This was part of Short Courses on the Mean Field Approach in Machine Learning and Statistics

Mean Field Asymptotics for High Dimensional Linear Models (Part 3)

Song Mei, University of California, Berkeley
Wednesday, October 20, 2021


This course introduces the mean-field asymptotic results for high dimensional linear models, and discusses two applications in statistics and machine learning. One application is deriving the double-descent curve for the generalization error of over-parameterized models. The other application is analyzing the power of false discovery rate (FDR) controlling procedures.