Asymptotic Confidence Regions for High-dimensional Structured Sparsity

no code implementations • 28 Jun 2017 • Benjamin Stucky, Sara van de Geer

In the setting of high-dimensional linear regression models, we propose two frameworks for constructing pointwise and group confidence sets for penalized estimators which incorporate prior knowledge about the organization of the non-zero coefficients.

regression Vocal Bursts Intensity Prediction