Related papers: An Asymptotically Tighter Bound on Sampling for Fr…
New non-asymptotic random coding theorems (with error probability $\epsilon$ and finite block length $n$) based on Gallager parity check ensemble and Shannon random code ensemble with a fixed codeword type are established for discrete input…
Motivated by applications in machine learning, such as subset selection and data summarization, we consider the problem of maximizing a monotone submodular function subject to mixed packing and covering constraints. We present a tight…
We propose a new strategy for best-arm identification with fixed confidence of Gaussian variables with bounded means and unit variance. This strategy, called Exploration-Biased Sampling, is not only asymptotically optimal: it is to the best…
This paper presents a saddlepoint approximation of the random-coding union bound of Polyanskiy et al. for i.i.d. random coding over discrete memoryless channels. The approximation is single-letter, and can thus be computed efficiently.…
This paper considers a distributionally robust chance constraint model with a general ambiguity set. We show that a sample based approximation of this model converges under suitable sufficient conditions. We also show that upper and lower…
Nonlinear kernels can be approximated using finite-dimensional feature maps for efficient risk minimization. Due to the inherent trade-off between the dimension of the (mapped) feature space and the approximation accuracy, the key problem…
Dynamic diversification---finding a set of data points with maximum diversity from a time-dependent sample pool---is an important task in recommender systems, web search, database search, and notification services, to avoid showing users…
We present a randomized approximation scheme for the permanent of a matrix with nonnegative entries. Our scheme extends a recursive rejection sampling method of Huber and Law (SODA 2008) by replacing the upper bound for the permanent with a…
Given an approximation algorithm $A$, we want to find the input with the worst approximation ratio, i.e., the input for which $A$'s output's objective value is the worst possible compared to the optimal solution's objective value. Such hard…
In a fixed-confidence pure exploration problem in stochastic multi-armed bandits, an algorithm iteratively samples arms and should stop as early as possible and return the correct answer to a query about the arms distributions. We are…
In this paper, we propose the first deterministic algorithms to solve the frequency estimation and frequent item problems in the bounded deletion model. We establish the space lower bound for solving the deterministic frequent items problem…
A new maximum approximate likelihood (ML) estimation algorithm for the mixture of Kent distribution is proposed. The new algorithm is constructed via the BSLM (block successive lower-bound maximization) framework and incorporates manifold…
In this work, we improve upon the guarantees for sparse random embeddings, as they were recently provided and analyzed by Freksen at al. (NIPS'18) and Jagadeesan (NIPS'19). Specifically, we show that (a) our bounds are explicit as opposed…
We consider a standard distributed optimisation setting where $N$ machines, each holding a $d$-dimensional function $f_i$, aim to jointly minimise the sum of the functions $\sum_{i = 1}^N f_i (x)$. This problem arises naturally in…
In this paper, an alternative approximation to the innovation method is introduced for the parameter estimation of diffusion processes from partial and noisy observations. This is based on a convergent approximation to the first two…
We give nearly-tight upper and lower bounds for the improving multi-armed bandits problem. An instance of this problem has $k$ arms, each of whose reward function is a concave and increasing function of the number of times that arm has been…
Low-rank matrix completion concerns the problem of estimating unobserved entries in a matrix using a sparse set of observed entries. We consider the non-uniform setting where the observed entries are sampled with highly varying…
The group testing problem is concerned with identifying a small set of infected individuals in a large population. At our disposal is a testing procedure that allows us to test several individuals together. In an idealized setting, a test…
We derive an (almost) guaranteed upper bound on the error of deep neural networks under distribution shift using unlabeled test data. Prior methods either give bounds that are vacuous in practice or give estimates that are accurate on…
Consistent sampling is a technique for specifying, in small space, a subset $S$ of a potentially large universe $U$ such that the elements in $S$ satisfy a suitably chosen sampling condition. Given a subset $\mathcal{I}\subseteq U$ it…