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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

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5 papers · 1 filter

stat.ME2016★ 16 cited

Confidence regions for high-dimensional generalized linear models under sparsity

Jana Janková, Sara van de Geer

We study asymptotically normal estimation and confidence regions for low-dimensional parameters in high-dimensional sparse models. Our approach is based on the -penalized M…

stat.ME2015★ 55 cited

High-dimensional inference in misspecified linear models

Peter Bühlmann, Sara van de Geer

We consider high-dimensional inference when the assumed linear model is misspecified. We describe some correct interpretations and corresponding sufficient assumptions for valid as…

stat.ME2012★ 162 cited

Correlated variables in regression: clustering and sparse estimation

Peter Bühlmann, Philipp Rütimann, Sara van de Geer +1

We consider estimation in a high-dimensional linear model with strongly correlated variables. We propose to cluster the variables first and do subsequent sparse estimation such as…

stat.ME2012★ 194 cited

L1-Penalization for Mixture Regression Models

Nicolas Städler, Peter Bühlmann, Sara van de Geer

We consider a finite mixture of regressions (FMR) model for high-dimensional inhomogeneous data where the number of covariates may be much larger than sample size. We propose an l1…

stat.ME2010★ 133 cited

Estimation for High-Dimensional Linear Mixed-Effects Models Using -Penalization

Jürg Schelldorfer, Peter Bühlmann, Sara van de Geer

We propose an -penalized estimation procedure for high-dimensional linear mixed-effects models. The models are useful whenever there is a grouping structure among high-dime…