ann. Statist., 42(3): 1166-1202, 06 2014. Google Scholar; Sara A. van de Geer. High-dimensional generalized linear models and the lasso. Ann. Statist., 36(2):614-645, 04 2008. Google Scholar; Aad W van der Vaart. Asymptotic statistics, volume 3. des moines register death noticesWebEstimation 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 … chuck steak beef stew slow cookerWeb29 de ago. de 2016 · Here, we reformulate high-dimensional statistical inference in the framework of the statistical physics of quenched disorder to address these fundamental issues for big data. We are accordingly able to obtain powerful generalizations of time-honored classical statistical theorems dating back to the 1940s. chuck steak food networkWeb3 de out. de 2024 · Inference on High-dimensional Single-index Models with Streaming Data. Traditional statistical methods are faced with new challenges due to streaming … chuck steak for beef stewWebDownloadable (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 … des moines register buildingWeb12 de mar. de 2024 · Statistical Inference for High Dimensional Panel Functional Time Series. Zhou Zhou, Holger Dette. In this paper we develop statistical inference tools for … des moines register andrea sahouri