Related papers: Optimal bounds for aggregation of affine estimator…
The problem we concentrate on is as follows: given (1) a convex compact set $X$ in ${\mathbb{R}}^n$, an affine mapping $x\mapsto A(x)$, a parametric family $\{p_{\mu}(\cdot)\}$ of probability densities and (2) $N$ i.i.d. observations of the…
We provide theoretical analysis of the statistical and computational properties of penalized $M$-estimators that can be formulated as the solution to a possibly nonconvex optimization problem. Many important estimators fall in this…
We consider a decision aggregation problem with two experts who each make a binary recommendation after observing a private signal about an unknown binary world state. An agent, who does not know the joint information structure between…
Given observations from a circular random variable contaminated by an additive measurement error, we consider the problem of minimax optimal goodness-of-fit testing in a non-asymptotic framework. We propose direct and indirect testing…
We consider non-parametric estimation problems in the presence of dependent data, notably non-parametric regression with random design and non-parametric density estimation. The proposed estimation procedure is based on a dimension…
This paper studies the minimax rate of nonparametric conditional density estimation under a weighted absolute value loss function in a multivariate setting. We first demonstrate that conditional density estimation is impossible if one only…
We develop and analyze $M$-estimation methods for divergence functionals and the likelihood ratios of two probability distributions. Our method is based on a non-asymptotic variational characterization of $f$-divergences, which allows the…
This paper studies density estimation under pointwise loss in the setting of contamination model. The goal is to estimate $f(x_0)$ at some $x_0\in\mathbb{R}$ with i.i.d. observations, $$ X_1,\dots,X_n\sim (1-\epsilon)f+\epsilon g, $$ where…
We prove that under some regularity and strong identifiability conditions, around a mixing distribution with $m_0$ components, the optimal local minimax rate of estimation of a mixture with $m$ components is $n^{-1/(4(m-m_0) + 2)}$. This…
Let $F$ be a finite model of cardinality $M$ and denote by $\operatorname {conv}(F)$ its convex hull. The problem of convex aggregation is to construct a procedure having a risk as close as possible to the minimal risk over $\operatorname…
We consider a robust aggregation problem in the presence of both truthful and adversarial experts. The truthful experts will report their private signals truthfully, while the adversarial experts can report arbitrarily. We assume experts…
Random graph mixture models are now very popular for modeling real data networks. In these setups, parameter estimation procedures usually rely on variational approximations, either combined with the expectation-maximisation (\textsc{em})…
Robust estimation is an important problem in statistics which aims at providing a reasonable estimator when the data-generating distribution lies within an appropriately defined ball around an uncontaminated distribution. Although minimax…
We present a new finite-sample analysis of M-estimators of locations in $\mathbb{R}^d$ using the tool of the influence function. In particular, we show that the deviations of an M-estimator can be controlled thanks to its influence function…
Consider a setup in which a decision maker is informed about the population by a finite sample and based on that sample has to decide whether or not to apply a certain treatment. We work out finite sample minimax regret treatment rules…
Recent research shows the susceptibility of machine learning models to adversarial attacks, wherein minor but maliciously chosen perturbations of the input can significantly degrade model performance. In this paper, we theoretically analyse…
In this paper, we first discuss the optimal convergence of the adaptive finite element methods for non-self-adjoint eigenvalue problems. We present new theoretical error estimators and computable error estimators for multiple and clustered…
In this paper, we analyse the recovery properties of nonconvex regularized $M$-estimators, under the assumption that the true parameter is of soft sparsity. In the statistical aspect, we establish the recovery bound for any stationary point…
One of the most fundamental tasks in sensor networks is the computation of a (compressible) aggregation function of the input measurements. What rate of computation can be maintained, by properly choosing the aggregation tree, the TDMA…
This paper considers a particular parameter estimator for switched systems and analyzes its properties. The estimator in question is defined as the map from the data set to the solution set of an optimization problem where the…