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Optimal dimensionality reduction methods are proposed for the Bayesian inference of a Gaussian linear model with additive noise in presence of overabundant data. Three different optimal projections of the observations are proposed based on…

Statistics Theory · Mathematics 2018-02-13 Loïc Giraldi , Olivier P. Le Maître , Ibrahim Hoteit , Omar M. Knio

Statistical and machine-learning algorithms are frequently applied to high-dimensional data. In many of these applications data is scarce, and often much more costly than computation time. We provide the first sample-efficient…

Machine Learning · Computer Science 2014-02-20 Jayadev Acharya , Ashkan Jafarpour , Alon Orlitsky , Ananda Theertha Suresh

We study the projection of an element of fractional Gaussian noise onto its neighbouring elements. We prove some analytic results for the coefficients of this projection, in particular, we obtain recurrence relations for them. We also make…

Probability · Mathematics 2022-09-07 Yuliya Mishura , Kostiantyn Ralchenko , René L. Schilling

In this note, we provide an adaptation of the Kohler-Jobin rearrangement technique to the setting of the Gauss space. As a result, we prove the Gaussian analogue of the Kohler-Jobin's resolution of a conjecture of P\'{o}lya-Szeg\"o: when…

Analysis of PDEs · Mathematics 2024-04-16 Orli Herscovici , Galyna V. Livshyts

In applications involving ordinal predictors, common approaches to reduce dimensionality are either extensions of unsupervised techniques such as principal component analysis, or variable selection procedures that rely on modeling the…

Statistics Theory · Mathematics 2017-10-13 Liliana Forzani , Rodrigo García Arancibia , Pamela Llop , Diego Tomassi

The interplay between optimization and privacy has become a central theme in privacy-preserving machine learning. Noisy stochastic gradient descent (SGD) has emerged as a cornerstone algorithm, particularly in large-scale settings. These…

Machine Learning · Computer Science 2025-10-21 Shurong Lin , Eric D. Kolaczyk , Adam Smith , Elliot Paquette

The challenge of taking many variables into account in optimization problems may be overcome under the hypothesis of low effective dimensionality. Then, the search of solutions can be reduced to the random embedding of a low dimensional…

Optimization and Control · Mathematics 2018-10-23 Mickaël Binois , David Ginsbourger , Olivier Roustant

This paper is devoted to the problem of sampling Gaussian fields in high dimension. Solutions exist for two specific structures of inverse covariance : sparse and circulant. The proposed approach is valid in a more general case and…

Computation · Statistics 2011-05-31 F. Orieux , O. Féron , J. -F. Giovannelli

We establish that the optimal bound for the size of the smallest integral solution of the Oppenheim Diophantine approximation problem $\abs{Q(x)-\xi}< \epsilon$ for a generic ternary form $Q$ is $\abs{x}\ll \epsilon^{-1}$. We also establish…

Number Theory · Mathematics 2018-01-04 Anish Ghosh , Alexander Gorodnik , Amos Nevo

$f,g_1,...,g_m$ be elements of the polynomial ring $\mathbb{R}[x_1,...,x_n]$. The paper deals with the general problem of computing a lower bound for $f$ on the subset of $\mathbb{R}^n$ defined by the inequalities $g_i\ge 0$, $i=1,...,m$.…

Optimization and Control · Mathematics 2015-03-24 Mehdi Ghasemi , Murray Marshall

Non-Gaussian Component Analysis (NGCA) is the statistical task of finding a non-Gaussian direction in a high-dimensional dataset. Specifically, given i.i.d.\ samples from a distribution $P^A_{v}$ on $\mathbb{R}^n$ that behaves like a known…

Machine Learning · Computer Science 2024-10-30 Ilias Diakonikolas , Sushrut Karmalkar , Shuo Pang , Aaron Potechin

Power-law noises abound in nature and have been observed extensively in both time series and spatially varying environmental parameters. Although, recent years have seen the extension of traditional stochastic partial differential equations…

Computation · Statistics 2014-10-20 Hans-Werner van Wyk , Max Gunzburger , John Burkardt , Miroslav Stoyanov

The Gaussian kernel and its traditional normalizations (e.g., row-stochastic) are popular approaches for assessing similarities between data points. Yet, they can be inaccurate under high-dimensional noise, especially if the noise magnitude…

Statistics Theory · Mathematics 2023-07-12 Boris Landa , Xiuyuan Cheng

The long-standing problem of minimal projections is addressed from a computational point of view. Techniques to determine bounds on the projection constants of univariate polynomial spaces are presented. The upper bound, produced by a…

Numerical Analysis · Mathematics 2018-01-15 Simon Foucart , Jean-Bernard Lasserre

Recent advances in 3D Gaussian Splatting (3DGS) have achieved remarkable success in high-fidelity Novel View Synthesis (NVS), yet the optimization process inevitably introduces noisy Gaussian primitives due to the sparse and incomplete…

Computer Vision and Pattern Recognition · Computer Science 2026-05-15 Qingyuan Zhou , Xinyi Liu , Weidong Yang , Ning Wang , Shuquan Ye , Ben Fei , Ying He , Wanli Ouyang

This paper tackles the problem of jointly estimating the noise covariance matrix alongside states (parameters such as poses and points) from measurements corrupted by Gaussian noise and, if available, prior information. In such settings,…

Robotics · Computer Science 2025-08-13 Kasra Khosoussi , Iman Shames

In arXiv:2212.14023 a decomposition of Gaussian measures on finite-dimensional spaces was introduced, which turned out to be a central technical tool to improve currently known bounds on a long standing conjecture in statistical mechanics…

Probability · Mathematics 2024-02-26 Tobias Schmidt

Learning unnormalized statistical models (e.g., energy-based models) is computationally challenging due to the complexity of handling the partition function. To eschew this complexity, noise-contrastive estimation~(NCE) has been proposed by…

Machine Learning · Computer Science 2023-06-14 Wei Jiang , Jiayu Qin , Lingyu Wu , Changyou Chen , Tianbao Yang , Lijun Zhang

We present a simple variant of the Gaussian mechanism for answering differentially private queries when the sensitivity space has a certain common structure. Our motivating problem is the fundamental task of answering $d$ counting queries…

Cryptography and Security · Computer Science 2025-03-19 Christian Janos Lebeda

We study the Convex Set Disjointness (CSD) problem, where two players have input sets taken from an arbitrary fixed domain~$U\subseteq \mathbb{R}^d$ of size $\lvert U\rvert = n$. Their mutual goal is to decide using minimum communication…

Data Structures and Algorithms · Computer Science 2019-09-10 Mark Braverman , Gillat Kol , Shay Moran , Raghuvansh R. Saxena