Over-parameterized linear regression has been widely studied over the last decade. However, most existing works assume that the covariates are independent and that their covariance matrices are non-degenerate. In this paper, we relax both assumptions and derive deterministic equivalents for the prediction risk in a vanishing-ridge regime. We show that degeneracy of the covariance matrices and dependence can lead to multiple descent, and characterize where the corresponding peaks can occur. Our proofs use a novel graph representation of the variance profile. We show that maximum matchings and the Dulmage--Mendelsohn decomposition of the associated bipartite graph identify the configurations at which the variance becomes singular.
We study additive regression under an unknown and potentially non product design distribution, allowing the number of covariates to grow with the sample size. We consider a coupled class that separately controls the smoothness of the marginal densities and of each additive component multiplied by the corresponding marg...
A general design-assisted regression framework in which the estimating criterion depends on both the conditional model for $Y \mid \bfX$ and structured features of the covariate distribution, which improves estimation while preserving first-order prediction performance.
S. Ye, Guan-Bo Wang, Cong Zhang et al.· 0 citations
In this work, we study the one-dimensional regression problem under random design and Gaussian errors. Our framework is very general: we make no prior assumptions about the design (which may be nonstationary and exhibit short or long-range dependence), nor do we assume that the errors are homoscedastic. We examine in d...
Emmanuel Caron Parte, J. Dedecker, B. Michel· 0 citations
Matrix-valued time series, arising in diverse fields such as economics, neuroscience, and recommender systems, have become increasingly prominent in modern data analysis. Among various modeling frameworks, the matrix-variate CP-factor model represents an important and widely applicable class for capturing low-rank stru...
A condition called the cross-Hessian Rank Constraint (HRC), which serves as a primitive rank-based tool for nonlinear latent causal discovery, shows that a rank-based property arises from the cross-Hessian of the observed-data log-density in the nonlinear case, revealing information about the latent variables.
Zi-Jian Li, Rui-Chu Cai, Feng Xie et al.· 0 citations
This work proposes computationally efficient tests for equality of mean vectors of two or more high-dimensional populations by establishing an equivalence between equality of means and a zero population logistic regression parameter.