Some exact results for the statistical physics problem of high-dimensional linear regression

09/28/2020
by   Alexander Mozeika, et al.
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High-dimensional linear regression have become recently a subject of many investigations which use statistical physics. The main bulk of this work relies on powerful approximation techniques but also a more rigorous approaches are becoming a more prominent. Considering Bayesian setting, we derive a number of exact results for the inference and related statistical physics problems of the linear regression.

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