511 citations · 3.1k across the 65 of their papers we have counts for
Showing 2013 · math.STShow all
2 papers · 2 filters
math.ST2013★ 511 cited
Exact post-selection inference, with application to the lasso
Jason D. Lee, Dennis L. Sun, Yuekai Sun +1
We develop a general approach to valid inference after model selection. At the core of our framework is a result that characterizes the distribution of a post-selection estimator c…
math.ST2013
On model selection consistency of regularized M-estimators
Jason D. Lee, Yuekai Sun, Jonathan E. Taylor
Regularized M-estimators are used in diverse areas of science and engineering to fit high-dimensional models with some low-dimensional structure. Usually the low-dimensional struct…