Search Results for author: Leonardo Defilippis

Found 1 papers, 0 papers with code

High-dimensional robust regression under heavy-tailed data: Asymptotics and Universality

no code implementations28 Sep 2023 Urte Adomaityte, Leonardo Defilippis, Bruno Loureiro, Gabriele Sicuro

In particular, we provide a sharp asymptotic characterisation of M-estimators trained on a family of elliptical covariate and noise data distributions including cases where second and higher moments do not exist.

regression

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