Strong log-concavity in probit regression
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→ r∈[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.
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BibTeX
@misc{chak2026strong,
title = {{Strong log-concavity in probit regression}},
author = {Martin Chak and Zoraida F. Rico and Giacomo Zanella},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2605.31218},
eprint = {2605.31218},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2605.31218},
}
RIS
TY - UNPB
TI - Strong log-concavity in probit regression
AU - Martin Chak
AU - Zoraida F. Rico
AU - Giacomo Zanella
PY - 2026
DA - 2026/10/30
PB - arXiv
DO - 10.48550/arxiv.2605.31218
UR - https://arxiv.org/abs/2605.31218
AB - 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→ r∈[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.
ER -