Related papers: Near-Optimal Density Estimation in Near-Linear Tim…
High-dimensional limit theorems have been shown useful to derive tuning rules for finding the optimal scaling in random-walk Metropolis algorithms. The assumptions under which weak convergence results are proved are however restrictive: the…
We study the fundamental problems of Gaussian mean estimation and linear regression with Gaussian covariates in the presence of Huber contamination. Our main contribution is the design of the first sample near-optimal and almost linear-time…
Given data drawn from a collection of Gaussian variables with a common mean but different and unknown variances, what is the best algorithm for estimating their common mean? We present an intuitive and efficient algorithm for this task. As…
We present new algorithms for estimating and testing \emph{collision probability}, a fundamental measure of the spread of a discrete distribution that is widely used in many scientific fields. We describe an algorithm that satisfies…
Low-dimensional embedding, manifold learning, clustering, classification, and anomaly detection are among the most important problems in machine learning. The existing methods usually consider the case when each instance has a fixed,…
We are given n base elements and a finite collection of subsets of them. The size of any subset varies between p to k (p < k). In addition, we assume that the input contains all possible subsets of size p. Our objective is to find a…
Nonparametric density estimation is considered for a discretely observed stationary continuous-time process. For each of three given time sampling procedures either random or deterministic, we establish that histograms and frequency…
Multi-task learning (MTL) has emerged as a pivotal paradigm in machine learning by leveraging shared structures across multiple related tasks. Despite its empirical success, the development of likelihood-based efficiently solvable…
Diffusion models, which convert noise into new data instances by learning to reverse a diffusion process, have become a cornerstone in contemporary generative modeling. In this work, we develop non-asymptotic convergence theory for a…
We investigate an algorithm named histogram transform ensembles (HTE) density estimator whose effectiveness is supported by both solid theoretical analysis and significant experimental performance. On the theoretical side, by decomposing…
In this work, we address the problem of approximating the $k$-disc distribution ("frequency vector") of a bounded-degree graph in sublinear-time under the assumption of hyperfiniteness. We revisit the partition-oracle framework of Hassidim,…
In the Densest k-Subgraph problem, given a graph G and a parameter k, one needs to find a subgraph of G induced on k vertices that contains the largest number of edges. There is a significant gap between the best known upper and lower…
We consider the problem of embedding unweighted, directed k-nearest neighbor graphs in low-dimensional Euclidean space. The k-nearest neighbors of each vertex provides ordinal information on the distances between points, but not the…
We propose and analyze an algorithm to approximate distribution functions and densities of perpetuities. Our algorithm refines an earlier approach based on iterating discretized versions of the fixed point equation that defines the…
The approximation of a discrete probability distribution $\mathbf{t}$ by an $M$-type distribution $\mathbf{p}$ is considered. The approximation error is measured by the informational divergence $\mathbb{D}(\mathbf{t}\Vert\mathbf{p})$, which…
Noisy $k$-XOR is a basic average-case inference problem in which one observes random noisy $k$-ary parity constraints and seeks to recover, or more weakly, detect, a hidden Boolean assignment. A central question is to characterize the…
The problem of finding \emph{distance} between \emph{pattern} of length $m$ and \emph{text} of length $n$ is a typical way of generalizing pattern matching to incorporate dissimilarity score. For both Hamming and $L_1$ distances only a…
This paper aims to propose and theoretically analyze a new distributed scheme for sparse linear regression and feature selection. The primary goal is to learn the few causal features of a high-dimensional dataset based on noisy observations…
Given a graph, the general problem to cover the maximum number of vertices by a collection of vertex-disjoint long paths seemingly escapes from the literature. A path containing at least $k$ vertices is considered long. When $k \le 3$, the…
In this paper, we study distributional reinforcement learning from the perspective of statistical efficiency. We investigate distributional policy evaluation, aiming to estimate the complete return distribution (denoted $\eta^\pi$) attained…