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