5 papers
High-dimensional ridgeless least squares interpolation under spiked covariance structures
Zhijun Liu, Dandan Jiang
This paper investigates the asymptotic behavior of the out-of-sample prediction risk of the high-dimensional ridgeless least-squares estimator when the feature dimension and th…
Double Descent, Ensemble Emergence, and Large Model Averaging in High-Dimensional Multimodel Prediction
Ke Chen, Dandan Jiang, Xinyu Zhang
This paper investigates the predictive performance of high-dimensional multimodel prediction, where the number of regressors is comparable to the sample size. Leveraging tools from…
Asymptotic Theory and Sequential Testing for Adaptive Bandits
Li Yang, Xiaodong Yan, Dandan Jiang
Multi-armed bandit (MAB) processes constitute a foundational subclass of reinforcement learning problems and represent a central topic in statistical decision theory. Yet, conducti…
Phase Transition of Spectral Fluctuations in Large Gram Matrices with a Variance Profile: A Unified Framework for Sparse CLTs
Rui Wang, Guangming Pan, Dandan Jiang
We study the asymptotic spectral behavior of high-dimensional random Gram matrices with sparsity and a variance profile, motivated by applications in wireless communications. Speci…
Inference on testing the number of spikes in a high-dimensional generalized spiked Fisher matrix
Rui Wang, Dandan Jiang
The spiked Fisher matrix is a significant topic for two-sample problems in multivariate statistical inference. This paper is dedicated to testing the number of spikes in a high-dim…