High Dimensional Robust M-Estimation: Asymptotic Variance via Approximate Message Passing

28 October 2013

Papers citing "High Dimensional Robust M-Estimation: Asymptotic Variance via Approximate Message Passing"

46 / 46 papers shown

Title
Derivatives and residual distribution of regularized M-estimators with application to adaptive tuning Pierre C. Bellec Yi Shen 48 13 0 03 Jan 2025
Analysis of High-dimensional Gaussian Labeled-unlabeled Mixture Model via Message-passing Algorithm Xiaosi Gu Tomoyuki Obuchi 74 0 0 29 Nov 2024
Understanding Optimal Feature Transfer via a Fine-Grained Bias-Variance Analysis Yufan Li Subhabrata Sen Ben Adlam MLT 51 1 0 18 Apr 2024
Existence of solutions to the nonlinear equations characterizing the precise error of M-estimators Pierre C. Bellec Takuya Koriyama 16 2 0 20 Dec 2023
Random Matrix Analysis to Balance between Supervised and Unsupervised Learning under the Low Density Separation Assumption Vasilii Feofanov Malik Tiomoko Aladin Virmaux 31 5 0 20 Oct 2023
Moment-Based Adjustments of Statistical Inference in High-Dimensional Generalized Linear Models Kazuma Sawaya Yoshimasa Uematsu Masaaki Imaizumi 34 2 0 28 May 2023
$Approximate message passing from random initialization with applications to $\mathbb{Z}_{2}$ synchronization$ Approximate message passing from random initialization with applications to $\mathbb{Z}_{2}$ synchronization Gen Li Wei Fan Yuting Wei 26 10 0 07 Feb 2023
Near-optimal multiple testing in Bayesian linear models with finite-sample FDR control Taejoon Ahn Licong Lin Song Mei 24 3 0 04 Nov 2022
Robust and Tuning-Free Sparse Linear Regression via Square-Root Slope Stanislav Minsker M. Ndaoud Lan Wang 40 8 0 30 Oct 2022
A Non-Asymptotic Moreau Envelope Theory for High-Dimensional Generalized Linear Models Lijia Zhou Frederic Koehler Pragya Sur Danica J. Sutherland Nathan Srebro 83 9 0 21 Oct 2022
Adaptive and Robust Multi-Task Learning Yaqi Duan Kaizheng Wang 75 23 0 10 Feb 2022
Noisy linear inverse problems under convex constraints: Exact risk asymptotics in high dimensions Q. Han 29 3 0 20 Jan 2022
Approximate Message Passing for orthogonally invariant ensembles: Multivariate non-linearities and spectral initialization Xinyi Zhong Tianhao Wang Zhou-Yang Fan 29 20 0 05 Oct 2021
Graph-based Approximate Message Passing Iterations Cédric Gerbelot Raphael Berthier 40 46 0 24 Sep 2021
Performance of Bayesian linear regression in a model with mismatch Jean Barbier Wei-Kuo Chen D. Panchenko Manuel Sáenz 40 22 0 14 Jul 2021
Whiteout: when do fixed-X knockoffs fail? Xiao Li William Fithian 18 9 0 30 Jun 2021
Activation function design for deep networks: linearity and effective initialisation Michael Murray V. Abrol Jared Tanner ODL LLMSV 29 18 0 17 May 2021
Label-Imbalanced and Group-Sensitive Classification under Overparameterization Ganesh Ramachandra Kini Orestis Paraskevas Samet Oymak Christos Thrampoulidis 27 93 0 02 Mar 2021
Learning curves of generic features maps for realistic datasets with a teacher-student model Bruno Loureiro Cédric Gerbelot Hugo Cui Sebastian Goldt Florent Krzakala M. Mézard Lenka Zdeborová 35 135 0 16 Feb 2021
Smoothed Quantile Regression with Large-Scale Inference Xuming He Xiaoou Pan Kean Ming Tan Wen-Xin Zhou 22 93 0 09 Dec 2020
Precise Statistical Analysis of Classification Accuracies for Adversarial Training Adel Javanmard Mahdi Soltanolkotabi AAML 28 62 0 21 Oct 2020
The Lasso with general Gaussian designs with applications to hypothesis testing Michael Celentano Andrea Montanari Yuting Wei 42 63 0 27 Jul 2020
