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 2010Show all

3 papers · 1 filter

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…

stat.ME2010★ 133 cited

Estimation for High-Dimensional Linear Mixed-Effects Models Using $ℓ_{1}$ -Penalization

Jürg Schelldorfer, Peter Bühlmann, Sara van de Geer

We propose an $ℓ_{1}$ -penalized estimation procedure for high-dimensional linear mixed-effects models. The models are useful whenever there is a grouping structure among high-dime…

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

Estimation for High-Dimensional Linear Mixed-Effects Models Using ℓ1​-Penalization

The adaptive and the thresholded Lasso for potentially misspecified models

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

Estimation for High-Dimensional Linear Mixed-Effects Models Using $ℓ_{1}$ -Penalization