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Posterior computation for high-dimensional data with many parameters can be challenging. This article focuses on a new method for approximating posterior distributions of a low- to moderate-dimensional parameter in the presence of a…

Computation · Statistics 2022-04-08 Willem van den Boom , Galen Reeves , David B. Dunson

We give the first efficient algorithm for learning halfspaces in the testable learning model recently defined by Rubinfeld and Vasilyan (2023). In this model, a learner certifies that the accuracy of its output hypothesis is near optimal…

Machine Learning · Computer Science 2023-03-14 Aravind Gollakota , Adam R. Klivans , Konstantinos Stavropoulos , Arsen Vasilyan

We prove a structural result for degree-$d$ polynomials. In particular, we show that any degree-$d$ polynomial, $p$ can be approximated by another polynomial, $p_0$, which can be decomposed as some function of polynomials $q_1,...,q_m$ with…

Probability · Mathematics 2012-08-17 Daniel M. Kane

Ridge functions have recently emerged as a powerful set of ideas for subspace-based dimension reduction. In this paper we begin by drawing parallels between ridge subspaces, sufficient dimension reduction and active subspaces, contrasting…

Methodology · Statistics 2019-01-04 Pranay Seshadri , Shaowu Yuchi , Geoffrey T. Parks

We study the algorithmic task of testably learning general Massart halfspaces under the Gaussian distribution. In the testable learning setting, the aim is the design of a tester-learner pair satisfying the following properties: (1) if the…

Data Structures and Algorithms · Computer Science 2026-02-27 Ilias Diakonikolas , Giannis Iakovidis , Daniel M. Kane , Sihan Liu

Modern day engineering problems are ubiquitously characterized by sophisticated computer codes that map parameters or inputs to an underlying physical process. In other situations, experimental setups are used to model the physical process…

Machine Learning · Statistics 2021-07-02 Raphael Gautier , Piyush Pandita , Sayan Ghosh , Dimitri Mavris

We propose a new distributed optimization algorithm for solving a class of constrained optimization problems in which (a) the objective function is separable (i.e., the sum of local objective functions of agents), (b) the optimization…

Optimization and Control · Mathematics 2021-06-16 Van Sy Mai , Richard J. La , Tao Zhang , Abdella Battou

We give a dimensionality reduction procedure to approximate the sum of distances of a given set of $n$ points in $R^d$ to any "shape" that lies in a $k$-dimensional subspace. Here, by "shape" we mean any set of points in $R^d$. Our…

Data Structures and Algorithms · Computer Science 2021-06-25 Zhili Feng , Praneeth Kacham , David P. Woodruff

Distributed optimization plays an important role in modern large-scale machine learning and data processing systems by optimizing the utilization of computational resources. One of the classical and popular approaches is Local Stochastic…

Optimization and Control · Mathematics 2024-12-19 Andrey Sadchikov , Savelii Chezhegov , Aleksandr Beznosikov , Alexander Gasnikov

High-dimensional simulation optimization is notoriously challenging. We propose a new sampling algorithm that converges to a global optimal solution and suffers minimally from the curse of dimensionality. The algorithm consists of two…

Machine Learning · Statistics 2021-07-21 Liang Ding , Rui Tuo , Xiaowei Zhang

The sparse pseudo-input Gaussian process (SPGP) is a new approximation method for speeding up GP regression in the case of a large number of data points N. The approximation is controlled by the gradient optimization of a small set of M…

Machine Learning · Computer Science 2012-07-02 Edward Snelson , Zoubin Ghahramani

Score-based model research in the last few years has produced state of the art generative models by employing Gaussian denoising score-matching (DSM). However, the Gaussian noise assumption has several high-dimensional limitations,…

Machine Learning · Computer Science 2022-04-13 Jacob Deasy , Nikola Simidjievski , Pietro Liò

This paper studies the classification of high-dimensional Gaussian signals from low-dimensional noisy, linear measurements. In particular, it provides upper bounds (sufficient conditions) on the number of measurements required to drive the…

Information Theory · Computer Science 2016-11-03 Hugo Reboredo , Francesco Renna , Robert Calderbank , Miguel R. D. Rodrigues

Polynomial approximations of functions are widely used in scientific computing. In certain applications, it is often desired to require the polynomial approximation to be non-negative (resp. non-positive), or bounded within a given range,…

Numerical Analysis · Mathematics 2024-11-12 Yuan Chen , Dongbin Xiu , Xiangxiong Zhang

Using the calculus of variations, we prove that a Euclidean set of fixed Gaussian measure that nearly maximizes Gaussian noise stability is close to a half space. The main result proves a modification of a conjecture of Eldan from 2013: a…

Probability · Mathematics 2021-08-12 Steven Heilman

We study the deterministic global optimization of trained Gaussian process posterior mean functions over hyperrectangular domains. Although the posterior mean function has a compact closed-form representation, its global optimization is…

Optimization and Control · Mathematics 2026-05-05 Wei-Ting Tang , Akshay Kudva , Calvin Tsay , Joel A. Paulson

Partition of unity networks (POU-Nets) have been shown capable of realizing algebraic convergence rates for regression and solution of PDEs, but require empirical tuning of training parameters. We enrich POU-Nets with a Gaussian noise model…

Machine Learning · Computer Science 2021-07-08 Nat Trask , Mamikon Gulian , Andy Huang , Kookjin Lee

We give the first polynomial-time algorithm for the testable learning of halfspaces in the presence of adversarial label noise under the Gaussian distribution. In the recently introduced testable learning model, one is required to produce a…

Machine Learning · Computer Science 2023-03-10 Ilias Diakonikolas , Daniel M. Kane , Vasilis Kontonis , Sihan Liu , Nikos Zarifis

We consider Gaussian distributions on certain Riemannian symmetric spaces. In contrast to the Euclidean case, it is challenging to compute the normalization factors of such distributions, which we refer to as partition functions. In some…

Statistics Theory · Mathematics 2021-05-18 Simon Heuveline , Salem Said , Cyrus Mostajeran

We establish inequalities for assessing the distance between the distribution of a (possibly multidimensional) functional of a Poisson random measure and that of a Gaussian element. Our bounds only involve add-one cost operators at the…

Probability · Mathematics 2020-10-27 Raphaël Lachièze-Rey , Giovanni Peccati , Xiaochuan Yang