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math.ST2025
Phase transitions for the existence of unregularized M-estimators in single index models
Takuya Koriyama, Pierre C. Bellec
This paper studies phase transitions for the existence of unregularized M-estimators under proportional asymptotics where the sample size and feature dimension grow proport…
math.ST2024
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…