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math.ST2025
Characterizing Finite-Dimensional Posterior Marginals in High-Dimensional GLMs via Leave-One-Out
Manuel Sáenz, Pragya Sur
We investigate Bayes posterior distributions in high-dimensional generalized linear models (GLMs) under the proportional asymptotics regime, where the number of features and sample…
math.ST2025
Optimal and Provable Calibration in High-Dimensional Binary Classification: Angular Calibration and Platt Scaling
Yufan Li, Pragya Sur
We study the fundamental problem of calibrating a linear binary classifier of the form , where the feature vector is Gaussian, is a link function, and $\…