Chatbots can pass the Turing test--but they can't yet handle an office worker's inbox. One morning last month, I decided to try artificial intelligence on a dire problem: my inbox. In the past twenty years, the e-mail address I use for writing projects has been discovered by a staggering number of P.R. firms, scammers, and strangers with eccentric requests. On this particular day, I had eight hundred and twenty-nine messages. Of the fifty most recent e-mails, the majority were dreck, but about eight were of actual interest, suggesting a hit rate of sixteen per cent--just enough that I had to worry about missing something important.

We develop a method for uniform valid confidence bands of a nonparametric component $f_1$ in the general additive model $Y=f_1(X_1)+\ldots + f_p(X_p) + \varepsilon$ in a high-dimensional setting. We employ sieve estimation and embed it in a high-dimensional Z-estimation framework allowing us to construct uniformly valid confidence bands for the first component $f_1$. As usual in high-dimensional settings where the number of regressors $p$ may increase with sample, a sparsity assumption is critical for the analysis. We also run simulations studies which show that our proposed method gives reliable results concerning the estimation properties and coverage properties even in small samples. Finally, we illustrate our procedure with an empirical application demonstrating the implementation and the use of the proposed method in practice.