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20172026
most citedExact minimax risk for linear least squares, and the lower tail of sample covariance matrices

32 citations · 88 across the 15 of their papers we have counts for

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Showing 2020Show all

2 papers · 1 filter

stat.ML2020★ 1 cited

The Nyström method for convex loss functions

Andrea Della Vecchia, Ernesto De Vito, Jaouad Mourtada +1

We investigate an extension of classical empirical risk minimization, where the hypothesis space consists of a random subspace within a given Hilbert space. Specifically, we examin…

math.ST2020★ 20 cited

Asymptotics of Ridge (less) Regression under General Source Condition

Dominic Richards, Jaouad Mourtada, Lorenzo Rosasco

We analyze the prediction error of ridge regression in an asymptotic regime where the sample size and dimension go to infinity at a proportional rate. In particular, we consider th…