most citedOnline Debiased Lasso for Streaming Data

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math.ST2021★ 1 cited

Statistical Inference in High-dimensional Generalized Linear Models with Streaming Data

Lan Luo, Ruijian Han, Yuanyuan Lin +1

In this paper we develop an online statistical inference approach for high-dimensional generalized linear models with streaming data for real-time estimation and inference. We prop…

math.ST2021★ 3 cited

Online Debiased Lasso for Streaming Data

Ruijian Han, Lan Luo, Yuanyuan Lin +1

We propose an online debiased lasso (ODL) method for statistical inference in high-dimensional linear models with streaming data. The proposed ODL consists of an efficient computat…