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math.ST2025
The High-Dimensional Asymptotics of Principal Component Regression
Alden Green, Elad Romanov
We study principal components regression (PCR) in an asymptotic high-dimensional regression setting, where the number of data points is proportional to the dimension. We derive exa…
math.ST2024
Two-Sample Testing with a Graph-Based Total Variation Integral Probability Metric
Alden Green, Sivaraman Balakrishnan, Ryan J. Tibshirani
We consider a novel multivariate nonparametric two-sample testing problem where, under the alternative, distributions and are separated in an integral probability metric ov…