25 citations · 205 across the 29 of their papers we have counts for
3 papers · 1 filter
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…
High-dimensional variable selection with heterogeneous signals: A precise asymptotic perspective
Saptarshi Roy, Ambuj Tewari, Ziwei Zhu
We study the problem of exact support recovery for high-dimensional sparse linear regression under independent Gaussian design when the signals are weak, rare, and possibly heterog…
Density Power Downweighting and Robust Inference: Some New Strategies
Saptarshi Roy, Kaustav Chakraborty, Somnath Bhadra +1
Preserving the robustness of the procedure has, at the present time, become almost a default requirement for statistical data analysis. Since efficiency at the model and robustness…