Derives asymptotic risk characterizations for regularized variational and spectral log-density-ratio estimators in the Gaussian location model and compares their performance across observation regimes.
Fi nite-sample performance of the maximum likelihood estimator in logistic regression, 2024
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Regularized Variational and Spectral Log-Density-Ratio Estimation in the Gaussian Location Model
Derives asymptotic risk characterizations for regularized variational and spectral log-density-ratio estimators in the Gaussian location model and compares their performance across observation regimes.