A high-dimensional model averaging framework with minimax-optimal weight estimation, asymptotic optimality, nearly-oracle rates when a correct model is present, and post-averaging simultaneous inference.
Distributed optimization and statistical learning via the alternating direction method of multipliers
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.ST 1years
2025 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
High-Dimensional Model Averaging via Cross-Validation
A high-dimensional model averaging framework with minimax-optimal weight estimation, asymptotic optimality, nearly-oracle rates when a correct model is present, and post-averaging simultaneous inference.