K-fold CV Lasso is sqrt(n)-consistent but not variable selection consistent under moment conditions, with valid bootstrap approximation for inference.
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Proves law of large numbers for empirical and interaction measures in graphon particle systems with common noise using generalized Wasserstein metrics and weak convergence.
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Asymptotic Theory of $K$-fold Cross-validation in Lasso and the validity of Bootstrap
K-fold CV Lasso is sqrt(n)-consistent but not variable selection consistent under moment conditions, with valid bootstrap approximation for inference.
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Graphon particle systems with common noise
Proves law of large numbers for empirical and interaction measures in graphon particle systems with common noise using generalized Wasserstein metrics and weak convergence.