Sparse high-dimensional linear regression. Estimating squared error and a phase transition

Author(s)
Gamarnik, David; Zadik, Ilias
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Creative Commons Attribution-Noncommercial-Share Alike http://creativecommons.org/licenses/by-nc-sa/4.0/
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Date issued
2022
URI
https://hdl.handle.net/1721.1/145306
Department
Massachusetts Institute of Technology. Department of Mathematics; Sloan School of Management; Massachusetts Institute of Technology. Laboratory for Information and Decision Systems
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
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