Saha, Esha; Schaeffer, Hayden; Tran, Giang HARFE: hard-ridge random feature expansion. (English) Zbl 07739035 Sampl. Theory Signal Process. Data Anal. 21, No. 2, Paper No. 27, 24 p. (2023). MSC: 65D15 65D40 65K10 PDF BibTeX XML Cite \textit{E. Saha} et al., Sampl. Theory Signal Process. Data Anal. 21, No. 2, Paper No. 27, 24 p. (2023; Zbl 07739035) Full Text: DOI arXiv
Yang, Yaohong; Wang, Lei; Liu, Jiamin; Li, Rui; Lian, Heng Communication-efficient estimation of quantile matrix regression for massive datasets. (English) Zbl 07737945 Comput. Stat. Data Anal. 187, Article ID 107812, 12 p. (2023). MSC: 62J12 PDF BibTeX XML Cite \textit{Y. Yang} et al., Comput. Stat. Data Anal. 187, Article ID 107812, 12 p. (2023; Zbl 07737945) Full Text: DOI
Tan, Xin; Zhan, Haoran; Qin, Xu Estimation of projection pursuit regression via alternating linearization. (English) Zbl 07737933 Comput. Stat. Data Anal. 187, Article ID 107793, 22 p. (2023). MSC: 62-08 PDF BibTeX XML Cite \textit{X. Tan} et al., Comput. Stat. Data Anal. 187, Article ID 107793, 22 p. (2023; Zbl 07737933) Full Text: DOI
Bing, Xin; Wegkamp, Marten Optimal discriminant analysis in high-dimensional latent factor models. (English) Zbl 07732746 Ann. Stat. 51, No. 3, 1232-1257 (2023). MSC: 62H12 62J07 PDF BibTeX XML Cite \textit{X. Bing} and \textit{M. Wegkamp}, Ann. Stat. 51, No. 3, 1232--1257 (2023; Zbl 07732746) Full Text: DOI arXiv Link
Ding, Xiucai; Zhou, Zhou Autoregressive approximations to nonstationary time series with inference and applications. (English) Zbl 07732745 Ann. Stat. 51, No. 3, 1207-1231 (2023). MSC: 62M10 62M20 60G07 PDF BibTeX XML Cite \textit{X. Ding} and \textit{Z. Zhou}, Ann. Stat. 51, No. 3, 1207--1231 (2023; Zbl 07732745) Full Text: DOI arXiv Link
Weinstein, Asaf; Su, Weijie J.; Bogdan, Małgorzata; Barber, Rina Foygel; Candès, Emmanuel J. A power analysis for Model-X knockoffs with \(\ell_p\)-regularized statistics. (English) Zbl 07732737 Ann. Stat. 51, No. 3, 1005-1029 (2023). MSC: 62F03 62F07 62F05 62F12 PDF BibTeX XML Cite \textit{A. Weinstein} et al., Ann. Stat. 51, No. 3, 1005--1029 (2023; Zbl 07732737) Full Text: DOI arXiv Link
Li, Peili; Liu, Min; Yu, Zhou A global two-stage algorithm for non-convex penalized high-dimensional linear regression problems. (English) Zbl 07732387 Comput. Stat. 38, No. 2, 871-898 (2023). MSC: 62-08 PDF BibTeX XML Cite \textit{P. Li} et al., Comput. Stat. 38, No. 2, 871--898 (2023; Zbl 07732387) Full Text: DOI arXiv
Hsu, Nan-Jung; Sim, Lai Heng; Tsay, Ruey S. Testing for symmetric correlation matrices with applications to factor models. (English) Zbl 07731497 J. Time Ser. Anal. 44, No. 5-6, 622-643 (2023). MSC: 62Mxx 62M10 62M20 PDF BibTeX XML Cite \textit{N.-J. Hsu} et al., J. Time Ser. Anal. 44, No. 5--6, 622--643 (2023; Zbl 07731497) Full Text: DOI
Tavakoli, Shahin; Nisol, Gilles; Hallin, Marc Factor models for high-dimensional functional time series. II: Estimation and forecasting. (English) Zbl 07731496 J. Time Ser. Anal. 44, No. 5-6, 601-621 (2023). MSC: 62Mxx 62M10 62H25 60G10 62P05 PDF BibTeX XML Cite \textit{S. Tavakoli} et al., J. Time Ser. Anal. 44, No. 5--6, 601--621 (2023; Zbl 07731496) Full Text: DOI
Hallin, Marc; Nisol, Gilles; Tavakoli, Shahin Factor models for high-dimensional functional time series. I: Representation results. (English) Zbl 07731495 J. Time Ser. Anal. 44, No. 5-6, 578-600 (2023). MSC: 62Mxx 62M10 62H25 60G10 62P05 PDF BibTeX XML Cite \textit{M. Hallin} et al., J. Time Ser. Anal. 44, No. 5--6, 578--600 (2023; Zbl 07731495) Full Text: DOI arXiv
Basu, Tathagata; Troffaes, Matthias C. M.; Einbeck, Jochen A robust Bayesian analysis of variable selection under prior ignorance. (English) Zbl 07730330 Sankhyā, Ser. A 85, No. 1, 1014-1057 (2023). MSC: 62J05 62F15 PDF BibTeX XML Cite \textit{T. Basu} et al., Sankhyā, Ser. A 85, No. 1, 1014--1057 (2023; Zbl 07730330) Full Text: DOI arXiv
Anatolyev, Stanislav; Sølvsten, Mikkel Testing many restrictions under heteroskedasticity. (English) Zbl 07729868 J. Econom. 236, No. 1, Article ID 105473, 19 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{S. Anatolyev} and \textit{M. Sølvsten}, J. Econom. 236, No. 1, Article ID 105473, 19 p. (2023; Zbl 07729868) Full Text: DOI arXiv
