Sparse high-dimensional linear regression. Estimating squared error and a phase transition
Name
1711.04952.pdf
Description
Accepted version
Size
384.14 KB
Format
Adobe PDF
Checksum (MD5)
eda3246d86c60013af6944454e518d11
Author(s)
Gamarnik, David
Zadik, Ilias
Date Issued
2022
Journal
The Annals of Statistics
Publisher
Institute of Mathematical Statistics
Citation
Gamarnik, David and Zadik, Ilias. 2022. "Sparse high-dimensional linear regression. Estimating squared error and a phase transition." The Annals of Statistics, 50 (2).
Version
Original manuscript
MIT Department
Massachusetts Institute of Technology. Department of Mathematics
Sloan School of Management
Massachusetts Institute of Technology. Laboratory for Information and Decision Systems
Terms of Use
Creative Commons Attribution-Noncommercial-Share Alike
Persistent DSpace Link
DOI of Published Version
https://doi.org/10.1214/21-AOS2130
