This paper investigates the asymptotic distribution of the maximum-likel...
This paper studies the multi-task high-dimensional linear regression mod...
We consider observations (X,y) from single index models with unknown lin...
The paper proposes chi-square and normal inference methodologies for the...
This paper studies M-estimators with gradient-Lipschitz loss function
re...
This paper develops asymptotic normality results for individual coordina...
A generic out-of-sample error estimate is proposed for robust M-estimato...
A new Central Limit Theorem (CLT) is developed for random variables of t...
We consider first order expansions of convex penalized estimators in
hig...
We consider the problem of selecting the best estimator among a family o...
This paper studies schemes to de-bias the Lasso in sparse linear regress...
A concentration result for quadratic form of independent subgaussian ran...
Stein's formula states that a random variable of the form z^ f(z) -
div ...
Convex estimators such as the Lasso, the matrix Lasso and the group Lass...
In this paper we revisit the risk bounds of the lasso estimator in the
c...