Related papers: An Oracle Inequality for Quasi-Bayesian Non-Negati…
We consider a general statistical linear inverse problem, where the solution is represented via a known (possibly overcomplete) dictionary that allows its sparse representation. We propose two different approaches. A model selection…
Semi-supervised active clustering (SSAC) utilizes the knowledge of a domain expert to cluster data points by interactively making pairwise "same-cluster" queries. However, it is impractical to ask human oracles to answer every pairwise…
In information theory, the well-known log-sum inequality is a fundamental tool which indicates the non-negativity for the relative entropy. In this article, we establish a set of inequalities which are similar to the log-sum inequality…
We study fair clustering problems in a setting where distance information is obtained from two sources: a strong oracle providing exact distances, but at a high cost, and a weak oracle providing potentially inaccurate distance estimates at…
In this note we consider spectral cut-off estimators to solve a statistical linear inverse problem under arbitrary white noise. The truncation level is determined with a recently introduced adaptive method based on the classical discrepancy…
Matrix concentration inequalities provide information about the probability that a random matrix is close to its expectation with respect to the $l_2$ operator norm. This paper uses semigroup methods to derive sharp nonlinear matrix…
In this paper we study the aggregation problem that can be formulated as follows. Assume that we have a family of estimators $\mathcal{F}$ built on the basis of available observations. The goal is to construct a new estimator whose risk is…
In this paper, we study the effects of different prior and likelihood choices for Bayesian matrix factorisation, focusing on small datasets. These choices can greatly influence the predictive performance of the methods. We identify four…
In this article, we investigate large sample properties of model selection procedures in a general Bayesian framework when a closed form expression of the marginal likelihood function is not available or a local asymptotic quadratic…
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…
We investigate properties of estimators obtained by minimization of U-processes with the Lasso penalty in high-dimensional settings. Our attention is focused on the ranking problem that is popular in machine learning. It is related to…
We offer a general Bayes theoretic framework to derive posterior contraction rates under a hierarchical prior design: the first-step prior serves to assess the model selection uncertainty, and the second-step prior quantifies the prior…
Recently, several researchers have claimed that conclusions obtained from a Bayes factor (or the posterior odds) may contradict those obtained from Bayesian posterior estimation. In this short paper, we wish to point out that no such…
This letter presents an almost sure convergence of the zeroth-order mirror descent algorithm. The algorithm admits non-smooth convex functions and a biased oracle which only provides noisy function value at any desired point. We approximate…
We establish correspondances between factorisations of finite abelian groups (direct factors, unitary factors, non isomorphic subgroup classes) and factorisations of integer matrices. We then study counting functions associated to these…
Approximate matrix factorization techniques with both nonnegativity and orthogonality constraints, referred to as orthogonal nonnegative matrix factorization (ONMF), have been recently introduced and shown to work remarkably well for…
The present paper is about estimation and prediction in high-dimensional additive models under a sparsity assumption ($p\gg n$ paradigm). A PAC-Bayesian strategy is investigated, delivering oracle inequalities in probability. The…
We address the problem of forecasting a time series meeting the Causal Bernoulli Shift model, using a parametric set of predictors. The aggregation technique provides a predictor with well established and quite satisfying theoretical…
The partial oracles framework is a quantum search algorithm that has the potential to exceed the quadratic speedup of Grover's algorithm, up to a theoretical maximum of an exponential speedup. Until now, however, the framework has lacked an…
Several recent works address the impact of inexact oracles in the convergence analysis of modern first-order optimization techniques, e.g. Bregman Proximal Gradient and Prox-Linear methods as well as their accelerated variants, extending…