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Generalization-error estimation beyond Gaussian designs
Sourced from the work of Pierre C Bellec, Kai Tan
§ Problem Statement
Setup
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§ Discussion
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§ Significance & Implications
§ Known Partial Results
§ References
[1]
Uncertainty quantification for iterative algorithms in linear models with application to early stopping
Pierre C Bellec, Kai Tan (2024)
Annals of Statistics (to appear)
📍 Section 5 (Discussion), paragraph on the Gaussian-design assumption (explicitly noting extension to non-Gaussian designs as future work; no theorem/remark number).
Source paper where this problem appears.