Related papers: Central limit theorem for the robust log-regressio…

We generalize the standard Hopfield model to the case when a weight is assigned to each input pattern. The weight can be interpreted as the frequency of the pattern occurrence at the input of the network. In the framework of the statistical…

Memory units have been widely used to enrich the capabilities of deep networks on capturing long-term dependencies in reasoning and prediction tasks, but little investigation exists on deep generative models (DGMs) which are good at…

Designing model-free algorithms for distributionally robust reinforcement learning (DRRL) poses fundamental challenges. The robust Bellman operator is nonlinear in the transition kernel, which makes one-sample Bellman updates biased, while…

A central result in statistical theory is Pinsker's theorem, which characterizes the minimax rate in the normal means model of nonparametric estimation. In this paper, we present an extension to Pinsker's theorem where estimation is carried…

We consider the problem of sparse normal means estimation in a distributed setting with communication constraints. We assume there are $M$ machines, each holding $d$-dimensional observations of a $K$-sparse vector $\mu$ corrupted by…

This article studies the \emph{robust covariance matrix estimation} of a data collection $X = (x_1,\ldots,x_n)$ with $x_i = \sqrt \tau_i z_i + m$, where $z_i \in \mathbb R^p$ is a \textit{concentrated vector} (e.g., an elliptical random…

In this paper we investigate a sequence of square integrable random processes with space varying memory. We establish sufficient conditions for the central limit theorem in the space $L^2(\mu)$ for the partial sums of the sequence of random…

We revisit the central limit theorem for integrated periodograms, equivalently for Toeplitz quadratic forms of stationary Gaussian sequences. Under a regular-variation assumption allowing long-memory singularities and slowly varying…

We consider stationary processes with long memory which are non-Gaussian and represented as Hermite polynomials of a Gaussian process. We focus on the corresponding wavelet coefficients and study the asymptotic behavior of the sum of their…

In a recent paper the author obtained optimal bounds for the strong Gaussian approximation of sums of independent $\R^d$-valued random vectors with finite exponential moments. The results may be considered as generalizations of well-known…

We propose a nonparametric density estimator based on the Gaussian process (GP) and derive three novel closed form learning algorithms based on Fisher divergence (FD) score matching. The density estimator is formed by multiplying a base…

In this work, we propose variations of a Gaussian mixture model (GMM) based channel estimator that was recently proven to be asymptotically optimal in the minimum mean square error (MMSE) sense. We account for the need of low computational…

We consider the problem of fitting a parametric model to time-series data that are afflicted by correlated noise. The noise is represented by a sum of two stationary Gaussian processes: one that is uncorrelated in time, and another that has…

We focus on semiparametric regression that has played a central role in statistics, and exploit the powerful learning ability of deep neural networks (DNNs) while enabling statistical inference on parameters of interest that offers…

We study fast algorithms for statistical regression problems under the strong contamination model, where the goal is to approximately optimize a generalized linear model (GLM) given adversarially corrupted samples. Prior works in this line…

We study the asymptotic behavior of wavelet coefficients of random processes with long memory. These processes may be stationary or not and are obtained as the output of non--linear filter with Gaussian input. The wavelet coefficients that…

In this paper, we study the problem of parameter estimation in a sensor network, where the measurements and updates of some sensors might be arbitrarily manipulated by adversaries. Despite the presence of such misbehaviors, normally…

We provide a theoretical foundation for non-parametric estimation of functions of random variables using kernel mean embeddings. We show that for any continuous function $f$, consistent estimators of the mean embedding of a random variable…

This paper provides the relevant literature with a complete toolkit for conducting robust estimation and inference about the parameters of interest involved in a high-dimensional panel data framework. Specifically, (1) we allow for…

We propose a robust inferential procedure for assessing uncertainties of parameter estimation in high-dimensional linear models, where the dimension $p$ can grow exponentially fast with the sample size $n$. Our method combines the…