Anastasiou, Andreas; Papanastasiou, Angelos Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences. (English) Zbl 1517.62004 Stat. Comput. 33, No. 5, Paper No. 94, 29 p. (2023). MSC: 62-08 62M10 PDF BibTeX XML Cite \textit{A. Anastasiou} and \textit{A. Papanastasiou}, Stat. Comput. 33, No. 5, Paper No. 94, 29 p. (2023; Zbl 1517.62004) Full Text: DOI arXiv
Cao, Xiangyang; Gregory, Karl; Wang, Dewei Inference for sparse linear regression based on the leave-one-covariate-out solution path. (English) Zbl 07720176 Commun. Stat., Theory Methods 52, No. 18, 6640-6657 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{X. Cao} et al., Commun. Stat., Theory Methods 52, No. 18, 6640--6657 (2023; Zbl 07720176) Full Text: DOI arXiv
Bose, Arup; Hachem, Walid Spectral measure of empirical autocovariance matrices of high-dimensional Gaussian stationary processes. (English) Zbl 07716198 Random Matrices Theory Appl. 12, No. 2, Article ID 2250053, 60 p. (2023). MSC: 62M10 62J20 46L54 33C47 60B20 60G57 PDF BibTeX XML Cite \textit{A. Bose} and \textit{W. Hachem}, Random Matrices Theory Appl. 12, No. 2, Article ID 2250053, 60 p. (2023; Zbl 07716198) Full Text: DOI arXiv
Baek, Changryong; Leinwand, Benjamin; Lindquist, Kristen A.; Jeong, Seok-Oh; Hopfinger, Joseph; Gates, Katheleen M.; Pipiras, Vladas Detecting changes in correlation networks with application to functional connectivity of fMRI data. (English) Zbl 1517.62087 Psychometrika 88, No. 2, 636-655 (2023). MSC: 62P15 62M10 62H15 62M09 PDF BibTeX XML Cite \textit{C. Baek} et al., Psychometrika 88, No. 2, 636--655 (2023; Zbl 1517.62087) Full Text: DOI
Ding, Yujia; Peng, Qidi; Song, Zhengming; Chen, Hansen Variable selection and regularization via arbitrary rectangle-range generalized elastic net. (English) Zbl 1517.62014 Stat. Comput. 33, No. 3, Paper No. 72, 21 p. (2023). MSC: 62-08 62J07 62F12 62P05 PDF BibTeX XML Cite \textit{Y. Ding} et al., Stat. Comput. 33, No. 3, Paper No. 72, 21 p. (2023; Zbl 1517.62014) Full Text: DOI arXiv
Wang, Di; Tsay, Ruey S. Rate-optimal robust estimation of high-dimensional vector autoregressive models. (English) Zbl 07714183 Ann. Stat. 51, No. 2, 846-877 (2023). MSC: 62M10 62F35 62J07 PDF BibTeX XML Cite \textit{D. Wang} and \textit{R. S. Tsay}, Ann. Stat. 51, No. 2, 846--877 (2023; Zbl 07714183) Full Text: DOI arXiv
Bellec, Pierre C.; Zhang, Cun-Hui Debiasing convex regularized estimators and interval estimation in linear models. (English) Zbl 07714166 Ann. Stat. 51, No. 2, 391-436 (2023). MSC: 62H12 62F35 62G15 62J07 PDF BibTeX XML Cite \textit{P. C. Bellec} and \textit{C.-H. Zhang}, Ann. Stat. 51, No. 2, 391--436 (2023; Zbl 07714166) Full Text: DOI arXiv
Kuruwita, C. N. Variable selection in the single-index quantile regression model with high-dimensional covariates. (English) Zbl 07713673 Commun. Stat., Simulation Comput. 52, No. 3, 1119-1131 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{C. N. Kuruwita}, Commun. Stat., Simulation Comput. 52, No. 3, 1119--1131 (2023; Zbl 07713673) Full Text: DOI
Kepplinger, David Robust variable selection and estimation via adaptive elastic net S-estimators for linear regression. (English) Zbl 07711772 Comput. Stat. Data Anal. 183, Article ID 107730, 13 p. (2023). MSC: 62-08 PDF BibTeX XML Cite \textit{D. Kepplinger}, Comput. Stat. Data Anal. 183, Article ID 107730, 13 p. (2023; Zbl 07711772) Full Text: DOI arXiv
Beyhum, Jad High-dimensional inference robust to outliers with \(\ell_1\)-norm penalization. (English) Zbl 07711347 Commun. Stat., Theory Methods 52, No. 16, 5866-5876 (2023). MSC: 62J07 62J05 62F35 PDF BibTeX XML Cite \textit{J. Beyhum}, Commun. Stat., Theory Methods 52, No. 16, 5866--5876 (2023; Zbl 07711347) Full Text: DOI arXiv
Anzarmou, Youssef; Mkhadri, Abdallah; Oualkacha, Karim Sparse overlapped linear discriminant analysis. (English) Zbl 1516.62061 Test 32, No. 1, 388-417 (2023). MSC: 62H30 62J07 PDF BibTeX XML Cite \textit{Y. Anzarmou} et al., Test 32, No. 1, 388--417 (2023; Zbl 1516.62061) Full Text: DOI
Zhou, Kun; Li, Ker-Chau; Zhou, Qing Honest confidence sets for high-dimensional regression by projection and shrinkage. (English) Zbl 1514.62070 J. Am. Stat. Assoc. 118, No. 541, 469-488 (2023). MSC: 62G08 62J07 62H12 PDF BibTeX XML Cite \textit{K. Zhou} et al., J. Am. Stat. Assoc. 118, No. 541, 469--488 (2023; Zbl 1514.62070) Full Text: DOI arXiv
Xing, Xin; Zhao, Zhigen; Liu, Jun S. Controlling false discovery rate using Gaussian mirrors. (English) Zbl 1514.62093 J. Am. Stat. Assoc. 118, No. 541, 222-241 (2023). MSC: 62H15 62J05 PDF BibTeX XML Cite \textit{X. Xing} et al., J. Am. Stat. Assoc. 118, No. 541, 222--241 (2023; Zbl 1514.62093) Full Text: DOI arXiv
