Rate Optimal Estimation and Confidence Intervals for High-dimensional Regression with Missing Covariates.
Yining WangJialei WangSivaraman BalakrishnanAarti SinghPublished in: CoRR (2017)
Keyphrases
- confidence intervals
- sample size
- high dimensional
- regression model
- sufficiently small
- estimation error
- model selection
- stopping rules
- dynamic programming
- markov chain
- worst case
- stochastic systems
- data sets
- low dimensional
- density estimation
- asymptotically optimal
- chi square
- regression coefficients
- optimal solution
- test set
- limit theorems