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This content will become publicly available on August 1, 2026

Title: The impact of contamination and correlated design on the Lasso: An average case analysis
We study the prediction problem in the context of the high-dimensional linear regression model. We focus on the practically relevant framework where a fraction of the linear measurements is corrupted while the columns of the design matrix can be moderately correlated. Our findings suggest that for most sparse signals, the Lasso estimator admits strong performance guarantees under more easily verifiable and less stringent assumptions on the design matrix compared to much of the existing literature.  more » « less
Award ID(s):
2045068
PAR ID:
10518765
Author(s) / Creator(s):
;
Publisher / Repository:
Elsevier
Date Published:
Journal Name:
Statistics & Probability Letters
Volume:
223
Issue:
C
ISSN:
0167-7152
Page Range / eLocation ID:
110417
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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