Precise asymptotics of bagging regularized M-estimators
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 5056239 (Why is no real title available?)
- A Statistical View of Some Chemometrics Regression Tools
- A model of double descent for high-dimensional binary linear classification
- A modern maximum-likelihood theory for high-dimensional logistic regression
- A precise high-dimensional asymptotic theory for boosting and minimum-\(\ell_1\)-norm interpolated classifiers
- Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity
- Aggregation of affine estimators
- Analyzing bagging
- Bagging predictors
- Corrected generalized cross-validation for finite ensembles of penalized estimators
- Correlation adjusted debiased Lasso: debiasing the Lasso with inaccurate covariate model
- Deep learning: a statistical viewpoint
- Deviation optimal learning using greedy \(Q\)-aggregation
- Distributed linear regression by averaging
- Error estimation and adaptive tuning for unregularized robust M-estimator
- Estimation of the mean of a multivariate normal distribution
- Extrapolated Cross-Validation for Randomized Ensembles
- Fit without fear: remarkable mathematical phenomena of deep learning through the prism of interpolation
- Graph-based Approximate Message Passing Iterations
- High dimensional robust M-estimation: asymptotic variance via approximate message passing
- High-dimensional asymptotics of prediction: ridge regression and classification
- Information Theory and Mixing Least-Squares Regressions
- Kullback-Leibler aggregation and misspecified generalized linear models
- Nonlinear programming
- Observable adjustments in single-index models for regularized M-estimators with bounded p/n
- On bagging and nonlinear estimation
- On robust regression with high-dimensional predictors
- On the exponentially weighted aggregate with the Laplace prior
- On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators
- Optimal bounds for aggregation of affine estimators
- Optimal learning with \textit{Q}-aggregation
- Optimal weighted nearest neighbour classifiers
- Out-of-sample error estimate for robust M-estimators with convex penalty
- Overcoming the limitations of phase transition by higher order analysis of regularization techniques
- Precise Error Analysis of Regularized <inline-formula> <tex-math notation="LaTeX">$M$ </tex-math> </inline-formula>-Estimators in High Dimensions
- Properties of Bagged Nearest Neighbour Classifiers
- Sharp MSE bounds for proximal denoising
- Sharp oracle inequalities for aggregation of affine estimators
- State evolution for general approximate message passing algorithms, with applications to spatial coupling
- Surprises in high-dimensional ridgeless least squares interpolation
- The Dynamics of Message Passing on Dense Graphs, with Applications to Compressed Sensing
- The Elements of Statistical Learning
- The LASSO Risk for Gaussian Matrices
- The Lasso problem and uniqueness
- The Lasso with general Gaussian designs with applications to hypothesis testing
- The Noise-Sensitivity Phase Transition in Compressed Sensing
- The distribution of the Lasso: uniform control over sparse balls and adaptive parameter tuning
- The generalization error of max-margin linear classifiers: benign overfitting and high dimensional asymptotics in the overparametrized regime
- Universality of regularized regression estimators in high dimensions
- Using iterated bagging to debias regressions
- WONDER: weighted one-shot distributed ridge regression in high dimensions
- Which bridge estimator is the best for variable selection?
This page was built for publication: Precise asymptotics of bagging regularized M-estimators
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7227004)