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High-Dimensional Inference: Confidence Intervals, p-Values and R-Software hdi

arXiv 1408.4026 ↗First posted 18 Aug 2014stat.MEcited by 18

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Abstract (arXiv)

We present a (selective) review of recent frequentist high-dimensional inference methods for constructing p-values and confidence intervals in linear and generalized linear models. We include a broad, comparative empirical study which complements the viewpoint from statistical methodology and theory. Furthermore, we introduce and illustrate the R-package hdi which easily allows the use of different methods and supports reproducibility.

Key facts. Cited by 18 papers in the map (data through 7 Oct 2026). First posted on arXiv 18 Aug 2014.

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Citing papers per year: 2021: 4; 2022: 6; 2023: 3; 2024: 2; 2025: 1; 2026: 2.

18 papers.

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  1. 2021DoubleML -- An Object-Oriented Implementation of Double Machine Learning in Rcited by 13
  2. 2023Fast Linear Model Trees by PILOTcited by 7
  3. 2022Loss-guided Stability Selectioncited by 3
  4. 2022Greykite: Deploying Flexible Forecasting at Scale at LinkedIncited by 2
  5. 2024On the Selection Stability of Stability Selection and Its Applicationscited by 2
  6. 2021Spatially relaxed inference on high-dimensional linear modelscited by 1
  7. 2022Using Machine Learning to Test Causal Hypotheses in Conjoint Analysiscited by 1
  8. 2022Neural interval-censored survival regression with feature selectioncited by 1
  9. 2025Stability Selection via Variable Decorrelationcited by 1
  10. 2021High-dimensional regression with potential prior information on variable importancecited by 0
  11. 2021An Overview of Healthcare Data Analytics With Applications to the COVID-19 Pandemiccited by 0
  12. 2022Testing Granger Non-Causality in Panels with Cross-Sectional Dependenciescited by 0
6 more
  1. 2022Error Controlled Feature Selection for Ultrahigh Dimensional and Highly Correlated Feature Space Using Deep Learningcited by 0
  2. 2023Small Area Estimation with Random Forests and the LASSOcited by 0
  3. 2023BARTSIMP: flexible spatial covariate modeling and prediction using Bayesian additive regression treescited by 0
  4. 2024Adaptive and Stratified Subsampling for High-Dimensional Robust Estimationcited by 0
  5. 2026Debiased Estimators in High-Dimensional Regression: A Review and Replication of Javanmard and Montanari (2014)cited by 0
  6. 2026High-dimensional networks and mean squared error for possibly misspecified modelscited by 0