scientific article; zbMATH DE number 7625163

MaRDI QIDQ5054595zbMATH OpenFDO

Authors Florentina Bunea, Seth Strimas-Mackey, Marten H. Wegkamp

Publication date 29 November 2022

Full work available at URL https://arxiv.org/abs/2002.02525, https://jmlr.csail.mit.edu/papers/v23/20-112.html

zbMATH Keywords

factor modelsfinite sample risk boundshigh-dimensional regressioninterpolationminimum-norm predictorprediction

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Cites work

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Cited in

(8)

• Benign Overfitting and Noisy Features
• Interpolating Predictors in High-Dimensional Factor Regression
• On ridge estimation in high-dimensional rotationally sparse linear regression
• Benign overfitting in time-series linear models with over-parameterization
• The high-dimensional asymptotics of principal component regression
• Integrative factor-adjusted sparse generalized linear models
• On the robustness of the minimim _2 interpolator
• Benign overfitting of non-sparse high-dimensional linear regression with correlated noise

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