Related papers: Mini-Minimax Uncertainty Quantification for Emulat…
Optimal estimation and inference for both the minimizer and minimum of a convex regression function under the white noise and nonparametric regression models are studied in a nonasymptotic local minimax framework, where the performance of a…
We develop a minimax theory for operator learning, where the goal is to estimate an unknown operator between separable Hilbert spaces from finitely many noisy input-output samples. For uniformly bounded Lipschitz operators, we prove…
In this study, we investigate the problem of min-max continuous optimization in a black-box setting $\min_{x} \max_{y}f(x,y)$. A popular approach updates $x$ and $y$ simultaneously or alternatingly. However, two major limitations have been…
In this paper, the problem of safe global maximization (it should not be confused with robust optimization) of expensive noisy black-box functions satisfying the Lipschitz condition is considered. The notion "safe" means that the objective…
This paper presents a tractable algorithm for estimating an unknown Lipschitz function from noisy observations and establishes an upper bound on its convergence rate. The approach extends max-affine methods from convex shape-restricted…
This paper studies the problem of learning an unknown function $f$ from given data about $f$. The learning problem is to give an approximation $\hat f$ to $f$ that predicts the values of $f$ away from the data. There are numerous settings…
A fundamental problem in statistics and machine learning is to estimate a function $f$ from possibly noisy observations of its point samples. The goal is to design a numerical algorithm to construct an approximation $\hat f$ to $f$ in a…
We investigate the problem of jointly testing a pair of composite hypotheses and, depending on the test result, estimating a random parameter under distributional uncertainties. Specifically, it is assumed that the distribution of the data…
This paper considers an ML inspired approach to hypothesis testing known as classifier/classification-accuracy testing ($\mathsf{CAT}$). In $\mathsf{CAT}$, one first trains a classifier by feeding it labeled synthetic samples generated by…
We consider the problem of providing optimal uncertainty quantification (UQ) --- and hence rigorous certification --- for partially-observed functions. We present a UQ framework within which the observations may be small or large in number,…
The most fundamental problem in statistics is the inference of an unknown probability distribution from a finite number of samples. For a specific observed data set, answers to the following questions would be desirable: (1) Estimation:…
We develop an approach for estimating models described via conditional moment restrictions, with a prototypical application being non-parametric instrumental variable regression. We introduce a min-max criterion function, under which the…
The paper presents analytic expressions of minimax (worst-case) estimates for solutions of linear abstract Neumann problems in Hilbert space with uncertain (not necessarily bounded!) inputs and boundary conditions given incomplete…
One of the most ubiquitous problems in optimization is that of finding all the elements of a finite set at which a function $f$ attains its minimum (or maximum). When the codomain of $f$ is equipped with a total order, it is easy to…
The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible constrained to match empirical data, for instance, feature expectations. We seek to generalize…
A general lower bound is developed for the minimax risk when estimating an arbitrary functional. The bound is based on testing two composite hypotheses and is shown to be effective in estimating the nonsmooth functional…
In this paper we study observation problem for linear 2-point BVP Dx=Bf assuming that information about system input f and random noise \eta in system state observation model y=Hx+\eta$ is incomplete (f and M\eta\eta' are some arbitrary…
We study the problem of estimating the average of a Lipschitz continuous function $f$ defined over a metric space, by querying $f$ at only a single point. More specifically, we explore the role of randomness in drawing this sample. Our goal…
Submodular optimization with bandit feedback has recently been studied in a variety of contexts. In a number of real-world applications such as diversified recommender systems and data summarization, the submodular function exhibits…
Experimental designs that are minimax in the presence of model misspecifications have been constructed so as to minimize the maximum, over classes of alternate response models, of the integrated mean squared error of the predicted values.…