Related papers: A constraint on extensible quadrature rules
We show that kernel-based quadrature rules for computing integrals can be seen as a special case of random feature expansions for positive definite kernels, for a particular decomposition that always exists for such kernels. We provide a…
Learning joint probability distributions on n random variables requires exponential sample size in the generic case. Here we consider the case that a temporal (or causal) order of the variables is known and that the (unknown) graph of…
We consider the problem of approximating a function in a general nonlinear subset of $L^2$, when only a weighted Monte Carlo estimate of the $L^2$-norm can be computed. Of particular interest in this setting is the concept of sample…
Many machine learning and optimization algorithms are built upon the framework of stochastic approximation (SA), for which the selection of step-size (or learning rate) $\{\alpha_n\}$ is crucial for success. An essential condition for…
We study the limiting behavior of multiple ergodic averages involving sequences of integers that satisfy some regularity conditions and have polynomial growth. We show that for "typical" choices of Hardy field functions $a(t)$ with…
We provide an asymptotic expansion of the maximal mean squared error (MSE) of the sample median to be attained on shrinking gross error neighborhoods about an ideal central distribution. More specifically, this expansion comes in powers of…
We study the growth of typical groups from the family of $p$-groups of intermediate growth constructed by the second author. We find that, in the sense of category, a generic group exhibits oscillating growth with no universal upper bound.…
Consider the problem of estimating the Shannon entropy of a distribution over $k$ elements from $n$ independent samples. We show that the minimax mean-square error is within universal multiplicative constant factors of $$\Big(\frac{k }{n…
We consider estimation of a one-dimensional location parameter by means of M-estimators S_n with monotone influence curve psi. For growing sample size n, on suitably thinned out convex contamination ball BQ_n of shrinking radius r/sqrt(n)…
We study least squares linear regression over $N$ uncorrelated Gaussian features that are selected in order of decreasing variance. When the number of selected features $p$ is at most the sample size $n$, the estimator under consideration…
When there are infinitely many scenarios, the current studies of two-stage stochastic programming problems rely on the relatively complete recourse assumption. However, such assumption can be unrealistic for many real-world problems. This…
We consider expanding systems with invariant measures that are uniformly expanding everywhere except on a small measure set and show that the limiting statistics of hitting times for zero measure sets are compound Poisson provided the…
We consider the problem of estimating the mean of a normal distribution under the following constraint: the estimator can access only a single bit from each sample from this distribution. We study the squared error risk in this estimation…
Let the random variable $Z_{n,k}$ denote the number of increasing subsequences of length $k$ in a random permutation from $S_n$, the symmetric group of permutations of $\{1,...,n\}$. In a recent paper [Random Structures Algorithms 29 (2006)…
We derive the unique e-values with optimal (relative) growth rate in the worst case for testing the mean of a bounded random variable, hereby contributing with the first application beyond the assumption of mutually absolutely continuous…
Clustering is a fundamental task in unsupervised learning. Previous research has focused on learning-augmented $k$-means in Euclidean metrics, limiting its applicability to complex data representations. In this paper, we generalize…
In this paper we consider the problem of grouped variable selection in high-dimensional regression using $\ell_1-\ell_q$ regularization ($1\leq q \leq \infty$), which can be viewed as a natural generalization of the $\ell_1-\ell_2$…
In this paper we consider the evolution of sets by a fractional mean curvature flow. Our main result states that for any dimension $n > 2$, there exists an embedded surface in $\mathbb R^n$ evolving by fractional mean curvature flow, which…
This paper examines the problem of extrapolation of an analytic function for $x > 1$ given perturbed samples from an equally spaced grid on $[-1,1]$. Mathematical folklore states that extrapolation is in general hopelessly ill-conditioned,…
We introduce a family of averaged meta-Fibonacci recursions $$ Q_{\alpha,m}(n) = 1+ \left\lfloor \alpha \frac1m \sum_{j=1}^m Q_{\alpha,m}(n-Q_{\alpha,m}(n-j)) \right\rfloor , $$ with initial conditions $$…