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math.ST2023★ 1 cited
Multinomial Logistic Regression: Asymptotic Normality on Null Covariates in High-Dimensions
Kai Tan, Pierre C. Bellec
This paper investigates the asymptotic distribution of the maximum-likelihood estimate (MLE) in multinomial logistic models in the high-dimensional regime where dimension and sampl…
math.ST2016★ 2 cited
Bounds on the prediction error of penalized least squares estimators with convex penalty
Pierre C. Bellec, Alexandre B. Tsybakov
This paper considers the penalized least squares estimator with arbitrary convex penalty. When the observation noise is Gaussian, we show that the prediction error is a subgaussian…