Zhang, Tao; Kato, Kengo; Ruppert, David Bootstrap inference for quantile-based modal regression. (English) Zbl 1514.62069 J. Am. Stat. Assoc. 118, No. 541, 122-134 (2023). MSC: 62G08 62G09 62P20 PDF BibTeX XML Cite \textit{T. Zhang} et al., J. Am. Stat. Assoc. 118, No. 541, 122--134 (2023; Zbl 1514.62069) Full Text: DOI arXiv
Wang, Bao-Hua; Liang, Han-Ying Empirical likelihood in single-index quantile regression with high dimensional and missing observations. (English) Zbl 1514.62068 J. Stat. Plann. Inference 226, 1-19 (2023). MSC: 62G08 62G05 62E20 62G20 PDF BibTeX XML Cite \textit{B.-H. Wang} and \textit{H.-Y. Liang}, J. Stat. Plann. Inference 226, 1--19 (2023; Zbl 1514.62068) Full Text: DOI
Genzel, Martin; Stollenwerk, Alexander A unified approach to uniform signal recovery from nonlinear observations. (English) Zbl 07698613 Found. Comput. Math. 23, No. 3, 899-972 (2023). MSC: 62F30 62F35 62J07 94A12 PDF BibTeX XML Cite \textit{M. Genzel} and \textit{A. Stollenwerk}, Found. Comput. Math. 23, No. 3, 899--972 (2023; Zbl 07698613) Full Text: DOI arXiv
Jiang, Liang; Phillips, Peter C. B.; Tao, Yubo; Zhang, Yichong Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations. (English) Zbl 07693693 J. Econom. 234, No. 2, 758-776 (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{L. Jiang} et al., J. Econom. 234, No. 2, 758--776 (2023; Zbl 07693693) Full Text: DOI arXiv
Teng, Yuankai; Wang, Zhu; Ju, Lili; Gruber, Anthony; Zhang, Guannan Level set learning with pseudoreversible neural networks for nonlinear dimension reduction in function approximation. (English) Zbl 1515.65047 SIAM J. Sci. Comput. 45, No. 3, A1148-A1171 (2023). MSC: 65D15 65D40 68U07 PDF BibTeX XML Cite \textit{Y. Teng} et al., SIAM J. Sci. Comput. 45, No. 3, A1148--A1171 (2023; Zbl 1515.65047) Full Text: DOI arXiv
Choiruddin, Achmad; Coeurjolly, Jean-François; Letué, Frédérique Adaptive Lasso and Dantzig selector for spatial point processes intensity estimation. (English) Zbl 07691564 Bernoulli 29, No. 3, 1849-1876 (2023). MSC: 62Mxx 62Gxx 62Jxx PDF BibTeX XML Cite \textit{A. Choiruddin} et al., Bernoulli 29, No. 3, 1849--1876 (2023; Zbl 07691564) Full Text: DOI arXiv Link
Liang, Hua; Du, Pang Corrigendum to: “Maximum likelihood estimation in logistic regression models with a diverging number of covariates”. (English) Zbl 1511.62051 Electron. J. Stat. 17, No. 1, 948-949 (2023). MSC: 62F12 62J12 PDF BibTeX XML Cite \textit{H. Liang} and \textit{P. Du}, Electron. J. Stat. 17, No. 1, 948--949 (2023; Zbl 1511.62051) Full Text: DOI Link
Dai, Guorong; Müller, Ursula U.; Carroll, Raymond J. Data integration in high dimension with multiple quantiles. (English) Zbl 07688206 Stat. Sin. 33, No. 1, 169-191 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{G. Dai} et al., Stat. Sin. 33, No. 1, 169--191 (2023; Zbl 07688206) Full Text: DOI arXiv
Steinberger, Lukas; Leeb, Hannes Conditional predictive inference for stable algorithms. (English) Zbl 07684013 Ann. Stat. 51, No. 1, 290-311 (2023). MSC: 62G15 62J02 62J07 62G20 PDF BibTeX XML Cite \textit{L. Steinberger} and \textit{H. Leeb}, Ann. Stat. 51, No. 1, 290--311 (2023; Zbl 07684013) Full Text: DOI arXiv
Belloni, Alexandre; Chen, Mingli; Padilla, Oscar Hernan Madrid; Wang, Zixuan (Kevin) High-dimensional latent panel quantile regression with an application to asset pricing. (English) Zbl 07684006 Ann. Stat. 51, No. 1, 96-121 (2023). MSC: 62A99 PDF BibTeX XML Cite \textit{A. Belloni} et al., Ann. Stat. 51, No. 1, 96--121 (2023; Zbl 07684006) Full Text: DOI arXiv
Miyazaki, Izuru Recovery of partly sparse and dense signals. (English) Zbl 07664760 J. Multivariate Anal. 195, Article ID 105161, 14 p. (2023). MSC: 62H12 62J07 PDF BibTeX XML Cite \textit{I. Miyazaki}, J. Multivariate Anal. 195, Article ID 105161, 14 p. (2023; Zbl 07664760) Full Text: DOI
Cai, Hanqing; Wang, Tengyao Estimation of high-dimensional change-points under a group sparsity structure. (English) Zbl 07662464 Electron. J. Stat. 17, No. 1, 858-894 (2023). MSC: 62H12 62M10 PDF BibTeX XML Cite \textit{H. Cai} and \textit{T. Wang}, Electron. J. Stat. 17, No. 1, 858--894 (2023; Zbl 07662464) Full Text: DOI arXiv Link
