Debiased Lasso

Junwei Lu
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Junwei Lu: Harvard University

Chapter Chapter 18 in Big Data Analysis, 2025, pp 129-136 from Springer

Abstract: Abstract In this chapter, we aim to conduct inference for high-dimensional linear model. Recall the sparse linear model Y = 𝕏 β ∗ + ε $$Y = \mathbb {X} \beta ^* + \varepsilon $$ , where 𝕏 ∈ ℝ n × d $$\mathbb {X} \in \mathbb {R}^{n\times d}$$ and ∥ β ∗ ∥ 0 ≤ s $$\|\beta ^*\|_0 \le s$$ .

Date: 2025
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DOI: 10.1007/978-3-032-03161-7_18

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