Copertina

On a class of high dimensional linear regression methods with debiasing and thresholding

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Wang, Ying-Ao, Zhang, Yunyi, Zhang, Ye
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Statistics Theory Probability
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

CLT in high-dimensional Bayesian linear regression with low SNR
di: Lee, Seunghyun, et al.
Pubblicazione: (2025)

The high-dimensional asymptotics of first order methods with random data
di: Celentano, Michael, et al.
Pubblicazione: (2021)

A variational Bayes approach to debiased inference for low-dimensional parameters in high-dimensional linear regression
di: Castillo, Ismaël, et al.
Pubblicazione: (2024)

Physics-based linear regression for high-dimensional forward uncertainty quantification
di: Wang, Ziqi
Pubblicazione: (2024)

On the Low-Temperature MCMC threshold: the cases of sparse tensor PCA, sparse regression, and a geometric rule
di: Chen, Zongchen, et al.
Pubblicazione: (2024)

Central limit theorems for high dimensional dependent data
di: Chang, Jinyuan, et al.
Pubblicazione: (2021)

Optimal estimators for threshold-based quality measures
di: Abrams, Aaron, et al.
Pubblicazione: (2025)

Gaussian universality for approximately polynomial functions of high-dimensional data
di: Huang, Kevin Han, et al.
Pubblicazione: (2024)

High-dimensional Laplace asymptotics up to the concentration threshold
di: Katsevich, Alexander, et al.
Pubblicazione: (2026)

Robust high-dimensional Gaussian and bootstrap approximations for trimmed sample means
di: Resende, Lucas
Pubblicazione: (2024)

Spiked eigenvalues of high-dimensional sample autocovariance matrices: CLT and applications
di: Bi, Daning, et al.
Pubblicazione: (2022)

kTULA: A Langevin sampling algorithm with improved KL bounds under super-linear log-gradients
di: Lytras, Iosif, et al.
Pubblicazione: (2025)

Penalized estimation of GEV parameters for extreme quantile regression
di: Vidagbandji, Lucien M., et al.
Pubblicazione: (2026)

Spectra of high-dimensional sparse random geometric graphs
di: Cao, Yifan, et al.
Pubblicazione: (2025)

Stable Approximation for Call Function Via Stein's method
di: Chen, Peng, et al.
Pubblicazione: (2024)

Bias correction for quantile regression estimators
di: Franguridi, Grigory, et al.
Pubblicazione: (2020)

Non-asymptotic estimates for accelerated high order Langevin Monte Carlo algorithms
di: Neufeld, Ariel, et al.
Pubblicazione: (2024)

Exact recovery in Gaussian weighted stochastic block model and planted dense subgraphs: Statistical and algorithmic thresholds
di: Pandey, Aaradhya, et al.
Pubblicazione: (2024)

High-dimensional analysis of ridge regression for non-identically distributed data with a variance profile
di: Bigot, Jérémie, et al.
Pubblicazione: (2024)

A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations
di: Kock, Anders Bredahl, et al.
Pubblicazione: (2023)

High-dimensional ridge regression with random features for non-identically distributed data with a variance profile
di: Dabo, Issa-Mbenard, et al.
Pubblicazione: (2025)

A debiased Bernoulli factory and unbiased estimation of a probability
di: Koskela, Jere, et al.
Pubblicazione: (2025)

Estimating non-linear functionals of trawl processes
di: Sauri, Orimar
Pubblicazione: (2025)

Wasserstein bounds for non-linear Gaussian filters
di: Karvonen, Toni, et al.
Pubblicazione: (2025)

Closed-form linear moments of the two-dimensional angular central Gaussian distribution
di: Vareilles, Siméon
Pubblicazione: (2026)

Universality of high-dimensional scaling limits of stochastic gradient descent
di: Gheissari, Reza, et al.
Pubblicazione: (2025)

A class of sparse Johnson--Lindenstrauss transforms and analysis of their extreme singular values
di: Dzahini, Kwassi Joseph, et al.
Pubblicazione: (2022)

Scaling limits for sample autocovariance operators of Hilbert space-valued linear processes
di: Düker, Marie-Christine, et al.
Pubblicazione: (2025)

ANOVA for High-dimensional Non-stationary Time Series
di: Zhang, Yunyi
Pubblicazione: (2025)

Geometric ergodicity of Gibbs samplers for linear latent models with GIG variance mixtures
di: Awadelkarim, Elsiddig, et al.
Pubblicazione: (2026)

Invariance principle for the Gaussian Multiplicative Chaos via a high dimensional CLT with low rank increments
di: Chowdhury, Mriganka Basu Roy, et al.
Pubblicazione: (2025)

Stein's method, smoothing and functional approximation
di: Barbour, A. D., et al.
Pubblicazione: (2021)

Dynamical mean-field analysis of adaptive Langevin diffusions: Propagation-of-chaos and convergence of the linear response
di: Fan, Zhou, et al.
Pubblicazione: (2025)

Local geometry of high-dimensional mixture models: Effective spectral theory and dynamical transitions
di: Arous, Gerard Ben, et al.
Pubblicazione: (2025)

Spectral analysis of large dimensional Chatterjee's rank correlation matrix
di: Dong, Zhaorui, et al.
Pubblicazione: (2025)

The Berry-Esseen Bound for High-dimensional Self-normalized Sums
di: Chang, Woonyoung, et al.
Pubblicazione: (2025)

Geometrical representation and dependence structure of three-dimensional Bernoulli distributions
di: Fontana, Roberto, et al.
Pubblicazione: (2025)

Limiting Spectral Distribution of High-dimensional Multivariate Kendall-$τ$
di: Wu, Ruoyu
Pubblicazione: (2025)

On one dimensional weighted Poincare inequalities for Global Sensitivity Analysis
di: Heredia, David, et al.
Pubblicazione: (2024)

Central limit theory for Peaks-over-Threshold partial sums of long memory linear time series
di: Scheffel, Ioan, et al.
Pubblicazione: (2025)