Post-Selection Inference for Generalized Linear Models With Many Controls

On asymptotically optimal confidence regions and tests for high-dimensional models

(2014) Sara van de Geer et al.   ANNALS OF STATISTICS

Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems

(2014) A. Belloni et al.   BIOMETRIKA

Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors

(2013) Victor Chernozhukov et al.   ANNALS OF STATISTICS

Confidence intervals for low dimensional parameters in high dimensional linear models

(2013) Cun-Hui Zhang et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain

(2012)   ECONOMETRICA

Robust 1-bit Compressed Sensing and Sparse Logistic Regression: A Convex Programming Approach

(2012) Yaniv Plan et al.   IEEE TRANSACTIONS ON INFORMATION THEORY

A Unified Framework for High-Dimensional Analysis of $M$-Estimators with Decomposable Regularizers

(2012) Sahand N. Negahban et al.   STATISTICAL SCIENCE

High-dimensional Ising model selection using ℓ 1 -regularized logistic regression

(2010) Pradeep Ravikumar et al.   ANNALS OF STATISTICS

The group lasso for logistic regression

(2010) Lukas Meier et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Self-concordant analysis for logistic regression

(2010) Francis Bach   Electronic Journal of Statistics

Simultaneous analysis of Lasso and Dantzig selector

(2009) Peter J. Bickel et al.   ANNALS OF STATISTICS

On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding

(2009) Benedikt M. Pötscher et al.   JOURNAL OF MULTIVARIATE ANALYSIS

High-dimensional generalized linear models and the lasso

(2008) Sara A. van de Geer   ANNALS OF STATISTICS

Honest variable selection in linear and logistic regression models via ℓ1 and ℓ1+ℓ2 penalization

(2008) Florentina Bunea   Electronic Journal of Statistics

On sparse reconstruction from Fourier and Gaussian measurements

(2007) Mark Rudelson et al.   COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS

Sparse estimators and the oracle property, or the return of Hodges’ estimator

(2007) Hannes Leeb et al.   JOURNAL OF ECONOMETRICS