Related papers: The Highest Dimensional Stochastic Blockmodel with…
We develop a quadratic regularization approach for the solution of high-dimensional multistage stochastic optimization problems characterized by a potentially large number of time periods/stages (e.g. hundreds), a high-dimensional resource…
The stochastic block model is widely used for detecting community structures in network data. However, the research interest of much literature focuses on the study of one sample of stochastic block models. How to detect the difference of…
We propose a new method for estimating the intrinsic dimension of a dataset by applying the principle of regularized maximum likelihood to the distances between close neighbors. We propose a regularization scheme which is motivated by…
We improve current instability-based methods for the selection of the number of clusters $k$ in cluster analysis by developing a normalized cluster instability measure that corrects for the distribution of cluster sizes, a previously…
Multiple-group data is widely used in genomic studies, finance, and social science. This study investigates a block structure that consists of covariate and response groups. It examines the block-selection problem of high-dimensional models…
Networks are useful representations of many systems with interacting entities, such as social, biological and physical systems. Characterizing the meso-scale organization, i.e. the community structure, is an important problem in network…
Motivated by a neuroscience application we study the problem of statistical estimation of a high-dimensional covariance matrix with a block structure. The block model embeds a structural assumption: the population of items (neurons) can be…
A hidden Markov model with trends is a hidden Markov model whose emission distributions are translated by a trend that depends on the current hidden state and on the current time. Contrary to standard hidden Markov models, such processes…
In the last decades, the study of models for large real-world networks has been a very popular and active area of research. A reasonable model should not only replicate all the structural properties that are observed in real world networks…
We consider the problem of estimating a large rank-one tensor ${\boldsymbol u}^{\otimes k}\in({\mathbb R}^{n})^{\otimes k}$, $k\ge 3$ in Gaussian noise. Earlier work characterized a critical signal-to-noise ratio $\lambda_{Bayes}= O(1)$…
We suggest an iterative approach to computing K-step maximum likelihood estimates (MLE) of the parametric components in semiparametric models based on their profile likelihoods. The higher order convergence rate of K-step MLE mainly depends…
Manski's celebrated maximum score estimator for the discrete choice model, which is an optimal linear discriminator, has been the focus of much investigation in both the econometrics and statistics literatures, but its behavior under…
We consider the problem of estimating the total probability of all symbols that appear with a given frequency in a string of i.i.d. random variables with unknown distribution. We focus on the regime in which the block length is large yet no…
In this paper, we present and analyze a simple and robust spectral algorithm for the stochastic block model with $k$ blocks, for any $k$ fixed. Our algorithm works with graphs having constant edge density, under an optimal condition on the…
Directed networks are broadly used to represent asymmetric relationships among units. Co-clustering aims to cluster the senders and receivers of directed networks simultaneously. In particular, the well-known spectral clustering algorithm…
Consider the use of $\ell_{1}/\ell_{\infty}$-regularized regression for joint estimation of a $\pdim \times \numreg$ matrix of regression coefficients. We analyze the high-dimensional scaling of $\ell_1/\ell_\infty$-regularized quadratic…
Resolving a conjecture of Abbe, Bandeira and Hall, the authors have recently shown that the semidefinite programming (SDP) relaxation of the maximum likelihood estimator achieves the sharp threshold for exactly recovering the community…
We introduce a novel statistical significance-based approach for clustering hierarchical data using semi-parametric linear mixed-effects models designed for responses with laws in the exponential family (e.g., Poisson and Bernoulli). Within…
Overparameterized neural networks can be highly accurate on average on an i.i.d. test set yet consistently fail on atypical groups of the data (e.g., by learning spurious correlations that hold on average but not in such groups).…
In sparse linear regression, the SLOPE estimator generalizes LASSO by penalizing different coordinates of the estimate according to their magnitudes. In this paper, we present a precise performance characterization of SLOPE in the…