Related papers: Anisotropic oracle inequalities in noisy quantizat…
We consider frequency estimation in a noisy environment with noisy probes. This builds on previous studies, most of which assume that the initial probe state is pure, while the encoding process is noisy, or that the initial probe state is…
Properties of scalar quantization with $r$th power distortion and constrained R\'enyi entropy of order $\alpha\in (0,1)$ are investigated. For an asymptotically (high-rate) optimal sequence of quantizers, the contribution to the R\'enyi…
In this paper,we consider a high-dimensional statistical estimation problem in which the the number of parameters is comparable or larger than the sample size. We present a unified analysis of the performance guarantees of exponential…
The abundance of data produced daily from large variety of sources has boosted the need of novel approaches on causal inference analysis from observational data. Observational data often contain noisy or missing entries. Moreover, causal…
The theory of adaptive estimation and oracle inequalities for the case of Gaussian-shift--finite-interval experiments has made significant progress in recent years. In particular, sharp-minimax adaptive estimators and exact exponential-type…
A celebrated result of Pollard proves asymptotic consistency for $k$-means clustering when the population distribution has finite variance. In this work, we point out that the population-level $k$-means clustering problem is, in fact,…
In black-box optimization, noise in the objective function is inevitable. Noise disrupts the ranking of candidate solutions in comparison-based optimization, possibly deteriorating the search performance compared with a noiseless scenario.…
We consider the estimation of two-sample integral functionals, of the type that occur naturally, for example, when the object of interest is a divergence between unknown probability densities. Our first main result is that, in wide…
Metric based comparison operations such as finding maximum, nearest and farthest neighbor are fundamental to studying various clustering techniques such as $k$-center clustering and agglomerative hierarchical clustering. These techniques…
A powerful concept behind much of the recent progress in machine learning is the extraction of common features across data from heterogeneous sources or tasks. Intuitively, using all of one's data to learn a common representation function…
We address the problem of density estimation with $\mathbb{L}_s$-loss by selection of kernel estimators. We develop a selection procedure and derive corresponding $\mathbb{L}_s$-risk oracle inequalities. It is shown that the proposed…
We consider the problem of approximate $K$-means clustering with outliers and side information provided by same-cluster queries and possibly noisy answers. Our solution shows that, under some mild assumptions on the smallest cluster size,…
The density estimation is one of the core problems in statistics. Despite this, existing techniques like maximum likelihood estimation are computationally inefficient due to the intractability of the normalizing constant. For this reason an…
We consider the problem of minimizing a $d$-dimensional Lipschitz convex function using a stochastic gradient oracle. We introduce and motivate a setting where the noise of the stochastic gradient is isotropic in that it is bounded in every…
An adaptive nonparametric estimation procedure is constructed for heteroscedastic regression when the noise variance depends on the unknown regression. A non-asymptotic upper bound for a quadratic risk (oracle inequality) is obtained
We consider the problem of model selection type aggregation in the context of density estimation. We first show that empirical risk minimization is sub-optimal for this problem and it shares this property with the exponential weights…
This paper aims to build an estimate of an unknown density of the data with measurement error as a linear combination of functions from a dictionary. Inspired by the penalization approach, we propose the weighted Elastic-net penalized…
We observe $(X_i,Y_i)_{i=1}^n$ where the $Y_i$'s are real valued outputs and the $X_i$'s are $m\times T$ matrices. We observe a new entry $X$ and we want to predict the output $Y$ associated with it. We focus on the high-dimensional…
The paper discusses the estimation of a continuous density function of the target random field $X_{\bf{i}}$, $\bf{i}\in \mathbb {Z}^N$ which is contaminated by measurement errors. In particular, the observed random field $Y_{\bf{i}}$,…
If multiway cluster-robust standard errors are used routinely in applied economics, surprisingly few theoretical results justify this practice. This paper aims to fill this gap. We first prove, under nearly the same conditions as with…