832 citations · 3k across the 34 of their papers we have counts for
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Concentration behavior of the penalized least squares estimator
Alan Muro, Sara van de Geer
Consider the standard nonparametric regression model and take as estimator the penalized least squares function. In this article, we study the trade-off between closeness to the tr…
Sharp Oracle Inequalities for Square Root Regularization
Benjamin Stucky, Sara van de Geer
We study a set of regularization methods for high-dimensional linear regression models. These penalized estimators have the square root of the residual sum of squared errors as los…
Honest confidence regions and optimality in high-dimensional precision matrix estimation
Jana Janková, Sara van de Geer
We propose methodology for estimation of sparse precision matrices and statistical inference for their low-dimensional parameters in a high-dimensional setting where the number of…
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…
-confidence sets in high-dimensional regression
Sara van de Geer, Benjamin Stucky
We study a high-dimensional regression model. Aim is to construct a confidence set for a given group of regression coefficients, treating all other regression coefficients as nuisa…