M. Celentano

activity

20192025

most citedThe Lasso with general Gaussian designs with applications to hypothesis testing

43 citations · 90 across the 13 of their papers we have counts for

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Showing 2019Show all

2 papers · 1 filter

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…

math.ST2019★ 4 cited

Fundamental Barriers to High-Dimensional Regression with Convex Penalties

Michael Celentano, Andrea Montanari

In high-dimensional regression, we attempt to estimate a parameter vector $β_{0} \in R^{p}$ from $n ≲ p$ observations ${(y_{i}, x_{i})}_{i \leq n}$ where $x_{i} \in R^{p}$ …