BootstrapAsymptotics

Code for the paper

Getting started

Open a Julia console and run:

julia> using Pkg

julia> Pkg.add(url="https://github.com/SPOC-group/BootstrapAsymptotics")

Using the package

julia> using BootstrapAsymptotics

julia> (; overlaps) = state_evolution(Ridge(λ=0.1), PairBootstrap(), PairBootstrap());

julia> Matrix(overlaps.Q)
2×2 Matrix{Float64}:
 1.35642   0.799808
 0.799808  1.35642

Reproducing the plots

Open the Jupyter notebooks in the experiments folder, select the Julia environment defined in the same folder, and run.

Computing the large $\alpha$ rates

Open the Mathematica notebook experiments/large_alpha_rates.nb

Notations

• n: number of samples
• d: dimension
• α: sampling ratio n/d
• Δ: noise variance
• λ: regularization parameter
• m, Q, V: overlaps