Showing math.STShow all
2 papers · 1 filter
math.ST2025
Debiased Prediction Inference with Non-sparse Loadings in Misspecified High-dimensional Regression Models
Libin Liang, Zhiqiang Tan
High-dimensional regression models with regularized sparse estimation are widely applied. For statistical inferences, debiased methods are available about single coefficients or pr…
math.ST2024
On Ridge Estimation in High-dimensional Rotationally Sparse Linear Regression
Libin Liang, Zhiqiang Tan
Recently, deep neural networks have been found to nearly interpolate training data but still generalize well in various applications. To help understand such a phenomenon, it has b…