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  1. Abstract

    We consider the problem of estimating a low-dimensional parameter in high-dimensional linear regression. Constructing an approximately unbiased estimate of the parameter of interest is a crucial step towards performing statistical inference. Several authors suggest to orthogonalize both the variable of interest and the outcome with respect to the nuisance variables, and then regress the residual outcome with respect to the residual variable. This is possible if the covariance structure of the regressors is perfectly known, or is sufficiently structured that it can be estimated accurately from data (e.g. the precision matrix is sufficiently sparse). Here we consider a regime in which the covariate model can only be estimated inaccurately, and hence existing debiasing approaches are not guaranteed to work. We propose the correlation adjusted debiased Lasso, which nearly eliminates this bias in some cases, including cases in which the estimation errors are neither negligible nor orthogonal.

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  2. Free, publicly-accessible full text available October 1, 2024
  3. Abstract

    Given a graph of degree over vertices, we consider the problem of computing a near maximum cut or a near minimum bisection in polynomial time. For graphs of girth , we develop a local message passing algorithm whose complexity is , and that achieves near optimal cut values among all ‐local algorithms. Focusing on max‐cut, the algorithm constructs a cut of value , where is the value of the Parisi formula from spin glass theory, and (subscripts indicate the asymptotic variables). Our result generalizes to locally treelike graphs, that is, graphs whose girth becomes after removing a small fraction of vertices. Earlier work established that, for random ‐regular graphs, the typical max‐cut value is . Therefore our algorithm is nearly optimal on such graphs. An immediate corollary of this result is that random regular graphs have nearly minimum max‐cut, and nearly maximum min‐bisection among all regular locally treelike graphs. This can be viewed as a combinatorial version of the near‐Ramanujan property of random regular graphs.

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