Exact results on high-dimensional linear regression via statistical physics,Physical Review E

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Exact results on high-dimensional linear regression via statistical physics
Physical Review E ( IF 2.2 ) Pub Date : 2021-04-29 , DOI: 10.1103/physreve.103.042142
Alexander Mozeika ₁ , Mansoor Sheikh ₂ , Fabian Aguirre-Lopez ₃ , Fabrizio Antenucci ₂ , Anthony C C Coolen _{1,

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Affiliation

It is clear that conventional statistical inference protocols need to be revised to deal correctly with the high-dimensional data that are now common. Most recent studies aimed at achieving this revision rely on powerful approximation techniques that call for rigorous results against which they can be tested. In this context, the simplest case of high-dimensional linear regression has acquired significant new relevance and attention. In this paper we use the statistical physics perspective on inference to derive several exact results for linear regression in the high-dimensional regime.

中文翻译：

通过统计物理学得出高维线性回归的精确结果

显然，传统的统计推断协议需要进行修改，以正确处理现在常见的高维数据。大多数旨在实现这一修订的最新研究都依赖于强大的近似技术，这些技术需要严格的结果来进行测试。在这种背景下，最简单的高维线性回归案例获得了重要的新的相关性和关注。在本文中，我们使用统计物理学的推论视角来推导高维体系中线性回归的几个精确结果。

更新日期：2021-04-29

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