arXiv:2608. 02539v1 Announce Type: cross Abstract: We present a simple Gaussian approximation to the finite-sample distribution of the classical ridge regression estimator.
By Jos\'e Luis Montiel Olea, Ryan Strong, Amilcar Velez, Zhuoheng Xu, Haomin Yu
arXiv:2604. 03146v2 Announce Type: replace-cross Abstract: We study high-dimensional convex empirical risk minimization (ERM) under general non-Gaussian data designs.
By Chiheb Yaakoubi, Cosme Louart, Malik Tiomoko, Zhenyu Liao
arXiv:2606. 11469v1 Announce Type: cross Abstract: We study the task of density estimation, where we hope to accurately estimate a probability density from $n$ samples.
By Spencer Compton, Jerry Li
arXiv:2607. 02681v1 Announce Type: cross Abstract: Integrating information across related tasks can improve estimation and prediction in transfer, multi-task, and federated learning, but contamination and heterogeneity make robust borrowing challenging.
By Ye Tian, Mengchu Li, Marco Avella Medina
arXiv:2606. 27298v1 Announce Type: cross Abstract: We study the fundamental problem of learning a high-dimensional Gaussian truncated to an unknown halfspace.
By Haitong Liu, Deepak Narayanan Sridharan, David Steurer, Manuel Wiedmer
arXiv:2505. 19925v2 Announce Type: replace-cross Abstract: The sample covariance matrix is a cornerstone of multivariate statistics, but it is highly sensitive to outliers.
By Fabio Centofanti, Mia Hubert, Peter J. Rousseeuw