832 citations · 3k across the 34 of their papers we have counts for
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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…
Robust Low-Rank Matrix Estimation
Andreas Elsener, Sara van de Geer
Many results have been proved for various nuclear norm penalized estimators of the uniform sampling matrix completion problem. However, most of these estimators are not robust: in…
On concentration for (regularized) empirical risk minimization
Sara van de Geer, Martin Wainwright
Rates of convergence for empirical risk minimizers have been well studied in the literature. In this paper, we aim to provide a complementary set of results, in particular by showi…
Semi-parametric efficiency bounds for high-dimensional models
Jana Jankova, Sara van de Geer
Asymptotic lower bounds for estimation play a fundamental role in assessing the quality of statistical procedures. In this paper we propose a framework for obtaining semi-parametri…