Confidence Intervals and Hypothesis Testing for High-Dimensional Regression.
Adel JavanmardAndrea MontanariPublished in: CoRR (2013)
Keyphrases
- hypothesis testing
- confidence intervals
- high dimensional
- likelihood ratio
- sample size
- regression model
- low dimensional
- stochastic systems
- model selection
- test set
- monte carlo
- chi square
- dimensionality reduction
- markov chain
- high dimensional data
- data points
- feature space
- roc curve
- stopping rules
- decision trees
- statistical analysis
- conditional probabilities
- test statistic
- hypothesis tests
- support vector