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We give a $2^{\tilde{O}(\sqrt{n}/\epsilon)}$-time algorithm for properly learning monotone Boolean functions under the uniform distribution over $\{0,1\}^n$. Our algorithm is robust to adversarial label noise and has a running time nearly…

Data Structures and Algorithms · Computer Science 2023-03-29 Jane Lange , Ronitt Rubinfeld , Arsen Vasilyan

We consider a situation where the distribution of a random variable is being estimated by the empirical distribution of noisy measurements of that variable. This is common practice in, for example, teacher value-added models and other…

Econometrics · Economics 2021-12-08 Koen Jochmans , Martin Weidner

We consider the design of a linear sensing system with a fixed energy budget assuming that the sampling noise is the dominant noise source. The energy constraint implies that the signal energy per measurement decreases linearly with the…

Signal Processing · Electrical Eng. & Systems 2019-05-22 Yang Lu , Wei Dai , Yonina C. Eldar

This work is concerned with the estimation of multidimensional regression and the asymptotic behaviour of the test involved in selecting models. The main problem with such models is that we need to know the covariance matrix of the noise to…

Statistics Theory · Mathematics 2008-02-20 Joseph Rynkiewicz

This article considers a linear model in a high dimensional data scenario. We propose a process which uses multiple loss functions both to select relevant predictors and to estimate parameters, and study its asymptotic properties. Variable…

Methodology · Statistics 2020-07-01 Guorong Dai , Ursula U. Müller

We study parametric inference for diffusion processes when observations occur nonsynchronously and are contaminated by market microstructure noise. We construct a quasi-likelihood function and study asymptotic mixed normality of…

Statistics Theory · Mathematics 2015-12-29 Teppei Ogihara

Computational level explanations based on optimal feedback control with signal-dependent noise have been able to account for a vast array of phenomena in human sensorimotor behavior. However, commonly a cost function needs to be assumed for…

Machine Learning · Computer Science 2021-10-22 Matthias Schultheis , Dominik Straub , Constantin A. Rothkopf

We study zero temperature fluctuations of charge flow in a metallic loop induced by time dependent magnetic flux, and solve for the optimal way of varying flux in order to minimize noise. Optimal time dependence of the flux is a sum of…

Condensed Matter · Physics 2007-05-23 Hyunwoo Lee , L. S. Levitov

In a typical optimization problem, the task is to pick one of a number of options with the lowest cost or the highest value. In practice, these cost/value quantities often come through processes such as measurement or machine learning,…

Data Structures and Algorithms · Computer Science 2022-07-20 Mohammad Mahdian , Jieming Mao , Kangning Wang

We consider the problem of maximizing a monotone submodular function under noise. There has been a great deal of work on optimization of submodular functions under various constraints, resulting in algorithms that provide desirable…

Data Structures and Algorithms · Computer Science 2016-11-08 Avinatan Hassidim , Yaron Singer

The problem of sequential probability forecasting is considered in the most general setting: a model set C is given, and it is required to predict as well as possible if any of the measures (environments) in C is chosen to generate the…

Machine Learning · Computer Science 2019-10-25 Daniil Ryabko

The classical state-space approach to optimal estimation of stochastic processes is efficient when the driving noises are generated by martingales. In particular, the weight function of the optimal linear filter, which solves a complicated…

Probability · Mathematics 2022-06-13 D. Afterman , P. Chigansky , M. Kleptsyna , D. Marushkevych

What is the value of a single bit to a guesser? We study this problem in a setup where Alice wishes to guess an i.i.d. random vector, and can procure one bit of information from Bob, who observes this vector through a memoryless channel. We…

Information Theory · Computer Science 2020-02-19 Nir Weinberger , Ofer Shayevitz

Learning and decision-making in domains with naturally high noise-to-signal ratio, such as Finance or Healthcare, is often challenging, while the stakes are very high. In this paper, we study the problem of learning and acting under a…

Machine Learning · Computer Science 2023-09-26 Yikai Zhang , Songzhu Zheng , Mina Dalirrooyfard , Pengxiang Wu , Anderson Schneider , Anant Raj , Yuriy Nevmyvaka , Chao Chen

We address the problem of estimating pure qubit states with non-ideal (noisy) measurements in the multiple-copy scenario, where the data consists of a number N of identically prepared qubits. We show that the average fidelity of the…

Quantum Physics · Physics 2015-03-20 Bernat Gendra , Elio Ronco-Bonvehi , John Calsamiglia , Ramon Munoz-Tapia , Emilio Bagan

We study stochastic team problems with static information structure where we assume controllers have linear information and quadratic cost but allow the noise to be from a non-Gaussian class. When the noise is Gaussian, it is well known…

Optimization and Control · Mathematics 2019-01-01 Ankur A. Kulkarni

This paper considers the problem of approximating a Boolean function $f$ using another Boolean function from a specified class. Two classes of approximating functions are considered: $k$-juntas, and linear Boolean functions. The $n$ input…

Information Theory · Computer Science 2019-07-09 Mohsen Heidari , S. Sandeep Pradhan , Ramji Venkataramanan

This paper considers estimation of a quantized constant in noise when using uniform and nonuniform quantizers. Estimators based on simple arithmetic averages, on sample statistical moments and on the maximum-likelihood procedure are…

Signal Processing · Electrical Eng. & Systems 2018-04-30 Antonio Moschitta , Johan Schoukens , Paolo Carbone

Probabilistic approach to Boolean matrix factorization can provide solutions robustagainst noise and missing values with linear computational complexity. However,the assumption about latent factors can be problematic in real world…

Machine Learning · Statistics 2019-05-31 Lifan Liang , Songjian Lu

We consider the problem of optimal estimation of the value of a vector parameter $\thetavector=(\theta_0,\ldots,\theta_n)^{\top}$ of the drift term in a fractional Brownian motion represented by the finite sum…

Statistics Theory · Mathematics 2017-07-25 A. V. Artemov , E. V. Burnaev