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20042025
most citedBenign Overfitting in Linear Regression

563 citations · 1.2k across the 52 of their papers we have counts for

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27 papers · 1 filter

math.ST2024

Learning latent tree models with small query complexity

Luc Devroye, Gabor Lugosi, Piotr Zwiernik

We consider the problem of structure recovery in a graphical model of a tree where some variables are latent. Specifically, we focus on the Gaussian case, which can be reformulated…

math.ST2024

Property testing in graphical models: testing small separation numbers

Luc Devroye, Gábor Lugosi, Piotr Zwiernik

In many statistical applications, the dimension is too large to handle for standard high-dimensional machine learning procedures. This is particularly true for graphical models, wh…

math.ST2021★ 4 cited

Inferring the mixing properties of an ergodic process

Azadeh Khaleghi, Gábor Lugosi

We propose strongly consistent estimators of the norm of the sequence of -mixing (respectively -mixing) coefficients of a stationary ergodic process. We further prov…

math.ST2020

Multivariate mean estimation with direction-dependent accuracy

Gabor Lugosi, Shahar Mendelson

We consider the problem of estimating the mean of a random vector based on independent, identically distributed observations. We prove the existence of an estimator that has a…

math.ST2020★ 1 cited

On Mean Estimation for Heteroscedastic Random Variables

Luc Devroye, Silvio Lattanzi, Gabor Lugosi +1

We study the problem of estimating the common mean of independent symmetric random variables with different and unknown standard deviations .…

math.ST2019

Robust multivariate mean estimation: the optimality of trimmed mean

Gabor Lugosi, Shahar Mendelson

We consider the problem of estimating the mean of a random vector based on i.i.d. observations and adversarial contamination. We introduce a multivariate extension of the trimmed-m…