Recent Papers and Preprints
A selection of my papers is listed on MathSciNet (access privileges required) and on arXiv; for a complete list, see my cv.
Research Activities
You can find my research activities at the University of Vienna on the u:cris Portal.
Some excerpts are listed below:
| Publications | → Publications |
| Projects | → Projects |
| Activities | → Project Activities → Talks, Workshops, ... |
Publications
Showing entries 1 - 27 out of 27
2023
Leeb H, Steinberger L. Statistical inference with F-statistics when fitting simple models to high-dimensional data. Econometric Theory. 2023 Dec 27;39(6):1249-1272. Epub 2021 Sep 27. doi: 10.1017/S026646662100044X
Steinberger L, Leeb H. Conditional predictive inference for stable algorithms. Annals of Statistics. 2023;51(1):290 - 311.
2021
Kivaranovic D, Leeb H. On the Length of Post-Model-Selection Confidence Intervals Conditional on Polyhedral Constraints. American Statistical Association. Journal. 2021;116(534):845-857. Epub 2020 May. doi: 10.1080/01621459.2020.1732989
2020
Kivaranovic D, Leeb H. A (tight) upper bound for the length of confidence intervals with conditional coverage. arXiv.org. 2020. doi: arxiv.org/abs/2007.12448
Kivaranovic D, Johnson K, Leeb H. Adaptive, distribution-free prediction intervals for deep neural networks. Proceedings of Machine Learning Research. 2020;108:4346-4356.
Kivaranovic D, Ristl R, Posch M, Leeb H. Conformal prediction intervals for the individual treatment effect. arXiv.org. 2020.
2019
Leeb H, Pötscher B, Kivaranovic D. Discussion on "Model confidence bounds for variable selection" by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin. Biometrics. 2019 Jun;75(2):407-410. doi: 10.1111/biom.13021
Steinberger L, Leeb H. Prediction when fitting simple models to high-dimensional data. Annals of Statistics. 2019 Jun;47(3):1408-1442. doi: 10.1214/18-AOS1719
Bachoc F, Leeb H, Pötscher B. Valid Confidence Intervals for Post-Model-Selection Predictors. Annals of Statistics. 2019 Jun;47(3):1475-1504. doi: 10.1214/18-AOS1721
2018
Steinberger L, Leeb H. On conditional moments of high-dimensional random vectors given lower-dimensional projections. Bernoulli: a journal of mathematical statistics and probability. 2018 Feb;24(1):565–591. doi: 10.3150/16-BEJ888
2017
Leeb H, Kabaila P. Admissibility of the usual confidence set for the mean of a univariate or bivariate normal population: The unknown variance case. Journal of the Royal Statistical Society B: Statistical Methodology. 2017 Jun;79(3):801-813. Epub 2016 Jul 9. doi: 10.1111/rssb.12186
Pötscher B, Leeb H. Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values. In Ahmed SE, editor, Big and Complex Data Analysis: Methodologies and Applications. Springer. 2017. p. 69-82. (Contributions to Statistics). doi: 10.1007/978-3-319-41573-4
Pötscher B, Leeb H. Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values. In Big and Complex Data Analysis: Methodology and Applications. 1 ed. Cham: Springer International Publishing. 2017. p. 69-82. (Contributions to Statistics). doi: https://doi.org/10.1007/978-3-319-41573-4_4
2016
Leeb H, Steinberger L. Leave-one-out prediction intervals in linear regression models with many variables. arXiv.org. 2016 Feb 18.
2015
Leeb H. Comment. American Statistical Association. Journal. 2015;110(512):1457-1459. doi: 10.1080/01621459.2015.1109516
Leeb H, Pötscher B, Ewald K. On Various Confidence Intervals Post-Model-Selection. Statistical Science. 2015;30(2):216-227. doi: 10.1214/14-STS507
2013
Leeb H. On the conditional distributions of low-dimensional projections from high-dimensional data. Annals of Statistics. 2013 Apr;41(2):464-483. doi: 10.1214/12-AOS1081SUPP
Senitschnig N, Leeb H. Shrinkage estimators for prediction out-of-sample: Conditional performance. Communications in Statistics - Theory and Methods . 2013 Feb 21;42(07):1246.
