Related papers: Fast rates for noisy clustering
For $V : \mathbb{R}^d \to \mathbb{R}$ coercive, we study the convergence rate for the $L^1$-distance of the empiric minimizer, which is the true minimum of the function $V$ sampled with noise with a finite number $n$ of samples, to the…
We study the statistical limits of both detecting and estimating a rank-one deformation of a symmetric random Gaussian tensor. We establish upper and lower bounds on the critical signal-to-noise ratio, under a variety of priors for the…
We propose a new analysis framework for clustering $M$ items into an unknown number of $K$ distinct groups using noisy and actively collected responses. At each time step, an agent is allowed to query pairs of items and observe bandit…
Next-generation ground-based gravitational-wave observatories such as the Einstein Telescope and Cosmic Explorer will detect $O(10^{5}-10^{6})$ signals from compact binary coalescences every year, the exact number depending on uncertainties…
Recent results in quantization theory show that the mean-squared expected distortion can reach a rate of convergence of $\mathcal{O}(1/n)$, where $n$ is the sample size [see, e.g., IEEE Trans. Inform. Theory 60 (2014) 7279-7292 or Electron.…
This Note presents original rates of convergence for the deconvolution problem. We assume that both the estimated density and noise density are supersmooth and we compute the risk for two kinds of estimators.
We obtain estimation error rates for estimators obtained by aggregation of regularized median-of-means tests, following a construction of Le Cam. The results hold with exponentially large probability -- as in the gaussian framework with…
This dissertation shows that careful injection of noise into sample data can substantially speed up Expectation-Maximization algorithms. Expectation-Maximization algorithms are a class of iterative algorithms for extracting maximum…
Providing non-conservative uncertainty quantification for function estimates derived from noisy observations remains a fundamental challenge in statistical machine learning, particularly for applications in safety-critical domains. In this…
We estimate the Hurst parameter $H \in (0,1)$ of a fractional Brownian motion from discrete noisy data, observed along a high frequency sampling scheme. When the intensity $\tau_n$ of the noise is smaller in order than $n^{-H}$ we establish…
We consider the problem of detecting a small subset of defective items from a large set via non-adaptive "random pooling" group tests. We consider both the case when the measurements are noiseless, and the case when the measurements are…
System identification is a fundamental problem in control and learning, particularly in high-stakes applications where data efficiency is critical. Classical approaches, such as the ordinary least squares estimator (OLS), achieve an…
In statistical learning theory, generalization error is used to quantify the degree to which a supervised machine learning algorithm may overfit to training data. Recent work [Xu and Raginsky (2017)] has established a bound on the…
We prove a lower bound on the excess risk of sparse interpolating procedures for linear regression with Gaussian data in the overparameterized regime. We apply this result to obtain a lower bound for basis pursuit (the minimum $\ell_1$-norm…
Stochastic approximation is a foundation for many algorithms found in machine learning and optimization. It is in general slow to converge: the mean square error vanishes as $O(n^{-1})$. A deterministic counterpart known as quasi-stochastic…
In this paper, we study the estimation performance of empirical $\ell_2$ risk minimization (ERM) in noisy (standard) phase retrieval (NPR) given by $y_k = |\alpha_k^*x_0|^2+\eta_k$, or noisy generalized phase retrieval (NGPR) formulated as…
This paper presents a systematic numerical study of the effects of noise on the invariant probability densities of dynamical systems with varying degrees of hyperbolicity. It is found that the rate of convergence of invariant densities in…
Numerous studies have shown that label noise can lead to poor generalization performance, negatively affecting classification accuracy. Therefore, understanding the effectiveness of classifiers trained using deep neural networks in the…
We design and mathematically analyze sampling-based algorithms for regularized loss minimization problems that are implementable in popular computational models for large data, in which the access to the data is restricted in some way. Our…
This paper considers the problem of recovering the permutation of an n-dimensional random vector X observed in Gaussian noise. First, a general expression for the probability of error is derived when a linear decoder (i.e., linear estimator…