math.ST · 2026-08-10 · No. 80
Statistics Theory, 2026-08-10.
1 new papers in math.ST. Titles, authors,
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01 — The papers
1 entries-
01
High-dimensional ridgeless least squares interpolation under spiked covariance structures
Zhijun Liu, Dandan Jiang
math.ST · cs.LG · stat.ML
This paper investigates the asymptotic behavior of the out-of-sample prediction risk of the high-dimensional ridgeless least-squares estimator when the feature dimension $p$ and the sample size $n$ grow proportionally. We consider a generalized spiked population covariance model with multiple latent factors, where the number of spiked eigenvalues may remain finite or increase with $n$, and the spiked eigenvalues may be bounded or diverge at...
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