3 papers
math.ST2026
Optimal Estimation in Orthogonally Invariant Generalized Linear Models: Spectral Initialization and Approximate Message Passing
Yihan Zhang, Hong Chang Ji, Ramji Venkataramanan +1
We consider the problem of parameter estimation from a generalized linear model with a random design matrix that is orthogonally invariant in law. Such a model allows the design ha…
math.ST2025
Spectral Estimators for Structured Generalized Linear Models via Approximate Message Passing
Yihan Zhang, Hong Chang Ji, Ramji Venkataramanan +1
We consider the problem of parameter estimation in a high-dimensional generalized linear model. Spectral methods obtained via the principal eigenvector of a suitable data-dependent…
stat.ML2025
Spectral Estimators for Multi-Index Models: Precise Asymptotics and Optimal Weak Recovery
Filip KovaÄeviÄ, Yihan Zhang, Marco Mondelli
Multi-index models provide a popular framework to investigate the learnability of functions with low-dimensional structure and, also due to their connections with neural networks,…