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0111 · Jun 201719922001200920182026
1 result for desparsification

Proposes methods for constructing confidence sets in high-dimensional structured sparsity.

problem Building confidence regions for high-dimensional structured sparsity models.
method Desparsification of the estimator, structured matrix norm penalty, and asymptotic pivot construction.
result Developed methods for constructing asymptotic confidence regions in high-dimensional structured sparsity models.