Maillard et al.'s replica prediction for Bayes risk
Consider the generalized linear model with orthogonally invariant design, and let β^B=E[β∗∣X,y]\widehat{\beta}_{\mathrm{B}}=\mathbb{E}[\beta_*\mid X,y]βB=E[β∗∣X,y] be the posterior mean estimator. Let…
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