2 papers
math.ST2025
Understanding Best Subset Selection: A Tale of Two C(omplex)ities
Saptarshi Roy, Ambuj Tewari, Ziwei Zhu
We consider the problem of best subset selection (BSS) under high-dimensional sparse linear regression model. Recently, Guo et al. (2020) showed that the model selection performanc…
stat.ME2024
ReBoot: Distributed statistical learning via refitting bootstrap samples
Yumeng Wang, Ziwei Zhu, Xuming He
In this paper, we propose a one-shot distributed learning algorithm via refitting bootstrap samples, which we refer to as ReBoot. ReBoot refits a new model to mini-batches of boots…