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