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math.ST2018★ 8 cited
Adapting to Unknown Noise Distribution in Matrix Denoising
Andrea Montanari, Feng Ruan, Jun Yan
We consider the problem of estimating an unknown matrix , from observations where $\bold…
math.ST2018★ 58 cited
The distribution of the Lasso: Uniform control over sparse balls and adaptive parameter tuning
Léo Miolane, Andrea Montanari
The Lasso is a popular regression method for high-dimensional problems in which the number of parameters , is larger than the number of samples: . A useful…