Weak Signal Identification and Inference in Penalized Model Selection

• 作 者: Annie Qu
• 机 构: UniversityofIllinoisatUrbana-Champaign,Champaign,USA
• 出 处: 数学统计在医学成像及大数据应用的集成方法研讨会(MSMIA2016)
• 发表日期: 2016年12期

　　Weak signal identification and inference are very important in the area of penalized model selection,yet they are under-developed and not well-studied.Exist-ing inference procedures for penalized estimators are mainly focused on strong signals.