Wu, Teng; Narisetty, Naveen N.; Yang, Yun Statistical inference via conditional Bayesian posteriors in high-dimensional linear regression. (English) Zbl 07662461 Electron. J. Stat. 17, No. 1, 769-797 (2023). MSC: 62J05 PDF BibTeX XML Cite \textit{T. Wu} et al., Electron. J. Stat. 17, No. 1, 769--797 (2023; Zbl 07662461) Full Text: DOI Link
Pandhare, S. C.; Ramanathan, T. V. The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models. (English) Zbl 07659651 Statistics 57, No. 1, 1-25 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{S. C. Pandhare} and \textit{T. V. Ramanathan}, Statistics 57, No. 1, 1--25 (2023; Zbl 07659651) Full Text: DOI
Mukhopadhyay, Sabyasachi; Kar, Wreetabrata; Mukherjee, Gourab Estimating promotion effects in email marketing using a large-scale cross-classified Bayesian joint model for nested imbalanced data. (English) Zbl 07656985 Ann. Appl. Stat. 17, No. 1, 476-497 (2023). MSC: 62Pxx PDF BibTeX XML Cite \textit{S. Mukhopadhyay} et al., Ann. Appl. Stat. 17, No. 1, 476--497 (2023; Zbl 07656985) Full Text: DOI
Rangamani, Akshay; Rosasco, Lorenzo; Poggio, Tomaso For interpolating kernel machines, minimizing the norm of the ERM solution maximizes stability. (English) Zbl 07652565 Anal. Appl., Singap. 21, No. 1, 193-215 (2023). MSC: 68T05 PDF BibTeX XML Cite \textit{A. Rangamani} et al., Anal. Appl., Singap. 21, No. 1, 193--215 (2023; Zbl 07652565) Full Text: DOI
Mukherjee, Sourav; Khare, Kshitij; Chakraborty, Saptarshi Convergence properties of data augmentation algorithms for high-dimensional robit regression. (English) Zbl 07649357 Electron. J. Stat. 17, No. 1, 19-69 (2023). MSC: 62-XX 68-XX PDF BibTeX XML Cite \textit{S. Mukherjee} et al., Electron. J. Stat. 17, No. 1, 19--69 (2023; Zbl 07649357) Full Text: DOI arXiv Link
Song, Qifan; Liang, Faming Nearly optimal Bayesian shrinkage for high-dimensional regression. (English) Zbl 07649255 Sci. China, Math. 66, No. 2, 409-442 (2023). MSC: 62J07 62F15 PDF BibTeX XML Cite \textit{Q. Song} and \textit{F. Liang}, Sci. China, Math. 66, No. 2, 409--442 (2023; Zbl 07649255) Full Text: DOI arXiv
Manzhos, Sergei; Ihara, Manabu Optimization of hyperparameters of Gaussian process regression with the help of a low-order high-dimensional model representation: application to a potential energy surface. (English) Zbl 07643848 J. Math. Chem. 61, No. 1, 7-20 (2023). MSC: 62G08 62J02 62J05 81V55 PDF BibTeX XML Cite \textit{S. Manzhos} and \textit{M. Ihara}, J. Math. Chem. 61, No. 1, 7--20 (2023; Zbl 07643848) Full Text: DOI
Bai, Yansong; Zhang, Yong; Liu, Congmin Moderate deviation principle for likelihood ratio test in multivariate linear regression model. (English) Zbl 07636968 J. Multivariate Anal. 194, Article ID 105139, 15 p. (2023). MSC: 62H15 60F10 PDF BibTeX XML Cite \textit{Y. Bai} et al., J. Multivariate Anal. 194, Article ID 105139, 15 p. (2023; Zbl 07636968) Full Text: DOI
Han, Yuefeng; Tsay, Ruey S.; Wu, Wei Biao High dimensional generalized linear models for temporal dependent data. (English) Zbl 07634386 Bernoulli 29, No. 1, 105-131 (2023). MSC: 62Jxx 62Mxx 62Fxx PDF BibTeX XML Cite \textit{Y. Han} et al., Bernoulli 29, No. 1, 105--131 (2023; Zbl 07634386) Full Text: DOI Link
Yang, Yuehan; Xia, Siwei; Yang, Hu Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures. (English) Zbl 07626681 Comput. Stat. Data Anal. 178, Article ID 107620, 14 p. (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Yang} et al., Comput. Stat. Data Anal. 178, Article ID 107620, 14 p. (2023; Zbl 07626681) Full Text: DOI
Kang, Lican; Lai, Yanming; Liu, Yanyan; Luo, Yuan; Zhang, Jing High-dimensional linear regression with hard thresholding regularization: theory and algorithm. (English) Zbl 1513.62141 J. Ind. Manag. Optim. 19, No. 3, 2104-2122 (2023). MSC: 62J05 62H12 68Q25 PDF BibTeX XML Cite \textit{L. Kang} et al., J. Ind. Manag. Optim. 19, No. 3, 2104--2122 (2023; Zbl 1513.62141) Full Text: DOI
Berti, Patrizia; Dreassi, Emanuela; Leisen, Fabrizio; Pratelli, Luca; Rigo, Pietro New perspectives on knockoffs construction. (English) Zbl 1498.62037 J. Stat. Plann. Inference 223, 1-14 (2023). MSC: 62E10 62H05 60E05 62J02 PDF BibTeX XML Cite \textit{P. Berti} et al., J. Stat. Plann. Inference 223, 1--14 (2023; Zbl 1498.62037) Full Text: DOI arXiv
Yang, Yuehan; Xia, Siwei An integrated precision matrix estimation for multivariate regression problems. (English) Zbl 07594052 J. Stat. Plann. Inference 222, 261-272 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Yang} and \textit{S. Xia}, J. Stat. Plann. Inference 222, 261--272 (2023; Zbl 07594052) Full Text: DOI
