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07/19/2023
Pattern Recovery in Penalized and Thresholded Estimation and its Geometry
We consider the framework of penalized estimation where the penalty term...
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04/08/2022
Uniformly Valid Inference Based on the Lasso in Linear Mixed Models
Linear mixed models (LMMs) are suitable for clustered data and are commo...
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04/20/2020
The Geometry of Uniqueness and Model Selection of Penalized Estimators including SLOPE, LASSO, and Basis Pursuit
We provide a necessary and sufficient condition for the uniqueness of pe...
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10/05/2018
Asymptotic Confidence Regions Based on the Adaptive Lasso with Partial Consistent Tuning
We construct confidence sets based on an adaptive Lasso estimator with c...
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08/14/2013
Confidence Sets Based on Thresholding Estimators in High-Dimensional Gaussian Regression Models
We study confidence intervals based on hard-thresholding, soft-threshold...
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06/29/2011
Distributional Results for Thresholding Estimators in High-Dimensional Gaussian Regression Models
We study the distribution of hard-, soft-, and adaptive soft-thresholdin...
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06/10/2008
Confidence Sets Based on Penalized Maximum Likelihood Estimators in Gaussian Regression
Confidence intervals based on penalized maximum likelihood estimators su...
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01/30/2008
