Spectrum-aware debiasing: A modern inference framework with applications to principal components regression
谱感知去偏:现代推断框架及其在主成分回归中的应用
Debiasing is a fundamental concept in high-dimensional statistics. While degrees-of-freedom adjustment is the state-of-the-art debiasing technique in high-dimensional linear regression, it largely remains limited to independent, identically distributed samples and sub-Gaussian covariates. These limitations hinder its wider practical use. In this paper we break this barrier and introduce Spectrum-Aware Debiasing—a novel inference method that applies to challenging…