Zhang, Yan Dora; Naughton, Brian P.; Bondell, Howard D.; Reich, Brian J. Bayesian regression using a prior on the model fit: the R2-D2 shrinkage prior. (English) Zbl 1507.62266 J. Am. Stat. Assoc. 117, No. 538, 862-874 (2022). MSC: 62J05 62J07 PDF BibTeX XML Cite \textit{Y. D. Zhang} et al., J. Am. Stat. Assoc. 117, No. 538, 862--874 (2022; Zbl 1507.62266) Full Text: DOI arXiv
Wang, Di; Zheng, Yao; Lian, Heng; Li, Guodong High-dimensional vector autoregressive time series modeling via tensor decomposition. (English) Zbl 1506.62373 J. Am. Stat. Assoc. 117, No. 539, 1338-1356 (2022). MSC: 62M10 68T09 62H99 PDF BibTeX XML Cite \textit{D. Wang} et al., J. Am. Stat. Assoc. 117, No. 539, 1338--1356 (2022; Zbl 1506.62373) Full Text: DOI arXiv
Dette, Holger; Pan, Guangming; Yang, Qing Estimating a change point in a sequence of very high-dimensional covariance matrices. (English) Zbl 1506.62364 J. Am. Stat. Assoc. 117, No. 537, 444-454 (2022). MSC: 62M10 62H12 62R07 PDF BibTeX XML Cite \textit{H. Dette} et al., J. Am. Stat. Assoc. 117, No. 537, 444--454 (2022; Zbl 1506.62364) Full Text: DOI arXiv
Safikhani, Abolfazl; Shojaie, Ali Joint structural break detection and parameter estimation in high-dimensional nonstationary VAR models. (English) Zbl 1506.62372 J. Am. Stat. Assoc. 117, No. 537, 251-264 (2022). MSC: 62M10 62F10 62F12 PDF BibTeX XML Cite \textit{A. Safikhani} and \textit{A. Shojaie}, J. Am. Stat. Assoc. 117, No. 537, 251--264 (2022; Zbl 1506.62372) Full Text: DOI arXiv
Bai, Ray; Moran, Gemma E.; Antonelli, Joseph L.; Chen, Yong; Boland, Mary R. Spike-and-slab group Lassos for grouped regression and sparse generalized additive models. (English) Zbl 1506.62278 J. Am. Stat. Assoc. 117, No. 537, 184-197 (2022). MSC: 62G08 62J07 62F15 PDF BibTeX XML Cite \textit{R. Bai} et al., J. Am. Stat. Assoc. 117, No. 537, 184--197 (2022; Zbl 1506.62278) Full Text: DOI arXiv
Massa, E.; Jonker, M. A.; Coolen, A. C. C. Penalization-induced shrinking without rotation in high dimensional GLM regression: a cavity analysis. (English) Zbl 07656200 J. Phys. A, Math. Theor. 55, No. 48, Article ID 485002, 30 p. (2022). MSC: 62-XX 86-XX PDF BibTeX XML Cite \textit{E. Massa} et al., J. Phys. A, Math. Theor. 55, No. 48, Article ID 485002, 30 p. (2022; Zbl 07656200) Full Text: DOI arXiv
Kuchibhotla, Arun Kumar; Chakrabortty, Abhishek Moving beyond sub-Gaussianity in high-dimensional statistics: applications in covariance estimation and linear regression. (English) Zbl 07655446 Inf. Inference 11, No. 4, 1389-1456 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{A. K. Kuchibhotla} and \textit{A. Chakrabortty}, Inf. Inference 11, No. 4, 1389--1456 (2022; Zbl 07655446) Full Text: DOI arXiv
Wang, Yu; Sun, Zeyu; Song, Dogyoon; Hero, Alfred Kronecker-structured covariance models for multiway data. (English) Zbl 1502.62063 Stat. Surv. 16, 238-270 (2022). MSC: 62H12 60H15 60H20 62J07 62J10 62P12 PDF BibTeX XML Cite \textit{Y. Wang} et al., Stat. Surv. 16, 238--270 (2022; Zbl 1502.62063) Full Text: DOI arXiv Link
Zhao, Peng; Yang, Yun; He, Qiao-Chu High-dimensional linear regression via implicit regularization. (English) Zbl 07638099 Biometrika 109, No. 4, 1033-1046 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{P. Zhao} et al., Biometrika 109, No. 4, 1033--1046 (2022; Zbl 07638099) Full Text: DOI arXiv
Fasano, Augusto; Durante, Daniele; Zanella, Giacomo Scalable and accurate variational Bayes for high-dimensional binary regression models. (English) Zbl 07638092 Biometrika 109, No. 4, 901-919 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Fasano} et al., Biometrika 109, No. 4, 901--919 (2022; Zbl 07638092) Full Text: DOI arXiv
Hörmann, Siegfried; Jammoul, Fatima Preprocessing noisy functional data: a multivariate perspective. (English) Zbl 07633937 Electron. J. Stat. 16, No. 2, 6232-6266 (2022). MSC: 62H25 62R10 62M10 PDF BibTeX XML Cite \textit{S. Hörmann} and \textit{F. Jammoul}, Electron. J. Stat. 16, No. 2, 6232--6266 (2022; Zbl 07633937) Full Text: DOI arXiv Link
Bar-Hen, Avner; Audigier, Vincent An ensemble learning method for variable selection: application to high-dimensional data and missing values. (English) Zbl 07632298 J. Stat. Comput. Simulation 92, No. 16, 3488-3510 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Bar-Hen} and \textit{V. Audigier}, J. Stat. Comput. Simulation 92, No. 16, 3488--3510 (2022; Zbl 07632298) Full Text: DOI arXiv
