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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.ST2024
Generalization error of min-norm interpolators in transfer learning
Yanke Song, Kenneth Gu, Sohom Bhattacharya +1
This paper establishes the generalization error of pooled min--norm interpolation in transfer learning, where data from diverse distributions are available. Min-norm interp…