Practical debiasing with the Covariant Prior in the proportional regime when p < n
We show that the Covariant Prior can be used to effectively de-bias the resulting MAP estimator in the proportional regime, where the number of covariates p grows proportionally to n , the number of samples, with p < n . The asymptotics of the resulting MAP estimator can be studied via the stat...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
IOP Publishing
2025-01-01
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| Series: | Journal of Physics Communications |
| Subjects: | |
| Online Access: | https://doi.org/10.1088/2399-6528/add2cd |
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