3 papers
math.PR2026
Variational Formulas for the Spectrum of Block Wishart Matrices
Andrea Montanari, Basil Saeed
We analyze the asymptotics of a block-Wishart random matrix ensemble of the type ${\boldsymbol W}_k = ({\boldsymbol X}^* \otimes {\boldsymbol I}_k){\boldsymbol T}({\boldsymbol X}\o…
math.ST2026
Topological trivialization in non-convex empirical risk minimization
Andrea Montanari, Basil Saeed
Given data , with standard -dimensional Gaussian feature vectors, and response variables, we study t…
stat.ML2026
Local minima of the empirical risk in high dimension: General theorems and convex examples
Kiana Asgari, Andrea Montanari, Basil Saeed
We consider a general model for high-dimensional empirical risk minimization whereby the data are -dimensional Gaussian vectors, the model is parametrized by $\ma…