Universality of regularized regression estimators in high dimensions (Q6183759)

scientific article; zbMATH DE number 7783519

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English	Universality of regularized regression estimators in high dimensions	scientific article; zbMATH DE number 7783519

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instance of

scholarly article

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title

Universality of regularized regression estimators in high dimensions (English)

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The Annals of Statistics

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publication date

4 January 2024

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full work available at URL

https://arxiv.org/abs/2206.07936

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https://projecteuclid.org/journals/annals-of-statistics/volume-51/issue-4/Universality-of-regularized-regression-estimators-in-high-dimensions/10.1214/23-AOS2309.full

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zbMATH Keywords

Gaussian comparison inequalities

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high-dimensional asymptotics

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Lasso

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Lindeberg's principle

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random matrix theory

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robust regression

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ridge regression

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universality

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MaRDI profile type

MaRDI publication profile

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cites work

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Second-order Stein: SURE for SURE and other applications in high-dimensional inference

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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 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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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 distribution of the Lasso: uniform control over sparse balls and adaptive parameter tuning

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Precise Error Analysis of Regularized <inline-formula> <tex-math notation="LaTeX">$M$ </tex-math> </inline-formula>-Estimators in High Dimensions

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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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Identifiers

arXiv ID

2206.07936

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6183759