High-Dimensional Analysis of Double Descent for Linear Regression with Random Projections

DOI10.1137/23m1558781arXiv2303.01372WikidataQ128694919 ScholiaQ128694919MaRDI QIDQ6151666

Francis Bach

Publication date: 12 February 2024

Published in: SIAM Journal on Mathematics of Data Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2303.01372

zbMATH Keywords

least-squaresrandom matrix theoryrandom projections

Mathematics Subject Classification ID

Statistics (62-XX)

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