activity
20162019
most citedOptimal Errors and Phase Transitions in High-Dimensional Generalized Linear Models

212 citations · 370 across the 6 of their papers we have counts for

collaborators

10 papers

cs.LG2019

Asymptotic Bayes risk for Gaussian mixture in a semi-supervised setting

Marc Lelarge, Leo Miolane

Semi-supervised learning (SSL) uses unlabeled data for training and has been shown to greatly improve performance when compared to a supervised approach on the labeled data availab…

math.PR2018

Statistical thresholds for Tensor PCA

Aukosh Jagannath, Patrick Lopatto, Leo Miolane

We study the statistical limits of testing and estimation for a rank one deformation of a Gaussian random tensor. We compute the sharp thresholds for hypothesis testing and estimat…

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…

math.PR2018★ 2 cited

Phase transitions in spiked matrix estimation: information-theoretic analysis

Léo Miolane

We study here the so-called spiked Wigner and Wishart models, where one observes a low-rank matrix perturbed by some Gaussian noise. These models encompass many classical statistic…

cs.IT2017

The Layered Structure of Tensor Estimation and its Mutual Information

Jean Barbier, Nicolas Macris, Léo Miolane

We consider rank-one non-symmetric tensor estimation and derive simple formulas for the mutual information. We start by the order 2 problem, namely matrix factorization. We treat i…

cs.IT2017★ 212 cited

Optimal Errors and Phase Transitions in High-Dimensional Generalized Linear Models

Jean Barbier, Florent Krzakala, Nicolas Macris +2

Generalized linear models (GLMs) arise in high-dimensional machine learning, statistics, communications and signal processing. In this paper we analyze GLMs when the data matrix is…