Debiased LASSO under Poisson-Gauss Model
Debiased LASSO under Poisson-Gauss Model
Quantifying uncertainty in high-dimensional sparse linear regression is a fundamental task in statistics that arises in various applications. One of the most successful methods for quantifying uncertainty is the debiased LASSO, which has a solid theoretical foundation but is restricted to settings where the noise is purely additive. Motivated by …