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math.ST2024
Universality of estimators for high-dimensional linear models with block dependency
Toshiki Tsuda, Masaaki Imaizumi
We study the universality property of estimators for high-dimensional linear models, which implies that the distribution of estimators is independent of whether the covariates foll…
math.ST2023
Benign Overfitting of Non-Sparse High-Dimensional Linear Regression with Correlated Noise
Toshiki Tsuda, Masaaki Imaizumi
We investigate the high-dimensional linear regression problem in the presence of noise correlated with Gaussian covariates. This correlation, known as endogeneity in regression mod…