Related papers: Fast-rate and optimistic-rate error bounds for L1-…

We study computational-statistical gaps for improper learning in sparse linear regression. More specifically, given $n$ samples from a $k$-sparse linear model in dimension $d$, we ask what is the minimum sample complexity to efficiently (in…

In the standard Gaussian linear measurement model $Y=X\mu_0+\xi \in \mathbb{R}^m$ with a fixed noise level $\sigma>0$, we consider the problem of estimating the unknown signal $\mu_0$ under a convex constraint $\mu_0 \in K$, where $K$ is a…

LISA Pathfinder's measurement of a relative acceleration noise between two free-falling test masses with a square root of the power spectral density of $5.2 \pm 0.1 \mbox{ fm s}^{-2}/\sqrt{\rm{Hz}}$ appreciably constrains collapse models.…

This paper investigates the theoretical guarantees of L1-analysis regularization when solving linear inverse problems. Most of previous works in the literature have mainly focused on the sparse synthesis prior where the sparsity is measured…

We consider the stochastic optimization problem with smooth but not necessarily convex objectives in the heavy-tailed noise regime, where the stochastic gradient's noise is assumed to have bounded $p$th moment ($p\in(1,2]$). Zhang et al.…

We study the estimation error of constrained M-estimators, and derive explicit upper bounds on the expected estimation error determined by the Gaussian width of the constraint set. Both of the cases where the true parameter is on the…

This paper is devoted to the problem of determining the concentration bounds that are achievable in non-parametric regression. We consider the setting where features are supported on a bounded subset of $\mathbb{R}^d$, the regression…

We revisit the fundamental question of simple-versus-simple hypothesis testing with an eye towards computational complexity, as the statistically optimal likelihood ratio test is often computationally intractable in high-dimensional…

Obtaining first-order regret bounds -- regret bounds scaling not as the worst-case but with some measure of the performance of the optimal policy on a given instance -- is a core question in sequential decision-making. While such bounds…

Let $X$ be a centered random vector taking values in $\mathbb{R}^d$ and let $\Sigma= \mathbb{E}(X\otimes X)$ be its covariance matrix. We show that if $X$ satisfies an $L_4-L_2$ norm equivalence, there is a covariance estimator…

We consider the problem of estimating how well a model class is capable of fitting a distribution of labeled data. We show that it is often possible to accurately estimate this "learnability" even when given an amount of data that is too…

We present an algorithm for the statistical learning setting with a bounded exp-concave loss in $d$ dimensions that obtains excess risk $O(d \log(1/\delta)/n)$ with probability at least $1 - \delta$. The core technique is to boost the…

We consider regression scenarios where it is natural to impose an order constraint on the coefficients. We propose an order-constrained version of L1-regularized regression for this problem, and show how to solve it efficiently using the…

We give lower bounds for the problem of stable sparse recovery from /adaptive/ linear measurements. In this problem, one would like to estimate a vector $x \in \R^n$ from $m$ linear measurements $A_1x,..., A_mx$. One may choose each vector…

An important problem in space-time adaptive detection is the estimation of the large p-by-p interference covariance matrix from training signals. When the number of training signals n is greater than 2p, existing estimators are generally…

We prove bounds on the population risk of the maximum margin algorithm for two-class linear classification. For linearly separable training data, the maximum margin algorithm has been shown in previous work to be equivalent to a limit of…

The Lasso is one of the most important approaches for parameter estimation and variable selection in high dimensional linear regression. At the heart of its success is the attractive rate of convergence result even when $p$, the dimension…

AIMS. The maximum-likelihood method is the standard approach to obtain model fits to observational data and the corresponding confidence regions. We investigate possible sources of bias in the log-likelihood function and its subsequent…

Machine learning algorithms in high-dimensional settings are highly susceptible to the influence of even a small fraction of structured outliers, making robust optimization techniques essential. In particular, within the…

We study estimation of the covariance matrix under relative condition number loss $\kappa(\Sigma^{-1/2} \hat{\Sigma} \Sigma^{-1/2})$, where $\kappa(\Delta)$ is the condition number of matrix $\Delta$, and $\hat{\Sigma}$ and $\Sigma$ are the…