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math.ST2025
Multi-Environment GLAMP: Approximate Message Passing for Transfer Learning with Applications to Lasso-based Estimators
Longlin Wang, Yanke Song, Kuanhao Jiang +1
Approximate Message Passing (AMP) algorithms enable precise characterization of certain classes of random objects in the high-dimensional limit, and have found widespread applicati…
math.ST2022
A Comparison of Hamming Errors of Representative Variable Selection Methods
Zheng Tracy Ke, Longlin Wang
Lasso is a celebrated method for variable selection in linear models, but it faces challenges when the variables are moderately or strongly correlated. This motivates alternative a…