1 citations · 1 across the 1 of their papers we have counts for
3 papers
math.ST2026★ 1 cited
High-dimensional analysis of ridge regression for non-identically distributed data with a variance profile
Jérémie Bigot, Issa-Mbenard Dabo, Camille Male
High-dimensional linear regression has been thoroughly studied in the context of independent and identically distributed data. We propose to investigate high-dimensional regression…
math.PR2024
Large deviations for macroscopic observables of heavy-tailed matrices
Charles Bordenave, Alice Guionnet, Camille Male
We consider a finite collection of independent Hermitian heavy-tailed random matrices of growing dimension. Our model includes the Lévy matrices proposed by Bouchaud and Cizeau, a…
math.PR2024
A traffic approach for profiled Pennington-Worah matrices
Issa Dabo, Camille Male
We study macroscopic observables of large random matrices introduced by Pennington and Worah, defined by applying entry wise a non linear function on a product of matrices with ind…