Preprint
Aug 2026
Algorithms for adaptive and heteroskedastic linear regression at the computational threshold
A (computationally inefficient) adaptive estimator that, so long as $p$ is a mixture of $k$ symmetric log-concave densities, achieves error comparable with the optimal estimator that knows $p$ and has $\tilde\Theta(n/k)$ samples.
Spencer Compton, T. Schramm
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