High-dimensional robust regression under heavy-tailed data: Asymptotics
and Universality

v1v2 (latest)

High-dimensional robust regression under heavy-tailed data: Asymptotics and Universality

28 September 2023

Leonardo Defilippis

ArXiv (abs)PDF HTML

Papers citing "High-dimensional robust regression under heavy-tailed data: Asymptotics and Universality"

12 / 12 papers shown

Title
Classification of Heavy-tailed Features in High Dimensions: a Superstatistical Approach Urte Adomaityte G. Sicuro P. Vivo 33 9 0 06 Apr 2023
On double-descent in uncertainty quantification in overparametrized models Lucas Clarté Bruno Loureiro Florent Krzakala Lenka Zdeborová UQCV 87 14 0 23 Oct 2022
Gaussian Universality of Perceptrons with Random Labels Federica Gerace Florent Krzakala Bruno Loureiro Ludovic Stephan Lenka Zdeborová 88 24 0 26 May 2022
Theoretical characterization of uncertainty in high-dimensional linear classification Lucas Clarté Bruno Loureiro Florent Krzakala Lenka Zdeborová 65 20 0 07 Feb 2022
On Empirical Risk Minimization with Dependent and Heavy-Tailed Data Abhishek Roy Krishnakumar Balasubramanian Murat A. Erdogdu 84 18 0 06 Sep 2021
Asymptotic normality of robust $M$ -estimators with convex penalty Pierre C. Bellec Yiwei Shen Cun-Hui Zhang 41 12 0 08 Jul 2021
Out-of-sample error estimate for robust M-estimators with convex penalty Pierre C. Bellec 79 17 0 26 Aug 2020
Mean estimation and regression under heavy-tailed distributions--a survey Gabor Lugosi S. Mendelson 98 244 0 10 Jun 2019
The phase transition for the existence of the maximum likelihood estimate in high-dimensional logistic regression Emmanuel J. Candes Pragya Sur 63 140 0 25 Apr 2018
Optimal Errors and Phase Transitions in High-Dimensional Generalized Linear Models Jean Barbier Florent Krzakala N. Macris Léo Miolane Lenka Zdeborová 82 265 0 10 Aug 2017
Adaptive Huber Regression Qiang Sun Wen-Xin Zhou Jianqing Fan 162 280 0 21 Jun 2017
High Dimensional Robust M-Estimation: Asymptotic Variance via Approximate Message Passing D. Donoho Andrea Montanari 221 221 0 28 Oct 2013

We use cookies and other tracking technologies to improve your browsing experience on our website, to show you personalized content and targeted ads, to analyze our website traffic, and to understand where our visitors are coming from. See our policy.