S. A. van de Geer

activity

20082024

most citedOn asymptotically optimal confidence regions and tests for high-dimensional models

832 citations · 3k across the 34 of their papers we have counts for

collaborators

Showing 2010 · math.STShow all

2 papers · 2 filters

math.ST2010★ 4 cited

The Smooth-Lasso and other $ℓ_{1} + ℓ_{2}$ -penalized methods

Mohamed Hebiri, Sara A. Van De Geer

We consider a linear regression problem in a high dimensional setting where the number of covariates $p$ can be much larger than the sample size $n$ . In such a situation, one often…

math.ST2010★ 10 cited

The adaptive and the thresholded Lasso for potentially misspecified models

Sara van de Geer, Peter Buhlmann, Shuheng Zhou

We revisit the adaptive Lasso as well as the thresholded Lasso with refitting, in a high-dimensional linear model, and study prediction error, $ℓ_{q}$ -error ( $q \in {1, 2}$ ),…

The Smooth-Lasso and other ℓ1​+ℓ2​-penalized methods

The adaptive and the thresholded Lasso for potentially misspecified models

The Smooth-Lasso and other $ℓ_{1} + ℓ_{2}$ -penalized methods