Mohamed Chiheb Yaakoubi

Characterization of Gaussian Universality Breakdown in High-Dimensional Empirical Risk Minimization

We study high-dimensional convex empirical risk minimization (ERM) under general non-Gaussian data designs. By heuristically extending the Convex Gaussian Min–Max Theorem (CGMT) to non-Gaussian settings, we derive an asymptotic min–max characterization of key statistics, enabling approximation of th…