AI & ML
Strong log-concavity in probit regression
arXiv stat.TH0 views
arXiv:2605.31218v3 Announce Type: replace Abstract: We show that strong log-concavity emerges in probit regression likelihoods without ridge penalization (i.e. Gaussian priors), unlike for the logistic case. Specifically, we provide: (a) a non-asymptotic characterization of strong log-concavity for fixed designs, similar to that for the existence of the maximum likelihood estimator (MLE) and (b) an asymptotic analysis for random designs, in the proportional regime when the sample size $n$ and the number of covariates $d$ grow proportionally $d/n\rightarrow r\in[0,1)$. In the latter case we show that, provided $r$ is small enough, the resulting condition number is finite and bounded independently of $n,d,r$ with high-probability. Numerically tractable estimates are given in case $r=0$. Thus, probit regression provides a non-trivial example of a high-dimensional, well-conditioned log-concave objective.
Source:https://arxiv.org/abs/2605.31218PreviousJoint ExclusivityNextThe Geometry of Latent Spaces: Projective Invariants, Structural Identification, and Ratio-Scale Measurement
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