Some exact results for the statistical physics problem of high-dimensional linear regression
Exact methods supersede approximations used in high-dimensional linear regression to find correlations in statistical physics problems.
High-dimensional linear regression has become recently a subject of many investigations which use statistical physics. The main bulk of this work relies on powerful approximation techniques but also a more rigorous approaches are becoming a more prominent. Considering Bayesian setting, we derive a number of exact results for the inference and related statistical physics problems of the linear regression.