Author

Cynthia Rush

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Preprint Aug 2026

Spectral Dependence of Convex Regularization: Fundamental Limits under Right-Rotationally Invariant Designs

We study the fundamental limits of convex-regularized estimation in high-dimensional linear regression with right-rotationally invariant design matrices. We show that the asymptotic risks of convex-penalized least squares estimators are lower bounded by the risk of an approximate message passing algorithm known as Baye...

B. Tan, Audrey Yang, Cynthia Rush · 0 citations