Gao, Fengnan; Wang, Tengyao Two-sample testing of high-dimensional linear regression coefficients via complementary sketching. (English) Zbl 07628847 Ann. Stat. 50, No. 5, 2950-2972 (2022). MSC: 62H15 62J05 PDF BibTeX XML Cite \textit{F. Gao} and \textit{T. Wang}, Ann. Stat. 50, No. 5, 2950--2972 (2022; Zbl 07628847) Full Text: DOI arXiv
He, Xuming; Pan, Xiaoou; Tan, Kean Ming; Zhou, Wen-Xin Scalable estimation and inference for censored quantile regression process. (English) Zbl 07628845 Ann. Stat. 50, No. 5, 2899-2924 (2022). MSC: 62F40 62J05 62J07 PDF BibTeX XML Cite \textit{X. He} et al., Ann. Stat. 50, No. 5, 2899--2924 (2022; Zbl 07628845) Full Text: DOI arXiv
Bunea, Florentina; Strimas-Mackey, Seth; Wegkamp, Marten Interpolating predictors in high-dimensional factor regression. (English) Zbl 07625163 J. Mach. Learn. Res. 23, Paper No. 10, 60 p. (2022). MSC: 68T05 PDF BibTeX XML Cite \textit{F. Bunea} et al., J. Mach. Learn. Res. 23, Paper No. 10, 60 p. (2022; Zbl 07625163) Full Text: arXiv Link
Ghosh, Abhik; Jaenada, María; Pardo, Leandro Classification of COVID19 Patients using robust logistic regression. (English) Zbl 07618096 J. Stat. Theory Pract. 16, No. 4, Paper No. 67, 23 p. (2022). MSC: 62Jxx 62Fxx 62Gxx PDF BibTeX XML Cite \textit{A. Ghosh} et al., J. Stat. Theory Pract. 16, No. 4, Paper No. 67, 23 p. (2022; Zbl 07618096) Full Text: DOI
Peng, Yang; Luo, Bin; Gao, Xiaoli Robust moderately clipped LASSO for simultaneous outlier detection and variable selection. (English) Zbl 07610362 Sankhyā, Ser. B 84, No. 2, 694-707 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Peng} et al., Sankhyā, Ser. B 84, No. 2, 694--707 (2022; Zbl 07610362) Full Text: DOI
Xu, Kai; Shen, Zhiling Variance-estimation-free test of significant covariates in high-dimensional regression. (English) Zbl 07603860 Commun. Stat., Simulation Comput. 51, No. 10, 6083-6100 (2022). MSC: 62F05 62J05 PDF BibTeX XML Cite \textit{K. Xu} and \textit{Z. Shen}, Commun. Stat., Simulation Comput. 51, No. 10, 6083--6100 (2022; Zbl 07603860) Full Text: DOI
Zhu, Tianming; Zhang, Liang; Zhang, Jin-Ting Hypothesis testing in high-dimensional linear regression: a normal reference scale-invariant test. (English) Zbl 07601220 Stat. Sin. 32, No. 4, 1857-1879 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{T. Zhu} et al., Stat. Sin. 32, No. 4, 1857--1879 (2022; Zbl 07601220) Full Text: DOI
Cai, T. Tony; Zhang, Anru R.; Zhou, Yuchen Sparse group Lasso: optimal sample complexity, convergence rate, and statistical inference. (English) Zbl 1515.62071 IEEE Trans. Inf. Theory 68, No. 9, 5975-6002 (2022). MSC: 62J07 90C25 90C90 PDF BibTeX XML Cite \textit{T. T. Cai} et al., IEEE Trans. Inf. Theory 68, No. 9, 5975--6002 (2022; Zbl 1515.62071) Full Text: DOI arXiv
Zhao, Sen; Shojaie, Ali Network differential connectivity analysis. (English) Zbl 1498.62277 Ann. Appl. Stat. 16, No. 4, 2166-2182 (2022). MSC: 62P10 62J07 62H12 PDF BibTeX XML Cite \textit{S. Zhao} and \textit{A. Shojaie}, Ann. Appl. Stat. 16, No. 4, 2166--2182 (2022; Zbl 1498.62277) Full Text: DOI
Saha, Abhisek; Ha, Min Jin; Acharyya, Satwik; Baladandayuthapani, Veerabhadran A Bayesian precision medicine framework for calibrating individualized therapeutic indices in cancer. (English) Zbl 1496.62191 Ann. Appl. Stat. 16, No. 4, 2055-2082 (2022). MSC: 62P10 62F15 62H25 PDF BibTeX XML Cite \textit{A. Saha} et al., Ann. Appl. Stat. 16, No. 4, 2055--2082 (2022; Zbl 1496.62191) Full Text: DOI
Monti, G. S.; Filzmoser, P. Robust logistic zero-sum regression for microbiome compositional data. (English) Zbl 07597418 Adv. Data Anal. Classif., ADAC 16, No. 2, 301-324 (2022). MSC: 62J07 62F35 62H30 PDF BibTeX XML Cite \textit{G. S. Monti} and \textit{P. Filzmoser}, Adv. Data Anal. Classif., ADAC 16, No. 2, 301--324 (2022; Zbl 07597418) Full Text: DOI
Liu, Xialu; Chen, Elynn Y. Identification and estimation of threshold matrix-variate factor models. (English) Zbl 1496.62155 Scand. J. Stat. 49, No. 3, 1383-1417 (2022). MSC: 62M10 62H25 PDF BibTeX XML Cite \textit{X. Liu} and \textit{E. Y. Chen}, Scand. J. Stat. 49, No. 3, 1383--1417 (2022; Zbl 1496.62155) Full Text: DOI
Yang, Kaixu; Maiti, Tapabrata Ultrahigh-dimensional generalized additive model: unified theory and methods. (English) Zbl 1496.62128 Scand. J. Stat. 49, No. 3, 917-942 (2022). MSC: 62J12 62J07 62H12 62P10 PDF BibTeX XML Cite \textit{K. Yang} and \textit{T. Maiti}, Scand. J. Stat. 49, No. 3, 917--942 (2022; Zbl 1496.62128) Full Text: DOI arXiv
