Sharp Guarantees and Optimal Performance for Inference in Binary and Gaussian-Mixture Models

We study convex empirical risk minimization for high-dimensional inference in binary linear classification under both discriminative binary linear models, as well as generative Gaussian-mixture models. Our first result sharply predicts the statistical performance of such estimators in the proportion...

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Bibliographic Details
Main Authors: Hossein Taheri, Ramtin Pedarsani, Christos Thrampoulidis
Format: Article
Language:English
Published: MDPI AG 2021-01-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/23/2/178