4 citations · 8 across the 3 of their papers we have counts for
3 papers
stat.ME2019★ 4 cited
Constructing confidence sets after lasso selection by randomized estimator augmentation
Seunghyun Min, Qing Zhou
Although a few methods have been developed recently for building confidence intervals after model selection, how to construct confidence sets for joint post-selection inference is…
stat.ME2016★ 2 cited
Estimator Augmentation with Applications in High-Dimensional Group Inference
Qing Zhou, Seunghyun Min
To make inference about a group of parameters on high-dimensional data, we develop the method of estimator augmentation for the block Lasso, which is defined via the block norm. By…
math.ST2015★ 2 cited
Uncertainty Quantification Under Group Sparsity
Qing Zhou, Seunghyun Min
Quantifying the uncertainty in penalized regression under group sparsity is an important open question. We establish, under a high-dimensional scaling, the asymptotic validity of a…