Confidence intervals and hypothesis testing for high-dimensional regression.
Adel JavanmardAndrea MontanariPublished in: J. Mach. Learn. Res. (2014)
Keyphrases
- hypothesis testing
- confidence intervals
- high dimensional
- likelihood ratio
- sample size
- low dimensional
- regression model
- markov chain
- stochastic systems
- test set
- dimensionality reduction
- chi square
- model selection
- stopping rules
- data points
- feature space
- monte carlo
- support vector
- state space
- conditional probabilities
- hypothesis tests
- probability distribution
- bayesian networks
- learning algorithm