Existence of solutions to the nonlinear equations characterizing the precise error of M-estimators
Fuente:
arXiv
Saved in:
| Main Authors: | Bellec, Pierre C., Koriyama, Takuya |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Error estimation and adaptive tuning for unregularized robust M-estimator
by: Bellec, Pierre C., et al.
Published: (2023)
by: Bellec, Pierre C., et al.
Published: (2023)
Phase transitions for the existence of unregularized M-estimators in single index models
by: Koriyama, Takuya, et al.
Published: (2025)
by: Koriyama, Takuya, et al.
Published: (2025)
Asymptotics of resampling without replacement in robust and logistic regression
by: Bellec, Pierre C., et al.
Published: (2024)
by: Bellec, Pierre C., et al.
Published: (2024)
Precise Asymptotics of Bagging Regularized M-estimators
by: Koriyama, Takuya, et al.
Published: (2024)
by: Koriyama, Takuya, et al.
Published: (2024)
Corrected generalized cross-validation for finite ensembles of penalized estimators
by: Bellec, Pierre C., et al.
Published: (2023)
by: Bellec, Pierre C., et al.
Published: (2023)
Observable adjustments in single-index models for regularized M-estimators
by: Bellec, Pierre C
Published: (2022)
by: Bellec, Pierre C
Published: (2022)
The Lasso error is bounded iff its active set size is bounded away from n in the proportional regime
by: Bellec, Pierre C.
Published: (2025)
by: Bellec, Pierre C.
Published: (2025)
The noise barrier and the large signal bias of the Lasso and other convex estimators
by: Bellec, Pierre C
Published: (2018)
by: Bellec, Pierre C
Published: (2018)
Asymptotic Inference for Exchangeable Gibbs Partitions
by: Koriyama, Takuya
Published: (2025)
by: Koriyama, Takuya
Published: (2025)
Derivatives and residual distribution of regularized M-estimators with application to adaptive tuning
by: Bellec, Pierre C, et al.
Published: (2021)
by: Bellec, Pierre C, et al.
Published: (2021)
Asymptotic mixed normality of maximum likelihood estimator for Ewens--Pitman partition
by: Koriyama, Takuya, et al.
Published: (2022)
by: Koriyama, Takuya, et al.
Published: (2022)
Simultaneous analysis of approximate leave-one-out cross-validation and mean-field inference
by: Bellec, Pierre C
Published: (2025)
by: Bellec, Pierre C
Published: (2025)
Estimating Generalization Performance Along the Trajectory of Proximal SGD in Robust Regression
by: Tan, Kai, et al.
Published: (2024)
by: Tan, Kai, et al.
Published: (2024)
Uncertainty quantification for iterative algorithms in linear models with application to early stopping
by: Bellec, Pierre C., et al.
Published: (2024)
by: Bellec, Pierre C., et al.
Published: (2024)
Denoising Diffusions with Optimal Transport: Localization, Curvature, and Multi-Scale Complexity
by: Liang, Tengyuan, et al.
Published: (2024)
by: Liang, Tengyuan, et al.
Published: (2024)
Existence of the solution to the graphical lasso
by: Carter, Jack Storror
Published: (2025)
by: Carter, Jack Storror
Published: (2025)
Existence of Firth's modified estimates in binomial regression models
by: Ogawa, Mitsunori, et al.
Published: (2023)
by: Ogawa, Mitsunori, et al.
Published: (2023)
On the errors committed by sequences of estimator functionals
by: Grønneberg, Steffen, et al.
Published: (2026)
by: Grønneberg, Steffen, et al.
Published: (2026)
On the pointwise and sup-norm errors for local regression estimators
by: Bettinger, Jérémy, et al.
Published: (2025)
by: Bettinger, Jérémy, et al.
Published: (2025)
Improved dependence on coherence in eigenvector and eigenvalue estimation error bounds
by: Yan, Hao, et al.
Published: (2025)
by: Yan, Hao, et al.
Published: (2025)
Post hoc inference via joint family-wise error rate control
by: Blanchard, Gilles, et al.
Published: (2017)
by: Blanchard, Gilles, et al.
