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math.ST2022
Precise Asymptotics for Spectral Methods in Mixed Generalized Linear Models
Yihan Zhang, Marco Mondelli, Ramji Venkataramanan
In a mixed generalized linear model, the goal is to learn multiple signals from unlabeled observations: each sample comes from exactly one signal, but it is not known which one. We…
math.ST2019
Analysis of a Two-Layer Neural Network via Displacement Convexity
Adel Javanmard, Marco Mondelli, Andrea Montanari
Fitting a function by using linear combinations of a large number of `simple' components is one of the most fruitful ideas in statistical learning. This idea lies at the core o…