math.ST, stat.ME, stat.ML, stat.OT, stat.TH

Debiased Estimators in High-Dimensional Regression: A Review and Replication of Javanmard and Montanari (2014)

arXiv:2604.00848v1 Announce Type: cross
Abstract: High-dimensional statistical settings ($p \gg n$) pose fundamental challenges for classical inference, largely due to bias introduced by regularized estimators such as the LASSO. To address this, Javan…