Publications — SPECTRAL OVERFITTING
Mathematics verified. Core theorems are machine-checked in Lean 4.
Prose and presentation may not have been human-reviewed.
Summary
We prove that the optimal model complexity for spectral estimation is determined by a single quantity — the spectral decay rate \(\rho\) of the data-generating process — and that every standard overfitting remedy converges to the same critical truncation level.
Length
4,172 words
Claims
12 theorems
Status
Unknown