Variance or Standard Deviation? Shell Geometry and Global-Scale Priors in High-Dimensional Shrinkage

arXiv:2606.23509 · stat.ME, econ.EM, stat.ML · Submitted 2026-06-22 · Read on arXiv

Wayne Yuan Gao, Zhiheng You

stat.ME, econ.EM, stat.ML

Submitted: 2026-06-22

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Benchmark — 51× in this paper · explained in 2 episodes
• Sparsity — 13× in this paper · explained in 5 episodes
• Calibration — 10× in this paper · explained in 9 episodes
• Universality — 6× in this paper · explained in 2 episodes
• Admissibility — 3× in this paper · explained in 2 episodes
• Robustness — 3× in this paper · explained in 6 episodes
• Generative AI — 2× in this paper · explained in 2 episodes
• Lasso — 2× in this paper · explained in 2 episodes
• Localization — 2× in this paper · explained in 2 episodes
• Monotonicity — 1× in this paper · explained in 2 episodes
• Papers — 1× in this paper · explained in 3 episodes
• Phase Transition — 1× in this paper · explained in 3 episodes
• Phase Transitions — 1× in this paper · explained in 2 episodes
• Regularization — 1× in this paper · explained in 3 episodes

Sources

• The Fragility of Sparsity

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