5 citations · 8 across the 8 of their papers we have counts for
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math.ST2017
Targeted Undersmoothing
Christian Hansen, Damian Kozbur, Sanjog Misra
This paper proposes a post-model selection inference procedure, called targeted undersmoothing, designed to construct uniformly valid confidence sets for a broad class of functiona…
stat.ML2017
Sharp Convergence Rates for Forward Regression in High-Dimensional Sparse Linear Models
Damian Kozbur
Forward regression is a statistical model selection and estimation procedure which inductively selects covariates that add predictive power into a working statistical regression mo…