2010
Kabaila P, Giri K, Leeb H. Admissibility of the usual confidence interval in linear regression. Electronic Journal of Statistics. 2010;4:300-312.
Kabaila P, Giri K, Leeb H. Admissibility of the usual confidence interval in linear regression. Electronic Journal of Statistics. 2010;4:300-312. doi: 10.1214/10-EJS563
Kabaila P, Leeb H. Prediction Intervals in Regression after Shrinkage: Random Versus Non-Random Explanatory Variables. Unknown publisher. 2010.
Guntuboyina A, Leeb H. Shrinkage estimation of a univariate normal mean. Bernoulli: a journal of mathematical statistics and probability. 2010.
2009
Guntuboyina A, Leeb H. Concentration of the spectral measure of large Wishart matrices with dependent entries. Electronic Communications in Probability. 2009;14:334-342.
Leeb H. Conditional predictive inference post model selection. Annals of Statistics. 2009;37(5B):2838-2876. doi: 10.1214/08-AOS660
Pötscher B, Leeb H. On the Distribution of Penalized Maximum Likelihood Estimators: The LASSO, SCAD, and Thresholding. Journal of Multivariate Analysis. 2009;100:2065-2082.
Guntuboyina A, Leeb H. Shrinkage estimation of a univariate normal mean. Electronic Journal of Statistics. 2009.
Showing entries 1 - 27 out of 27
Projects
Project Activities
Workshop "Model Selection, Regularization, and Inference"
Benedikt Pötscher
,
Hannes Leeb
Workshop "Model Selection, Regularization, and Inference"
Conference,
Organisation of ...
12.7.2018 - 14.7.2018
Fonds zur Förderung der wissenschaftlichen Forschung (FWF)
Hannes Leeb
Project organization
..2015 - ..2016
Fonds zur Förderung der wissenschaftlichen Forschung (FWF)
Hannes Leeb
Project organization
..2014 - ..2016
Fonds zur Förderung der wissenschaftlichen Forschung (FWF)
Hannes Leeb
Project organization
28.5.2013 - 28.5.2013
Talks, Workshops, ...
On the length of confidence intervals with conditional coverage
Hannes Leeb
Talk or oral contribution
22.10.2021 - 22.10.2021
On the length of confidence intervals with conditional coverage
Hannes Leeb
Talk or oral contribution
19.5.2021 - 19.5.2021
Conditional Predictive Inference for High-Dimensional Stable Algorithms
Hannes Leeb
Online Research Seminar of the Institute for Statistics and Mathematics
Seminar/Workshop,
Talk or oral contribution
6.11.2020 - 6.11.2020
Conditional Predictive Inference for High-Dimensional Stable Algorithms
Hannes Leeb
International Seminar on Selective Inference
Lecture series, colloquium,
Talk or oral contribution
17.9.2020 - 17.9.2020
Prediction when fitting simple models to high-dimensional data
Hannes Leeb
Nuffield Econometrics Seminar
Lecture series, colloquium,
Talk or oral contribution
15.5.2020 - 15.5.2020
Prediction when fitting simple linear models to high-dimensional data
Hannes Leeb
Talk or oral contribution
12.12.2019 - 12.12.2019
Statistical inference with F-statistics when fitting simple models to high-dimensional data
Hannes Leeb
7th Channel Network Conference
Conference,
Talk or oral contribution
12.7.2019 - 12.7.2019
Statistical inference with F-statistics when fitting simple models to high-dimensional data
Hannes Leeb
10th Workshop on New Developments in Econometrics and Time Series
Seminar/Workshop,
Talk or oral contribution
6.6.2019 - 6.6.2019
Prediction when fitting simple models to high-dimensional data.
Hannes Leeb
Talk or oral contribution
1.11.2018 - 1.11.2018
Prediction when fitting simple models to high-dimensional data.
