pith:5FJPKEKX
Characterization of Gaussian Universality Breakdown in High-Dimensional Empirical Risk Minimization
In high-dimensional ERM with non-Gaussian data, the estimator's projection on a test point follows the convolution of a generally non-Gaussian distribution with an independent Gaussian whose variance is set by the trace of the estimator's 2
arxiv:2604.03146 v2 · 2026-04-03 · stat.ML · cs.LG
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Claims
under a concentration assumption on the data matrix and standard regularity conditions on the loss and regularizer, we show that for a test covariate x independent of the training data, the projection θ̂⊤x approximately follows the convolution of the (generally non-Gaussian) distribution of μ_θ̂⊤x with an independent centered Gaussian variable of variance Tr(C_θ̂ E[xx⊤])
the heuristic extension of the Convex Gaussian Min-Max Theorem to non-Gaussian settings under a concentration assumption on the data matrix
In high-dimensional convex ERM with non-Gaussian data, the projection of the estimator onto a test covariate asymptotically follows the convolution of a generally non-Gaussian term with an independent centered Gaussian whose variance is the trace of the estimator covariance times the data second-mom
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| First computed | 2026-06-08T01:04:03.544438Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
e952f5115704e160be6ceeed1e17a4ceec0c7ee1858c2b9372d0690375146bf3
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· · · · ·Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/5FJPKEKXATQWBPTM53WR4F5EZ3 \
| jq -c '.canonical_record' \
| python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: e952f5115704e160be6ceeed1e17a4ceec0c7ee1858c2b9372d0690375146bf3
Canonical record JSON
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"license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
"primary_cat": "stat.ML",
"submitted_at": "2026-04-03T16:07:02Z",
"title_canon_sha256": "0aead56dd7055962032b37ae151118c4662621e6e710fc613814556c293780eb"
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"kind": "arxiv",
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