Pokarowski, Piotr; Rejchel, Wojciech; Sołtys, Agnieszka; Frej, Michał; Mielniczuk, Jan Improving Lasso for model selection and prediction. (English) Zbl 1496.62120 Scand. J. Stat. 49, No. 2, 831-863 (2022). MSC: 62J07 PDF BibTeX XML Cite \textit{P. Pokarowski} et al., Scand. J. Stat. 49, No. 2, 831--863 (2022; Zbl 1496.62120) Full Text: DOI arXiv
Zhang, Jian; Li, Jie Factorized estimation of high-dimensional nonparametric covariance models. (English) Zbl 1496.62098 Scand. J. Stat. 49, No. 2, 542-567 (2022). MSC: 62H12 62G07 62J07 62G20 62P05 PDF BibTeX XML Cite \textit{J. Zhang} and \textit{J. Li}, Scand. J. Stat. 49, No. 2, 542--567 (2022; Zbl 1496.62098) Full Text: DOI
Ding, Hui; Zhang, Jian; Zhang, Riquan Nonparametric variable screening for multivariate additive models. (English) Zbl 07595174 J. Multivariate Anal. 192, Article ID 105069, 18 p. (2022). MSC: 62R10 62J05 PDF BibTeX XML Cite \textit{H. Ding} et al., J. Multivariate Anal. 192, Article ID 105069, 18 p. (2022; Zbl 07595174) Full Text: DOI
Bai, Zhidong; Choi, Kwok Pui; Fujikoshi, Yasunori; Hu, Jiang Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression. (English) Zbl 07594063 Bernoulli 28, No. 4, 2375-2403 (2022). MSC: 62-XX 68-XX 60-XX PDF BibTeX XML Cite \textit{Z. Bai} et al., Bernoulli 28, No. 4, 2375--2403 (2022; Zbl 07594063) Full Text: DOI Link
Lu, K. L. How can we identify the sparsity structure pattern of high-dimensional data: an elementary statistical analysis to interpretable machine learning. (English) Zbl 07581887 Math. Notes 112, No. 2, 223-238 (2022). MSC: 62Gxx 62Jxx 62Hxx PDF BibTeX XML Cite \textit{K. L. Lu}, Math. Notes 112, No. 2, 223--238 (2022; Zbl 07581887) Full Text: DOI
Dai, Ran; Song, Hyebin; Barber, Rina Foygel; Raskutti, Garvesh Convergence guarantee for the sparse monotone single index model. (English) Zbl 07578473 Electron. J. Stat. 16, No. 2, 4449-4496 (2022). MSC: 62G08 PDF BibTeX XML Cite \textit{R. Dai} et al., Electron. J. Stat. 16, No. 2, 4449--4496 (2022; Zbl 07578473) Full Text: DOI arXiv Link
Wang, Hua; Yang, Yachong; Su, Weijie J. The price of competition: effect size heterogeneity matters in high dimensions. (English) Zbl 1505.62491 IEEE Trans. Inf. Theory 68, No. 8, 5268-5294 (2022). MSC: 62J05 94A12 PDF BibTeX XML Cite \textit{H. Wang} et al., IEEE Trans. Inf. Theory 68, No. 8, 5268--5294 (2022; Zbl 1505.62491) Full Text: DOI arXiv
Tang, Shiyi; Zheng, Jiali Penalized estimation in finite mixture of ultra-high dimensional regression models. (English) Zbl 07571108 Commun. Stat., Theory Methods 51, No. 17, 5971-5992 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{S. Tang} and \textit{J. Zheng}, Commun. Stat., Theory Methods 51, No. 17, 5971--5992 (2022; Zbl 07571108) Full Text: DOI
Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. Regularized estimation of high-dimensional vector autoregressions with weakly dependent innovations. (English) Zbl 07570754 J. Time Ser. Anal. 43, No. 4, 532-557 (2022). MSC: 62Mxx 62M10 PDF BibTeX XML Cite \textit{R. P. Masini} et al., J. Time Ser. Anal. 43, No. 4, 532--557 (2022; Zbl 07570754) Full Text: DOI arXiv
Bertsimas, Dimitris; Digalakis, Vassilis jun. The backbone method for ultra-high dimensional sparse machine learning. (English) Zbl 07570155 Mach. Learn. 111, No. 6, 2161-2212 (2022). MSC: 68T05 PDF BibTeX XML Cite \textit{D. Bertsimas} and \textit{V. Digalakis jun.}, Mach. Learn. 111, No. 6, 2161--2212 (2022; Zbl 07570155) Full Text: DOI arXiv
He, Xuming; Shao, Xiaofeng A conversation with Stephen Portnoy. (English) Zbl 07569971 Stat. Sci. 37, No. 3, 443-454 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{X. He} and \textit{X. Shao}, Stat. Sci. 37, No. 3, 443--454 (2022; Zbl 07569971) Full Text: DOI Link
Cao, Shanshan; Huo, Xiaoming; Pang, Jong-Shi A unifying framework of high-dimensional sparse estimation with difference-of-convex (DC) regularizations. (English) Zbl 07569969 Stat. Sci. 37, No. 3, 411-424 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{S. Cao} et al., Stat. Sci. 37, No. 3, 411--424 (2022; Zbl 07569969) Full Text: DOI arXiv Link
