Universality of regularized regression estimators in high dimensions (Q6183759): Difference between revisions

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+Optimal errors and phase transitions in high-dimensional generalized linear models
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+Universality in polytope phase transitions and message passing algorithms
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+The Dynamics of Message Passing on Dense Graphs, with Applications to Compressed Sensing
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+The LASSO Risk for Gaussian Matrices
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+Second-order Stein: SURE for SURE and other applications in high-dimensional inference
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+De-biasing the Lasso with degrees-of-freedom adjustment
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+Debiasing convex regularized estimators and interval estimation in linear models
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+Fundamental barriers to high-dimensional regression with convex penalties
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+A generalization of the Lindeberg principle
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+Universality of approximate message passing algorithms
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+Nearly optimal central limit theorem and bootstrap approximations in high dimensions
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+A model of double descent for high-dimensional binary linear classification
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+Ridge regression and asymptotic minimax estimation over spheres of growing dimension
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+High-dimensional asymptotics of prediction: ridge regression and classification
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+High dimensional robust M-estimation: asymptotic variance via approximate message passing
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+On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators
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+Approximate message passing algorithms for rotationally invariant matrices
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+High-dimensional central limit theorems by Stein's method
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+Generalisation error in learning with random features and the hidden manifold model*
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+Q3796199
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+Surprises in high-dimensional ridgeless least squares interpolation
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+Ridge Regression: Biased Estimation for Nonorthogonal Problems
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+Robust Estimation of a Location Parameter
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+Robust regression: Asymptotics, conjectures and Monte Carlo
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+Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
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+Hypothesis Testing in High-Dimensional Regression Under the Gaussian Random Design Model: Asymptotic Theory
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+Debiasing the Lasso: optimal sample size for Gaussian designs
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+On robust regression with high-dimensional predictors
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+Applications of the Lindeberg Principle in Communications and Statistical Learning
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+Fundamental limits of symmetric low-rank matrix estimation
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+A precise high-dimensional asymptotic theory for boosting and minimum-\(\ell_1\)-norm interpolated classifiers
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+Central limit theorem and bootstrap approximation in high dimensions: near \(1/\sqrt{n}\) rates via implicit smoothing
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+Learning curves of generic features maps for realistic datasets with a teacher-student model*
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+The Generalization Error of Random Features Regression: Precise Asymptotics and the Double Descent Curve
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+Q4237477
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+The distribution of the Lasso: uniform control over sparse balls and adaptive parameter tuning
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+MEAN FIELD ASYMPTOTICS IN HIGH-DIMENSIONAL STATISTICS: FROM EXACT RESULTS TO EFFICIENT ALGORITHMS
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+Universality laws for randomized dimension reduction, with applications
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+Estimation of the mean of a multivariate normal distribution
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+A modern maximum-likelihood theory for high-dimensional logistic regression
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+Mean Field Models for Spin Glasses
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+Mean Field Models for Spin Glasses
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+Precise Error Analysis of Regularized &lt;inline-formula&gt;                       &lt;tex-math notation="LaTeX"&gt;$M$ &lt;/tex-math&gt;                   &lt;/inline-formula&gt;-Estimators in High Dimensions
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+Q4864293
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+On asymptotically optimal confidence regions and tests for high-dimensional models
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+Weak convergence and empirical processes. With applications to statistics
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+Does SLOPE outperform bridge regression?
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+Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
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