2 papers
stat.ME2025
Alternative Likelihood Approximations for High-Dimensional Intervals for Lasso
Logan Harris, Patrick Breheny
Classical frequentist approaches to inference for the lasso emphasize exact coverage for each feature, which requires debiasing and severs the connection between confidence interva…
stat.ME2025
A New Perspective on High Dimensional Confidence Intervals
Logan Harris, Patrick Breheny
Classically, confidence intervals are required to have consistent coverage across all values of the parameter. However, this will inevitably break down if the underlying estimation…