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math.ST2023★ 1 cited
Approximate Leave-one-out Cross Validation for Regression with Regularizers (extended version)
Arnab Auddy, Haolin Zou, Kamiar Rahnama Rad +1
The out-of-sample error (OO) is the main quantity of interest in risk estimation and model selection. Leave-one-out cross validation (LO) offers a (nearly) distribution-free yet co…
math.ST2023★ 3 cited
Large Dimensional Independent Component Analysis: Statistical Optimality and Computational Tractability
Arnab Auddy, Ming Yuan
In this paper, we investigate the optimal statistical performance and the impact of computational constraints for independent component analysis (ICA). Our goal is twofold. On the…