Publications, Talks, Projects

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

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 Sept 27. doi: 10.1017/S026646662100044X

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Steinberger L , Leeb H. Conditional predictive inference for stable algorithms. Annals of Statistics. 2023;51(1):290 - 311.

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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

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2020

Kivaranovic D , Johnson K , Leeb H. Adaptive, distribution-free prediction intervals for deep neural networks. Proceedings of Machine Learning Research. 2020;108:4346-4356.

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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

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Kivaranovic D , Ristl R, Posch M, Leeb H. Conformal prediction intervals for the individual treatment effect. arXiv.org. 2020.

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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

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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

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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

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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

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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

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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

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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: 10.1007/978-3-319-41573-4_4

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2016

Leeb H , Steinberger L. Leave-one-out prediction intervals in linear regression models with many variables. arXiv.org. 2016 Feb 18.

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2015

Leeb H. Comment. American Statistical Association. Journal. 2015;110(512):1457-1459. doi: 10.1080/01621459.2015.1109516

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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

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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

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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.

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2010

Kabaila P, Giri K, Leeb H. Admissibility of the usual confidence interval in linear regression. Electronic Journal of Statistics. 2010;4:300-312.

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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

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Leeb H. Most Lower-dimensional Submodels Are Approximately Correct. Unknown publisher. 2010.

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Kabaila P, Leeb H. Prediction Intervals in Regression after Shrinkage: Random Versus Non-Random Explanatory Variables. Unknown publisher. 2010.

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Guntuboyina A, Leeb H. Shrinkage estimation of a univariate normal mean. Bernoulli: a journal of mathematical statistics and probability. 2010.

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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.

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Leeb H. Conditional predictive inference post model selection. Annals of Statistics. 2009;37(5B):2838-2876. doi: 10.1214/08-AOS660

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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.

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Guntuboyina A, Leeb H. Shrinkage estimation of a univariate normal mean. Electronic Journal of Statistics. 2009.

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Projects

Modellwahl und statistische Inf

Leeb, H. (Project Lead)

30/06/15 → 30/06/17

Project: Research funding

Out-of-sample Prediction Using Shrinkage Estimators

Leeb, H. (Project Lead)

9/12/13 → 1/10/19

Project: Research funding

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