13 citations · 18 across the 6 of their papers we have counts for
4 papers · 1 filter
Analysis of Conditional Randomisation and Permutation schemes with application to conditional independence testing
Małgorzata Łazęcka, Bartosz Kołodziejek, Jan Mielniczuk
We study properties of two resampling scenarios: Conditional Randomisation and Conditional Permutation schemes, which are relevant for testing conditional independence of discrete…
Improving Lasso for model selection and prediction
Piotr Pokarowski, Wojciech Rejchel, Agnieszka Soltys +2
It is known that the Thresholded Lasso (TL), SCAD or MCP correct intrinsic estimation bias of the Lasso. In this paper we propose an alternative method of improving the Lasso for p…
Selection consistency of Lasso-based procedures for misspecified high-dimensional binary model and random regressors
Mariusz Kubkowski, Jan Mielniczuk
We consider selection of random predictors for high-dimensional regression problem with binary response for a general loss function. Important special case is when the binary model…
Linear regression model selection using p-values when the model dimension grows
Piotr Pokarowski, Jan Mielniczuk, Paweł Teisseyre
We consider a new criterion-based approach to model selection in linear regression. Properties of selection criteria based on p-values of a likelihood ratio statistic are studied f…