Classification of Heavy-tailed Features in High Dimensions: a Superstatistical Approach

Documenti analoghi

• PCA recovery thresholds in low-rank matrix inference with sparse noise
  di: Adomaityte, Urte, et al.
  Pubblicazione: (2025)
• High-dimensional robust regression under heavy-tailed data: Asymptotics and Universality
  di: Adomaityte, Urte, et al.
  Pubblicazione: (2023)
• Kernel Density Estimators in Large Dimensions
  di: Biroli, Giulio, et al.
  Pubblicazione: (2024)
• Delocalization-localization dynamical phase transition of random walks on graphs
  di: Carugno, Giorgio, et al.
  Pubblicazione: (2022)
• Asymmetric Scaling Laws from Sparse Features
  di: Sous, John, et al.
  Pubblicazione: (2026)