Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices (Q2091833)

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Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices
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    Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices (English)
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    2 November 2022
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    anticoncentration
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    covariance matrices
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    decision theory
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    least squares
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    lower bounds
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    statistical learning theory
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