2 papers
cs.DS2026
On efficient robust regression with subquadratic samples
Deeksha Adil, Jarosław Błasiok, Hongjie Chen +1
We revisit the problem of robust linear regression under Gaussian covariates with an unknown covariance matrix of condition number . For this fundamental problem, significant ga…
cs.LG2025
Efficient and Provable Algorithms for Covariate Shift
Deeksha Adil, Jarosław Błasiok
Covariate shift, a widely used assumption in tackling {\it distributional shift} (when training and test distributions differ), focuses on scenarios where the distribution of the l…