Hannes Leeb
Workshop "Model Selection, Regularization, and Inference"
Conference,
Talk or oral contribution
14.7.2018 - 14.7.2018
How to justify fitting simple models to high-dimensional data
Hannes Leeb
Workshop on Model Selection
Seminar/Workshop,
Talk or oral contribution
8.9.2016 - 8.9.2016
On conditional moments of high-dimensional random vectors given lower-dimensional projections or Model selection when n < d
Hannes Leeb
30th European Meeting of Statisticians (BSMSP)
Conference,
Talk or oral contribution
6.7.2015 - 10.7.2015
On conditional moments of high-dimensional random vectors given lower-dimensional projections
Hannes Leeb
Workshop on Statistical Inference for Large Scale Data
Seminar/Workshop,
Talk or oral contribution
20.4.2015 - 24.4.2015
On conditional moments of high-dimensional random vectors given lower-dimensional projections
Hannes Leeb
Talk or oral contribution
..2015 - ..
On conditional moments of high-dimensional random vectors given lower-dimensional projections
Hannes Leeb
Talk or oral contribution
..2015 - ..
On conditional moments of high-dimensional random vectors given lower-dimensional projections
Hannes Leeb
Talk or oral contribution
12.11.2014 - 12.11.2014
On conditional moments of high-dimensional random vectors given lower-dimensional projections
Hannes Leeb
Talk or oral contribution
10.10.2014 - 10.10.2014
On various confidence intervals post-model-selection
Hannes Leeb
ASC - IMS Annual Meeting 2014
Conference,
Talk or oral contribution
7.7.2014 - 10.7.2014
On conditional moments of high-dimensional random vectors given lower-dimensional problems
Hannes Leeb
Talk or oral contribution
27.5.2014 - 27.5.2014
Conditional predictive inference post model selection
Hannes Leeb
7th International Conference on Computational and Financial Econometrics (CFE 2013)
Conference,
Talk or oral contribution
14.12.2013 - 14.12.2013
On the conditional distribution of Low-dimensional projections from high-dimensional data.
Hannes Leeb
29th European Meeting of Statisticians
Conference,
Talk or oral contribution
23.7.2013 - 23.7.2013
On the conditional distribution of low-dimensional projections from high-dimensional data
Hannes Leeb
Workshop in honor of Jan Magnus
Seminar/Workshop,
Talk or oral contribution
13.6.2013 - 14.6.2013
On the conditional distribution of low-dimensional projections from high-dimensional data
Hannes Leeb
Statistics department seminar
Seminar/Workshop,
Talk or oral contribution
29.4.2013 - 29.4.2013
On the conditional distribution of low-dimensional projections from high-dimensional data
Hannes Leeb
Statistics department seminar
Seminar/Workshop,
Talk or oral contribution
24.4.2013 - 24.4.2013
On the conditional distribution of low-dimensional projections from high-dimensional data
Hannes Leeb
Statistics department seminar
Seminar/Workshop,
Talk or oral contribution
11.4.2013 - 11.4.2013
Conditional predictive inference post model selection
Hannes Leeb
Talk or oral contribution
4.12.2009 - 4.12.2009
Conditional predictive inference post model selection
Hannes Leeb
Talk or oral contribution
25.11.2009 - 25.11.2009
Discussion of talks by Ery Arias-Castro and Lixing Zhu in Section on 'Complex data analysis, dimension reduction and sparsity'.
Hannes Leeb
The 57th Session of the International Statistical Institute
Conference,
Talk or oral contribution
16.8.2009 - 16.8.2009
Conditional predictive inference post model selection
Hannes Leeb
Talk or oral contribution
16.2.2009 - 16.2.2009
Conditional predictive inference post model selection
Hannes Leeb
Talk or oral contribution
2.2.2009 - 2.2.2009
Conditional predictive inference post model selection
Hannes Leeb
Talk or oral contribution
5.1.2009 - 5.1.2009