Edgar Dobriban

activity

20122026

most citedCertifying the restricted isometry property is hard

166 citations · 595 across the 71 of their papers we have counts for

collaborators

Showing 2015Show all

3 papers · 1 filter

math.NA2015★ 38 cited

Efficient Computation of Limit Spectra of Sample Covariance Matrices

Edgar Dobriban

Consider an $n \times p$ data matrix $X$ whose rows are independently sampled from a population with covariance $Σ$ . When $n, p$ are both large, the eigenvalues of the sample covari…

math.ST2015

High-Dimensional Asymptotics of Prediction: Ridge Regression and Classification

Edgar Dobriban, Stefan Wager

We provide a unified analysis of the predictive risk of ridge regression and regularized discriminant analysis in a dense random effects model. We work in a high-dimensional asympt…

stat.ME2015★ 24 cited

Optimal Multiple Testing Under a Gaussian Prior on the Effect Sizes

Edgar Dobriban, Kristen Fortney, Stuart K. Kim +1

We develop a new method for frequentist multiple testing with Bayesian prior information. Our procedure finds a new set of optimal p-value weights called the Bayes weights. Prior i…