1 citations · 2 across the 11 of their papers we have counts for
5 papers · 1 filter
Optimizing over iid distributions and the Beat the Average game
Pierre C Bellec, Tobias Fritz
A casino offers the following game. There are three cups each containing a die. You are being told that the dice in the cups are all the same, but possibly nonstandard. For a bet o…
Estimating Generalization Performance Along the Trajectory of Proximal SGD in Robust Regression
Kai Tan, Pierre C. Bellec
This paper studies the generalization performance of iterates obtained by Gradient Descent (GD), Stochastic Gradient Descent (SGD) and their proximal variants in high-dimensional r…
Precise Asymptotics of Bagging Regularized M-estimators
Takuya Koriyama, Pratik Patil, Jin-Hong Du +2
We characterize the squared prediction risk of ensemble estimators obtained through subagging (subsample bootstrap aggregating) regularized M-estimators and construct a consistent…
Uncertainty quantification for iterative algorithms in linear models with application to early stopping
Pierre C. Bellec, Kai Tan
This paper investigates the iterates $\hbb^1,\dots,\hbb^T$ obtained from iterative algorithms in high-dimensional linear regression problems, in the regime where the feature dimens…
Asymptotics of resampling without replacement in robust and logistic regression
Pierre C. Bellec, Takuya Koriyama
This paper studies the asymptotics of resampling without replacement in the proportional regime where dimension and sample size are of the same order. For a given dataset $…