Introduces conditional autoregressive models for spatially dependent functional data with consistent covariance estimation via conditional centering and superconsistent, asymptotically normal estimation of the spatial dependence parameter under an expanding lattice.
Biometrika , volume=
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Near-linear time algorithm for robust regression under Gaussian covariates achieves O(sqrt(ε κ)) error with Õ(d/ε⁴) samples when ε κ ≲ 1, plus SQ and low-degree lower bounds.
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