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.

    Arxiv (2020)

    A. Mozeika, F. Aguirre Lopez, M. Sheikh, F. Antenucci, T. Coolen

    Some exact results for the statistical physics problem of high-dimensional linear regression

    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.