Derivatives and residual distribution of regularized M-estimators with application to adaptive tuning

3 January 2025

Papers citing "Derivatives and residual distribution of regularized M-estimators with application to adaptive tuning"

13 / 13 papers shown

Title
Simultaneous analysis of approximate leave-one-out cross-validation and mean-field inference Pierre C Bellec 26 0 0 05 Jan 2025
Estimating Generalization Performance Along the Trajectory of Proximal SGD in Robust Regression Kai Tan Pierre C. Bellec 21 0 0 03 Oct 2024
High-Dimensional Single-Index Models: Link Estimation and Marginal Inference Kazuma Sawaya Yoshimasa Uematsu Masaaki Imaizumi 30 2 0 27 Apr 2024
Asymptotics of resampling without replacement in robust and logistic regression Pierre C. Bellec Takuya Koriyama 14 1 0 02 Apr 2024
Failures and Successes of Cross-Validation for Early-Stopped Gradient Descent Pratik Patil Yuchen Wu R. Tibshirani 40 4 0 26 Feb 2024
Error estimation and adaptive tuning for unregularized robust M-estimator Pierre C. Bellec Takuya Koriyama 19 1 0 20 Dec 2023
Asymptotically free sketched ridge ensembles: Risks, cross-validation, and tuning Filip Szatkowski Daniel LeJeune 22 9 0 06 Oct 2023
Corrected generalized cross-validation for finite ensembles of penalized estimators Pierre C. Bellec Jin-Hong Du Takuya Koriyama Pratik Patil Kai Tan 18 4 0 02 Oct 2023
Moment-Based Adjustments of Statistical Inference in High-Dimensional Generalized Linear Models Kazuma Sawaya Yoshimasa Uematsu Masaaki Imaizumi 21 2 0 28 May 2023
Observable adjustments in single-index models for regularized M-estimators Pierre C. Bellec 25 10 0 14 Apr 2022
Out-of-sample error estimate for robust M-estimators with convex penalty Pierre C. Bellec 16 17 0 26 Aug 2020
The Lasso with general Gaussian designs with applications to hypothesis testing Michael Celentano Andrea Montanari Yuting Wei 42 62 0 27 Jul 2020
De-biasing convex regularized estimators and interval estimation in linear models Pierre C. Bellec Cun-Hui Zhang 12 20 0 26 Dec 2019