$A Precise High-Dimensional Asymptotic Theory for Boosting and Minimum-$\ell_1$-Norm Interpolated Classifiers$ A Precise High-Dimensional Asymptotic Theory for Boosting and Minimum- $\ell_1$ -Norm Interpolated Classifiers Tengyuan Liang Pragya Sur 33 68 0 05 Feb 2020
De-biasing convex regularized estimators and interval estimation in linear models Pierre C. Bellec Cun-Hui Zhang 27 20 0 26 Dec 2019
A Model of Double Descent for High-dimensional Binary Linear Classification Zeyu Deng A. Kammoun Christos Thrampoulidis 36 145 0 13 Nov 2019
Algorithmic Analysis and Statistical Estimation of SLOPE via Approximate Message Passing Zhiqi Bu Jason M. Klusowski Cynthia Rush Weijie Su 36 43 0 17 Jul 2019
Exact high-dimensional asymptotics for Support Vector Machine Haoyang Liu 33 2 0 13 May 2019
$Outlier-robust estimation of a sparse linear model using $\ell_1$-penalized Huber's $M$-estimator$ Outlier-robust estimation of a sparse linear model using $\ell_1$ -penalized Huber's $M$ -estimator A. Dalalyan Philip Thompson 23 67 0 12 Apr 2019
Fundamental Barriers to High-Dimensional Regression with Convex Penalties Michael Celentano Andrea Montanari 33 46 0 25 Mar 2019
Approximate Survey Propagation for Statistical Inference F. Antenucci Florent Krzakala Pierfrancesco Urbani Lenka Zdeborová 29 21 0 03 Jul 2018
Entropy and mutual information in models of deep neural networks Marylou Gabrié Andre Manoel Clément Luneau Jean Barbier N. Macris Florent Krzakala Lenka Zdeborová 30 179 0 24 May 2018
A modern maximum-likelihood theory for high-dimensional logistic regression Pragya Sur Emmanuel J. Candes 23 285 0 19 Mar 2018
Optimal Errors and Phase Transitions in High-Dimensional Generalized Linear Models Jean Barbier Florent Krzakala N. Macris Léo Miolane Lenka Zdeborová 28 259 0 10 Aug 2017
Asymptotics For High Dimensional Regression M-Estimates: Fixed Design Results Lihua Lei Peter J. Bickel N. Karoui 24 39 0 19 Dec 2016
Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach John C. Duchi Peter Glynn Hongseok Namkoong 4 318 0 11 Oct 2016
An equivalence between high dimensional Bayes optimal inference and M-estimation Madhu S. Advani Surya Ganguli 21 16 0 22 Sep 2016
Can we trust the bootstrap in high-dimension? N. Karoui E. Purdom 35 24 0 02 Aug 2016
Finite Sample Analysis of Approximate Message Passing Algorithms Cynthia Rush R. Venkataramanan 26 58 0 06 Jun 2016
Overcoming The Limitations of Phase Transition by Higher Order Analysis of Regularization Techniques Haolei Weng A. Maleki Le Zheng 19 31 0 23 Mar 2016
False Discoveries Occur Early on the Lasso Path Weijie Su M. Bogdan Emmanuel Candes 35 180 0 05 Nov 2015
Robust Covariance and Scatter Matrix Estimation under Huber's Contamination Model Mengjie Chen Chao Gao Zhao Ren 25 164 0 01 Jun 2015
$Variance Breakdown of Huber (M)-estimators: $n/p \rightarrow m \in (1,\infty)$$ Variance Breakdown of Huber (M)-estimators: $n/p \rightarrow m \in (1,\infty)$ D. Donoho Andrea Montanari 29 14 0 06 Mar 2015
Statistical consistency and asymptotic normality for high-dimensional robust M-estimators Po-Ling Loh 37 192 0 01 Jan 2015
Statistical Estimation: From Denoising to Sparse Regression and Hidden Cliques Eric W. Tramel Santhosh Kumar A. Giurgiu Andrea Montanari 26 11 0 19 Sep 2014
On the Optimality of Averaging in Distributed Statistical Learning Jonathan D. Rosenblatt B. Nadler FedML 37 109 0 10 Jul 2014
Phase Diagram and Approximate Message Passing for Blind Calibration and Dictionary Learning Florent Krzakala M. Mézard Lenka Zdeborová 75 37 0 24 Jan 2013