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High Dimensional Robust M-Estimation: Asymptotic Variance via
  Approximate Message Passing

High Dimensional Robust M-Estimation: Asymptotic Variance via Approximate Message Passing

28 October 2013
D. Donoho
Andrea Montanari
ArXivPDFHTML

Papers citing "High Dimensional Robust M-Estimation: Asymptotic Variance via Approximate Message Passing"

15 / 15 papers shown
Title
Derivatives and residual distribution of regularized M-estimators with application to adaptive tuning
Derivatives and residual distribution of regularized M-estimators with application to adaptive tuning
Pierre C. Bellec
Yi Shen
74
13
0
03 Jan 2025
Analysis of High-dimensional Gaussian Labeled-unlabeled Mixture Model via Message-passing Algorithm
Analysis of High-dimensional Gaussian Labeled-unlabeled Mixture Model via Message-passing Algorithm
Xiaosi Gu
Tomoyuki Obuchi
100
0
0
29 Nov 2024
Understanding Optimal Feature Transfer via a Fine-Grained Bias-Variance Analysis
Understanding Optimal Feature Transfer via a Fine-Grained Bias-Variance Analysis
Yufan Li
Subhabrata Sen
Ben Adlam
MLT
122
1
0
18 Apr 2024
Precise Error Analysis of Regularized M-estimators in High-dimensions
Precise Error Analysis of Regularized M-estimators in High-dimensions
Christos Thrampoulidis
Ehsan Abbasi
B. Hassibi
145
219
0
23 Jan 2016
Statistical Mechanics of High-Dimensional Inference
Statistical Mechanics of High-Dimensional Inference
Madhu S. Advani
Surya Ganguli
69
53
0
18 Jan 2016
Statistical Estimation: From Denoising to Sparse Regression and Hidden
  Cliques
Statistical Estimation: From Denoising to Sparse Regression and Hidden Cliques
Eric W. Tramel
Santhosh Kumar
A. Giurgiu
Andrea Montanari
47
11
0
19 Sep 2014
Asymptotic behavior of unregularized and ridge-regularized
  high-dimensional robust regression estimators : rigorous results
Asymptotic behavior of unregularized and ridge-regularized high-dimensional robust regression estimators : rigorous results
N. Karoui
67
109
0
11 Nov 2013
Finding Hidden Cliques of Size \sqrt{N/e} in Nearly Linear Time
Finding Hidden Cliques of Size \sqrt{N/e} in Nearly Linear Time
Y. Deshpande
Andrea Montanari
75
65
0
26 Apr 2013
Phase Diagram and Approximate Message Passing for Blind Calibration and
  Dictionary Learning
Phase Diagram and Approximate Message Passing for Blind Calibration and Dictionary Learning
Florent Krzakala
M. Mézard
Lenka Zdeborová
99
38
0
24 Jan 2013
State Evolution for General Approximate Message Passing Algorithms, with
  Applications to Spatial Coupling
State Evolution for General Approximate Message Passing Algorithms, with Applications to Spatial Coupling
Adel Javanmard
Andrea Montanari
64
261
0
21 Nov 2012
Compressed Sensing over $\ell_p$-balls: Minimax Mean Square Error
Compressed Sensing over ℓp\ell_pℓp​-balls: Minimax Mean Square Error
D. Donoho
Iain M. Johnstone
A. Maleki
Andrea Montanari
210
30
0
10 Mar 2011
The LASSO risk for gaussian matrices
The LASSO risk for gaussian matrices
Mohsen Bayati
Andrea Montanari
152
317
0
16 Aug 2010
The Noise-Sensitivity Phase Transition in Compressed Sensing
The Noise-Sensitivity Phase Transition in Compressed Sensing
D. Donoho
A. Maleki
Andrea Montanari
85
382
0
08 Apr 2010
Message Passing Algorithms for Compressed Sensing
Message Passing Algorithms for Compressed Sensing
D. Donoho
A. Maleki
Andrea Montanari
102
2,352
0
21 Jul 2009
Observed Universality of Phase Transitions in High-Dimensional Geometry,
  with Implications for Modern Data Analysis and Signal Processing
Observed Universality of Phase Transitions in High-Dimensional Geometry, with Implications for Modern Data Analysis and Signal Processing
D. Donoho
Jared Tanner
82
462
0
14 Jun 2009
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