A stability-derived update formula for a generalized debiased Lasso yields asymptotically accurate approximations for most coordinates under sub-Gaussian designs in the proportional regime, enabling faster resampling-based variable selection.
Debiasing convex regularized estimators and interval estimation in linear models
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.ST 1years
2024 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Stability of a Generalized Debiased Lasso with Applications to Resampling-Based Variable Selection
A stability-derived update formula for a generalized debiased Lasso yields asymptotically accurate approximations for most coordinates under sub-Gaussian designs in the proportional regime, enabling faster resampling-based variable selection.