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 2017 · math.STShow all

3 papers · 2 filters

math.ST2017★ 4 cited

On the efficiency of the de-biased Lasso

Sara van de Geer

We consider the high-dimensional linear regression model $Y = X β^{0} + ε$ with Gaussian noise $ε$ and Gaussian random design $X$ . We assume that $Σ := E X^{T} X / n$ is non-singular an…

math.ST2017★ 14 cited

Asymptotic Confidence Regions for High-dimensional Structured Sparsity

Benjamin Stucky, Sara van de Geer

In the setting of high-dimensional linear regression models, we propose two frameworks for constructing pointwise and group confidence sets for penalized estimators which incorpora…

math.ST2017★ 1 cited

Some exercises with the Lasso and its compatibility constant

Sara van de Geer

We consider the Lasso for a noiseless experiment where one has observations $X β^{0}$ and uses the penalized version of basis pursuit. We compute for some special designs the compati…