Published: (2017)
Plug-in error bounds for a mixing density estimate in $R^d,$ and for its derivatives
by: Yatracos, Yannis G.
Published: (2015)
by: Yatracos, Yannis G.
Published: (2015)
A new kernel estimator of hazard ratio and its asymptotic mean squared error
by: Moriyama, Taku, et al.
Published: (2016)
by: Moriyama, Taku, et al.
Published: (2016)
Eigenvector overlaps in large sample covariance matrices and nonlinear shrinkage estimators
by: Lin, Zeqin, et al.
Published: (2024)
by: Lin, Zeqin, et al.
Published: (2024)
Models of linkage error for capture-recapture estimation without clerical reviews
by: Dasylva, Abel, et al.
Published: (2024)
by: Dasylva, Abel, et al.
Published: (2024)
Distribution free M-estimation
by: Areces, Felipe, et al.
Published: (2025)
by: Areces, Felipe, et al.
Published: (2025)
Optimal estimation for regression discontinuity design with binary outcomes
by: Ishihara, Takuya, et al.
Published: (2025)
by: Ishihara, Takuya, et al.
Published: (2025)
Censored Graphical Horseshoe: Bayesian sparse precision matrix estimation with censored and missing data
by: Mai, The Tien, et al.
Published: (2026)
by: Mai, The Tien, et al.
Published: (2026)
The out-of-sample prediction error of the square-root-LASSO and related estimators
by: Olea, José Luis Montiel, et al.
Published: (2022)
by: Olea, José Luis Montiel, et al.
Published: (2022)
Existence of Direct Density Ratio Estimators
by: Banzato, Erika, et al.
Published: (2025)
by: Banzato, Erika, et al.
Published: (2025)
Non-parametric estimation for the stochastic wave equation
by: Ziebell, Eric
Published: (2024)
by: Ziebell, Eric
Published: (2024)
Concentration of a sparse Bayesian model with Horseshoe prior in estimating high-dimensional precision matrix
by: Mai, The Tien
Published: (2024)
by: Mai, The Tien
Published: (2024)
On the partial autocorrelation function for locally stationary time series: characterization, estimation and inference
by: Ding, Xiucai, et al.
Published: (2024)
by: Ding, Xiucai, et al.
Published: (2024)
Least squares estimation in nonstationary nonlinear cohort panels with learning from experience
by: Mayer, Alexander, et al.
Published: (2023)
by: Mayer, Alexander, et al.
Published: (2023)
Asymptotics of constrained $M$-estimation under convexity
by: Brunel, Victor-Emmanuel
Published: (2025)
by: Brunel, Victor-Emmanuel
Published: (2025)
Semiparametric M-estimation with overparameterized neural networks
by: Yan, Shunxing, et al.
Published: (2025)
by: Yan, Shunxing, et al.
Published: (2025)
Dimension-free error estimate for diffusion model and optimal scheduling
by: de Bortoli, Valentin, et al.
Published: (2025)
by: de Bortoli, Valentin, et al.
Published: (2025)
M-estimation with e-statistics
by: Wang, Hongjian, et al.
Published: (2026)
by: Wang, Hongjian, et al.
Published: (2026)
Low-rank matrix estimation via nonconvex spectral regularized methods in errors-in-variables matrix regression
by: Li, Xin, et al.
Published: (2024)
by: Li, Xin, et al.
Published: (2024)
Existence and non-existence of consistent estimators in supercritical controlled branching processes
by: Braunsteins, Peter, et al.
Published: (2025)
by: Braunsteins, Peter, et al.
Published: (2025)
Similar Items
-
Error estimation and adaptive tuning for unregularized robust M-estimator
by: Bellec, Pierre C., et al.
Published: (2023) -
Phase transitions for the existence of unregularized M-estimators in single index models
by: Koriyama, Takuya, et al.
Published: (2025) -
Asymptotics of resampling without replacement in robust and logistic regression
by: Bellec, Pierre C., et al.
Published: (2024) -
Precise Asymptotics of Bagging Regularized M-estimators
by: Koriyama, Takuya, et al.
Published: (2024) -
Corrected generalized cross-validation for finite ensembles of penalized estimators
by: Bellec, Pierre C., et al.
Published: (2023)