Applications of the Lindeberg Principle in Communications and Statistical Learning
From MaRDI portal
Cited in
(16)- Fundamental limits of symmetric low-rank matrix estimation
- Fundamental barriers to high-dimensional regression with convex penalties
- Approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations
- Comparison theorem for some extremal eigenvalue statistics
- Approximation to stable law by the Lindeberg principle
- High dimensional robust M-estimation: asymptotic variance via approximate message passing
- Asymptotic mutual information for the balanced binary stochastic block model
- Random-link matching problems on random regular graphs
- A probability approximation framework: Markov process approach
- Universality of approximate message passing with semirandom matrices
- Universality of regularized regression estimators in high dimensions
- Entrywise dynamics and universality of general first order methods
- Normal approximation for call function by refined Lindeberg principle
- Universality laws for Gaussian mixtures in generalized linear models
- Differentially private learning beyond the classical dimensionality regime
- Universality of estimators for high-dimensional linear models with block dependency
This page was built for publication: Applications of the Lindeberg Principle in Communications and Statistical Learning
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5281002)