Benjamin Stucky

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20152019

most citedAsymptotic Confidence Regions for High-dimensional Structured Sparsity

14 citations · 22 across the 3 of their papers we have counts for

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2 papers · 1 filter

math.ST2015★ 7 cited

Sharp Oracle Inequalities for Square Root Regularization

Benjamin Stucky, Sara van de Geer

We study a set of regularization methods for high-dimensional linear regression models. These penalized estimators have the square root of the residual sum of squared errors as los…

math.ST2015★ 1 cited

$χ^{2}$ -confidence sets in high-dimensional regression

Sara van de Geer, Benjamin Stucky

We study a high-dimensional regression model. Aim is to construct a confidence set for a given group of regression coefficients, treating all other regression coefficients as nuisa…

Sharp Oracle Inequalities for Square Root Regularization

χ2-confidence sets in high-dimensional regression

$χ^{2}$ -confidence sets in high-dimensional regression