3 papers
math.ST2026
Observable adjustments in single-index models for regularized M-estimators
Pierre C Bellec
We consider observations from single index models with unknown link function, Gaussian covariates and a regularized M-estimator constructed from convex loss functi…
math.ST2025
The noise barrier and the large signal bias of the Lasso and other convex estimators
Pierre C Bellec
Convex estimators such as the Lasso, the matrix Lasso and the group Lasso have been studied extensively in the last two decades, demonstrating great success in both theory and prac…
math.ST2025
Derivatives and residual distribution of regularized M-estimators with application to adaptive tuning
Pierre C Bellec, Yiwei Shen
This paper studies M-estimators with gradient-Lipschitz loss function regularized with convex penalty in linear models with Gaussian design matrix and arbitrary noise distribution.…