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Consider estimating a structured signal $\mathbf{x}_0$ from linear, underdetermined and noisy measurements $\mathbf{y}=\mathbf{A}\mathbf{x}_0+\mathbf{z}$, via solving a variant of the lasso algorithm: $\hat{\mathbf{x}}=\arg\min_\mathbf{x}\{…

Optimization and Control · Mathematics 2014-01-28 Christos Thrampoulidis , Samet Oymak , Babak Hassibi

We establish the upper bound on the speed of convergence to the infinitely divisible limit density in the local limit theorem for triangular arrays of random variables $\{X_{k,n},\, k=1,..,a_n, \, n\in \nat\}$.

Probability · Mathematics 2013-04-04 V. Knopova

In recent years, the mathematical limits and algorithmic bounds for probabilistic group testing have become increasingly well-understood, with exact asymptotic thresholds now being known in general scaling regimes for the noiseless setting.…

Information Theory · Computer Science 2024-10-24 Junren Chen , Jonathan Scarlett

In a circular deconvolution model we consider the fully data driven density estimation of a circular random variable where the density of the additive independent measurement error is unknown. We have at hand two independent iid samples,…

Statistics Theory · Mathematics 2021-02-02 Jan Johannes , Xavier Loizeau

The sampling, quantization, and estimation of a bounded dynamic-range bandlimited signal affected by additive independent Gaussian noise is studied in this work. For bandlimited signals, the distortion due to additive independent Gaussian…

Information Theory · Computer Science 2012-11-29 Animesh Kumar , Vinod M. Prabhakaran

We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…

Machine Learning · Statistics 2020-12-25 Yunbei Xu , Assaf Zeevi

We perform a study on kernel regression for large-dimensional data (where the sample size $n$ is polynomially depending on the dimension $d$ of the samples, i.e., $n\asymp d^{\gamma}$ for some $\gamma >0$ ). We first build a general tool to…

Machine Learning · Statistics 2024-07-01 Weihao Lu , Haobo Zhang , Yicheng Li , Manyun Xu , Qian Lin

An important estimation problem that is closely related to large-scale multiple testing is that of estimating the null density and the proportion of nonnull effects. A few estimators have been introduced in the literature; however, several…

Statistics Theory · Mathematics 2010-01-12 T. Tony Cai , Jiashun Jin

Non-linear latent variable models have become increasingly popular in a variety of applications. However, there has been little study on theoretical properties of these models. In this article, we study rates of posterior contraction in…

Statistics Theory · Mathematics 2017-01-27 Shuang Zhou , Debdeep Pati , Anirban Bhattacharya , David Dunson

This guide provides a reference for high-probability regret bounds in empirical risk minimization (ERM). The presentation is modular: we begin with intuition and general proof strategies, then state broadly applicable guarantees under…

Machine Learning · Statistics 2026-03-04 Lars van der Laan

Given a randomized experiment with binary outcomes, exact confidence intervals for the average causal effect of the treatment can be computed through a series of permutation tests. This approach requires minimal assumptions and is valid for…

Methodology · Statistics 2025-06-19 P. M. Aronow , Haoge Chang , Patrick Lopatto

We establish the O($\frac{1}{k}$) convergence rate for distributed stochastic gradient methods that operate over strongly convex costs and random networks. The considered class of methods is standard each node performs a weighted average of…

Optimization and Control · Mathematics 2018-03-22 Dusan Jakovetic , Dragana Bajovic , Anit Kumar Sahu , Soummya Kar

This paper investigates robust versions of the general empirical risk minimization algorithm, one of the core techniques underlying modern statistical methods. Success of the empirical risk minimization is based on the fact that for a…

Machine Learning · Statistics 2019-10-17 Stanislav Minsker , Timothée Mathieu

In the (special) smoothing spline problem one considers a variational problem with a quadratic data fidelity penalty and Laplacian regularisation. Higher order regularity can be obtained via replacing the Laplacian regulariser with a…

Machine Learning · Statistics 2022-09-07 Nicolás García Trillos , Ryan Murray , Matthew Thorpe

We consider the Lasso for a noiseless experiment where one has observations $X \beta^0$ and uses the penalized version of basis pursuit. We compute for some special designs the compatibility constant, a quantity closely related to the…

Statistics Theory · Mathematics 2017-01-13 Sara van de Geer

It has been observed that even a small amount of noise introduced into the dataset can significantly degrade the performance of KAN. In this brief note, we aim to quantitatively evaluate the performance when noise is added to the dataset.…

Machine Learning · Computer Science 2024-07-23 Haoran Shen , Chen Zeng , Jiahui Wang , Qiao Wang

This paper presents minimax rates for density estimation when the data dimension $d$ is allowed to grow with the number of observations $n$ rather than remaining fixed as in previous analyses. We prove a non-asymptotic lower bound which…

Statistics Theory · Mathematics 2017-08-16 Daniel J. McDonald

In this paper, we explore the impact of noise on quantum computing, particularly focusing on the challenges when sampling bit strings from noisy quantum computers as well as the implications for optimization and machine learning…

We study the generalization of two-layer ReLU neural networks in a univariate nonparametric regression problem with noisy labels. This is a problem where kernels (\emph{e.g.} NTK) are provably sub-optimal and benign overfitting does not…

Machine Learning · Computer Science 2024-06-12 Dan Qiao , Kaiqi Zhang , Esha Singh , Daniel Soudry , Yu-Xiang Wang

Stochastic approximation (SA) is a method for finding the root of an operator perturbed by noise. There is a rich literature establishing the asymptotic normality of rescaled SA iterates under fairly mild conditions. However, these…

Machine Learning · Statistics 2026-02-17 Shaan Ul Haque , Zedong Wang , Zixuan Zhang , Siva Theja Maguluri