Text-term selection and analysis: Frequentist and Bayesian strategies and interpretations
文本词项选择与分析：频率学派和贝叶斯策略及解释
Economic analysis based on text data has expanded rapidly, yet the ultra-high dimensionality of text data presents substantial challenges for term selection and estimation. We propose the Information-Adaptive Lasso and Information-Adaptive Spike-and-Slab Lasso as novel frequentist and Bayesian approaches to address these challenges. A key theoretical contribution of this study is the establishment of the rate of convergence in term-selection consistency, which we show to be…