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math.ST2026
Precise Asymptotics for Dense High-Dimensional Huber Regression under Heteroscedasticity
Jing Zhou, Ramji Venkataramanan, Hui Zou
We study Huber regression in a heteroscedastic linear model in the proportional regime . Our main result is an exact characterization of the asymptotic em…
math.ST2025
Overcoming global sensitivity limitations: using active subspaces to explore discrepancies between global and local parameter sensitivities
Huiyan Zou, Allison L. Lewis
Global sensitivity metrics are essential tools for assessing parameter importance in complex models, particularly when precise information about parameter values is unavailable. In…