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High dimensional inference

WebCommunication-efficient estimation and inference for high-dimensional quantile regression based on smoothed decorrelated score. Fengrui Di, Fengrui Di. School of Statistics ... we focus on the distributed estimation and inference for a preconceived low-dimensional parameter vector in the high-dimensional quantile regression model with small ... WebEstimation 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 of high dimension. Annals of Statistics 40, 436-465. [5] Bai, J., Li, K., 2016. Maximum likelihood estimation and inference for approximate factor models of high ...

Inference for high‐dimensional linear models with locally …

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 Web28 de out. de 2024 · This "high-dimensional regime" is reminiscent of statistical mechanics, which aims at describing the macroscopic behavior of a complex … parker healthcare consulting https://rixtravel.com

Estimation and Inference for High-Dimensional Generalized Linear …

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 … Web12 de abr. de 2024 · A novel algorithm, TransHDGLM, that integrates data from the target study and the source studies is proposed. Minimax rate of convergence for estimation is established and the proposed estimator is shown to be rate-optimal. Statistical inference for the target regression coefficients is also studied. Webhigh-dimensional statistical theory, emphasizing a number of open problems. Key words and phrases: Inference, likelihood, model uncertainty, nuisance parameters, parameter orthogonalization, sparsity. 1. INTRODUCTION In broad terms, probability may be needed to describe a context in the initial planning phases of an investigation, parker healthcare group

High-Dimensional Methods and Inference on Structural and …

Category:Some Perspectives on Inference in High Dimensions

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High dimensional inference

High-Dimensional Causal Inference - Harvard University

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 … Web14 de abr. de 2024 · Traditional Food Knowledge (TFK) is needed to define the acculturation of culture, society, and health in the context of food. TFK is essential for a …

High dimensional inference

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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 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 ...

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 … WebIn this work, we study high-dimensional varying-coefficient quantile regression models and develop new tools for statistical inference. We focus on development of valid confidence intervals and honest tests for nonparametric coefficients at a fixed time point and quantile, while allowing for a high-dimensional setting where the number of input ...

Web28 de set. de 2024 · A common complication that can arise with analyses of high-dimensional data is the repeated use of hypothesis tests. A second complication, … Web9 de out. de 2024 · In this work we will argue that the bootstrap is very useful for individual and especially for simultaneous inference in high-dimensional linear models, that is for testing individual or group hypotheses H_ {0,j} or H_ {0,G}, and for corresponding individual or simultaneous confidence regions. We thereby also demonstrate its usefulness to deal ...

WebHigh-dimensional empirical likelihood inference 3 high-dimensional over-identification test by assessing the maximum of the marginal empirical likelihood ratios. Our …

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 dimension of the matrix-variates (p × q) is comparable to or greater than the number of observations (T).We propose an estimation method called α-PCA that preserves the … parker health and rehabWeb19 de nov. de 2006 · High Dimensional Statistical Inference and Random Matrices. Iain M. Johnstone. Multivariate statistical analysis is concerned with observations on several variables which are thought to possess some degree of inter-dependence. Driven by problems in genetics and the social sciences, it first flowered in the earlier half of the last … time warner eastgateWebAbstract Linear regression models with stationary errors are well studied but the non-stationary assumption is more realistic in practice. An estimation and inference procedure for high-dimensional... parker healthcare australiaWebCommunication-efficient estimation and inference for high-dimensional quantile regression based on smoothed decorrelated score. Fengrui Di, Fengrui Di. School of Statistics ... we … parker healthcareWeb21 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. parker healthcare indianaWebTo 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. … parker healthcare sdn bhdWeb20 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 … time warner elyria