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math.ST2021★ 4 cited
CAD: Debiasing the Lasso with inaccurate covariate model
Michael Celentano, Andrea Montanari
We consider the problem of estimating a low-dimensional parameter in high-dimensional linear regression. Constructing an approximately unbiased estimate of the parameter of interes…
math.ST2019
Approximate separability of symmetrically penalized least squares in high dimensions: characterization and consequences
Michael Celentano
We show that the high-dimensional behavior of symmetrically penalized least squares with a possibly non-separable, symmetric, convex penalty in both (i) the Gaussian sequence model…