Jiang, Rong; Sun, Mengxian Single-index composite quantile regression for ultra-high-dimensional data. (English) Zbl 1492.62076 Test 31, No. 2, 443-460 (2022). MSC: 62G08 62J07 62G20 PDF BibTeX XML Cite \textit{R. Jiang} and \textit{M. Sun}, Test 31, No. 2, 443--460 (2022; Zbl 1492.62076) Full Text: DOI
Barry, Amadou; Bhagwat, Nikhil; Misic, Bratislav; Poline, Jean-Baptiste; Greenwood, Celia M. T. Asymmetric influence measure for high dimensional regression. (English) Zbl 07565503 Commun. Stat., Theory Methods 51, No. 16, 5461-5487 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Barry} et al., Commun. Stat., Theory Methods 51, No. 16, 5461--5487 (2022; Zbl 07565503) Full Text: DOI
Mohammed Rashid, Abdullah; Midi, Habshah; Dhhan, Waleed; Arasan, Jayanthi Detection of outliers in high-dimensional data using nu-support vector regression. (English) Zbl 07563012 J. Appl. Stat. 49, No. 10, 2550-2569 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Mohammed Rashid} et al., J. Appl. Stat. 49, No. 10, 2550--2569 (2022; Zbl 07563012) Full Text: DOI
Gösmann, Josua; Stoehr, Christina; Heiny, Johannes; Dette, Holger Sequential change point detection in high dimensional time series. (English) Zbl 1493.62524 Electron. J. Stat. 16, No. 1, 3608-3671 (2022). MSC: 62M10 62G20 62H15 60G70 PDF BibTeX XML Cite \textit{J. Gösmann} et al., Electron. J. Stat. 16, No. 1, 3608--3671 (2022; Zbl 1493.62524) Full Text: DOI arXiv Link
Ren, Shaokang; Mai, Qing The robust nearest shrunken centroids classifier for high-dimensional heavy-tailed data. (English) Zbl 1493.62399 Electron. J. Stat. 16, No. 1, 3343-3384 (2022). MSC: 62H30 62J07 PDF BibTeX XML Cite \textit{S. Ren} and \textit{Q. Mai}, Electron. J. Stat. 16, No. 1, 3343--3384 (2022; Zbl 1493.62399) Full Text: DOI Link
Stokell, Benjamin G.; Shah, Rajen D. High-dimensional regression with potential prior information on variable importance. (English) Zbl 1490.62025 Stat. Comput. 32, No. 3, Paper No. 52, 12 p. (2022). MSC: 62-08 62J05 62J07 PDF BibTeX XML Cite \textit{B. G. Stokell} and \textit{R. D. Shah}, Stat. Comput. 32, No. 3, Paper No. 52, 12 p. (2022; Zbl 1490.62025) Full Text: DOI arXiv
Samanta, Srijata; Khare, Kshitij; Michailidis, George A generalized likelihood-based Bayesian approach for scalable joint regression and covariance selection in high dimensions. (English) Zbl 1490.62023 Stat. Comput. 32, No. 3, Paper No. 47, 23 p. (2022). MSC: 62-08 62H12 62F15 62F12 62P10 PDF BibTeX XML Cite \textit{S. Samanta} et al., Stat. Comput. 32, No. 3, Paper No. 47, 23 p. (2022; Zbl 1490.62023) Full Text: DOI arXiv
Gao, Mingyu; Wen, Canhong Subset selection in network-linked data. (English) Zbl 07551358 J. Stat. Comput. Simulation 92, No. 11, 2350-2371 (2022). MSC: 62-XX 62J05 62P25 PDF BibTeX XML Cite \textit{M. Gao} and \textit{C. Wen}, J. Stat. Comput. Simulation 92, No. 11, 2350--2371 (2022; Zbl 07551358) Full Text: DOI
Bykhovskaya, Anna; Gorin, Vadim Cointegration in large VARs. (English) Zbl 07547943 Ann. Stat. 50, No. 3, 1593-1617 (2022). MSC: 62M10 62P20 91B84 62F40 PDF BibTeX XML Cite \textit{A. Bykhovskaya} and \textit{V. Gorin}, Ann. Stat. 50, No. 3, 1593--1617 (2022; Zbl 07547943) Full Text: DOI arXiv
Zhang, Yunyi; Politis, Dimitris N. Ridge regression revisited: debiasing, thresholding and bootstrap. (English) Zbl 07547935 Ann. Stat. 50, No. 3, 1401-1422 (2022). MSC: 62J05 62F40 PDF BibTeX XML Cite \textit{Y. Zhang} and \textit{D. N. Politis}, Ann. Stat. 50, No. 3, 1401--1422 (2022; Zbl 07547935) Full Text: DOI arXiv
Li, Xiang; Zhang, Yi; Zhao, Jun An improved algorithm for high-dimensional continuous threshold expectile model with variance heterogeneity. (English) Zbl 07546447 J. Stat. Comput. Simulation 92, No. 8, 1590-1617 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{X. Li} et al., J. Stat. Comput. Simulation 92, No. 8, 1590--1617 (2022; Zbl 07546447) Full Text: DOI
Fan, Jianqing; Guo, Yongyi; Jiang, Bai Adaptive Huber regression on Markov-dependent data. (English) Zbl 07544401 Stochastic Processes Appl. 150, 802-818 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{J. Fan} et al., Stochastic Processes Appl. 150, 802--818 (2022; Zbl 07544401) Full Text: DOI arXiv
Shi, Pixu; Zhou, Yuchen; Zhang, Anru R. High-dimensional log-error-in-variable regression with applications to microbial compositional data analysis. (English) Zbl 07543331 Biometrika 109, No. 2, 405-420 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{P. Shi} et al., Biometrika 109, No. 2, 405--420 (2022; Zbl 07543331) Full Text: DOI arXiv