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In this chapter, we aim to conduct inference for high-dimensional linear model. Recall the sparse linear model \(Y = \mathbb {X} \beta ^* + \varepsilon \) , where \(\mathbb {X} \in \mathbb {R}^{n\times d}\) and \(\|\beta ^*\|_0 \le s\) .

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Debiased Lasso

  • 章节

  • 发表日期：

    2025年

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  • Junwei Lu

摘要

In this chapter, we aim to conduct inference for high-dimensional linear model. Recall the sparse linear model \(Y = \mathbb {X} \beta ^* + \varepsilon \) , where \(\mathbb {X} \in \mathbb {R}^{n\times d}\) and \(\|\beta ^*\|_0 \le s\) .