High-dimensional analysis of ridge regression for non-identically distributed data with a variance profile

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bigot, Jérémie, Dabo, Issa-Mbenard, Male, Camille
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory Probability Methodology Machine Learning
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2403.20200