Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices

23 December 2019

Papers citing "Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices"

9 / 9 papers shown

Title
Invariant Subspace Decomposition Margherita Lazzaretto Jonas Peters Niklas Pfister 71 0 0 15 Apr 2024
Mean estimation and regression under heavy-tailed distributions--a survey Gabor Lugosi S. Mendelson 96 242 0 10 Jun 2019
Surprises in High-Dimensional Ridgeless Least Squares Interpolation Trevor Hastie Andrea Montanari Saharon Rosset Robert Tibshirani 188 743 0 19 Mar 2019
Ridge regression and asymptotic minimax estimation over spheres of growing dimension Lee H. Dicker 74 74 0 15 Jan 2016
High Dimensional Robust M-Estimation: Asymptotic Variance via Approximate Message Passing D. Donoho Andrea Montanari 218 221 0 28 Oct 2013
Optimal Phase Transitions in Compressed Sensing Yihong Wu S. Verdú 72 149 0 29 Nov 2011
$Covariance estimation for distributions with $2+\varepsilon$ moments$ Covariance estimation for distributions with $2+\varepsilon$ moments N. Srivastava Roman Vershynin 94 117 0 14 Jun 2011
Geometric sensitivity of random matrix results: consequences for shrinkage estimators of covariance and related statistical methods N. Karoui Holger Koesters 70 31 0 07 May 2011
Robust linear least squares regression Jean-Yves Audibert O. Catoni 138 98 0 01 Oct 2010