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05/28/2023
Multinomial Logistic Regression: Asymptotic Normality on Null Covariates in High-Dimensions
This paper investigates the asymptotic distribution of the maximum-likel...
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06/15/2022
Noise Covariance Estimation in Multi-Task High-dimensional Linear Models
This paper studies the multi-task high-dimensional linear regression mod...
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04/14/2022
Observable adjustments in single-index models for regularized M-estimators
We consider observations (X,y) from single index models with unknown lin...
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07/16/2021
Chi-square and normal inference in high-dimensional multi-task regression
The paper proposes chi-square and normal inference methodologies for the...
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07/11/2021
Derivatives and residual distribution of regularized M-estimators with application to adaptive tuning
This paper studies M-estimators with gradient-Lipschitz loss function re...
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07/08/2021
Asymptotic normality of robust M-estimators with convex penalty
This paper develops asymptotic normality results for individual coordina...
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08/26/2020
Out-of-sample error estimate for robust M-estimators with convex penalty
A generic out-of-sample error estimate is proposed for robust M-estimato...
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12/26/2019
Second order Poincaré inequalities and de-biasing arbitrary convex regularizers when p/n → γ
A new Central Limit Theorem (CLT) is developed for random variables of t...
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10/12/2019
First order expansion of convex regularized estimators
We consider first order expansions of convex penalized estimators in hig...
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05/29/2019
The cost-free nature of optimally tuning Tikhonov regularizers and other ordered smoothers
We consider the problem of selecting the best estimator among a family o...
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02/24/2019
De-Biasing The Lasso With Degrees-of-Freedom Adjustment
This paper studies schemes to de-bias the Lasso in sparse linear regress...
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01/25/2019
Concentration of quadratic forms under a Bernstein moment assumption
A concentration result for quadratic form of independent subgaussian ran...
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11/09/2018
Second order Stein: SURE for SURE and other applications in high-dimensional inference
Stein's formula states that a random variable of the form z^ f(z) - div ...
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04/04/2018
The noise barrier and the large signal bias of the Lasso and other convex estimators
Convex estimators such as the Lasso, the matrix Lasso and the group Lass...
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06/20/2016
