125 citations · 125 across the 1 of their papers we have counts for
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Inference in high-dimensional graphical models
Jana Jankova, Sara van de Geer
We provide a selected overview of methodology and theory for estimation and inference on the edge weights in high-dimensional directed and undirected Gaussian graphical models. For…
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…
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…
Confidence intervals for high-dimensional inverse covariance estimation
Jana Jankova, Sara van de Geer
We propose methodology for statistical inference for low-dimensional parameters of sparse precision matrices in a high-dimensional setting. Our method leads to a non-sparse estimat…