23 citations · 38 across the 3 of their papers we have counts for
4 papers · 1 filter
Universality of empirical risk minimization
Andrea Montanari, Basil Saeed
We study a general class of optimization problems with decision variable and cost function which is the sum of terms, each dependent…
Dimension free ridge regression
Chen Cheng, Andrea Montanari
Random matrix theory has become a widely useful tool in high-dimensional statistics and theoretical machine learning. However, random matrix theory is largely focused on the propor…
Equivalence of Approximate Message Passing and Low-Degree Polynomials in Rank-One Matrix Estimation
Andrea Montanari, Alexander S. Wein
We consider the problem of estimating an unknown parameter vector , given noisy observations ${\boldsymbol Y} = {\boldsymbol θ}{\boldsymbol θ}^{…
Posterior Sampling in High Dimension via Diffusion Processes
Andrea Montanari, Yuchen Wu
Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In…