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This article concerns the performance limits of strictly causal state estimation for linear systems with fixed, but uncertain, parameters belonging to a finite set. In particular, we provide upper and lower bounds on the smallest achievable…

Optimization and Control · Mathematics 2024-03-29 Olle Kjellqvist

When a parameter of interest is defined to be a nondifferentiable transform of a regular parameter, the parameter does not have an influence function, rendering the existing theory of semiparametric efficient estimation inapplicable.…

Statistics Theory · Mathematics 2022-01-06 Kyungchul Song

We study the problem of empirical minimization for variance-type functionals over functional classes. Sharp non-asymptotic bounds for the excess variance are derived under mild conditions. In particular, it is shown that under some…

Numerical Analysis · Mathematics 2021-08-03 D. Belomestny , L. Iosipoi , Q. Paris , N. Zhivotovskiy

Biased stochastic estimators, such as finite-differences for noisy gradient estimation, often contain parameters that need to be properly chosen to balance impacts from the bias and the variance. While the optimal order of these parameters…

Methodology · Statistics 2019-02-14 Henry Lam , Xinyu Zhang , Xuhui Zhang

Two classical upper bounds on the Shannon capacity of graphs are the $\vartheta$-function due to Lov\'asz and the minrank parameter due to Haemers. We provide several explicit constructions of $n$-vertex graphs with a constant…

Data Structures and Algorithms · Computer Science 2018-02-22 Ishay Haviv

We propose graph-dependent implicit regularisation strategies for distributed stochastic subgradient descent (Distributed SGD) for convex problems in multi-agent learning. Under the standard assumptions of convexity, Lipschitz continuity,…

Machine Learning · Computer Science 2018-09-20 Dominic Richards , Patrick Rebeschini

We consider the problem of estimating the value of a linear functional in nonparametric instrumental regression, where in the presence of an instrument W a response Y is modeled in dependence of an endogenous explanatory variable Z. The…

Statistics Theory · Mathematics 2009-02-13 Christoph Breunig , Jan Johannes

Submodular functions describe a variety of discrete problems in machine learning, signal processing, and computer vision. However, minimizing submodular functions poses a number of algorithmic challenges. Recent work introduced an…

Optimization and Control · Mathematics 2014-11-06 Robert Nishihara , Stefanie Jegelka , Michael I. Jordan

This survey provides an overview of optimal estimation of linear functionals which depend on the unknown values of a stationary stochastic sequence. Based on observations of the sequence without noise as well as observations of the sequence…

Statistics Theory · Mathematics 2024-06-27 Mikhail Moklyachuk

This paper is devoted to guaranteed estimation (so-called minimax estimation) of linear functions, defined on the solutions domain of the linear descriptor difference equations (LDDE) system, where right-hand part and initial condition are…

Optimization and Control · Mathematics 2007-05-23 Serhiy M. Zhuk

This paper presents a bias-variance tradeoff of graph Laplacian regularizer, which is widely used in graph signal processing and semi-supervised learning tasks. The scaling law of the optimal regularization parameter is specified in terms…

Machine Learning · Statistics 2017-08-02 Pin-Yu Chen , Sijia Liu

Variance function estimation in nonparametric regression is considered and the minimax rate of convergence is derived. We are particularly interested in the effect of the unknown mean on the estimation of the variance function. Our results…

Statistics Theory · Mathematics 2008-12-18 Lie Wang , Lawrence D. Brown , T. Tony Cai , Michael Levine

The problem of estimating the mean of random functions based on discretely sampled data arises naturally in functional data analysis. In this paper, we study optimal estimation of the mean function under both common and independent designs.…

Statistics Theory · Mathematics 2012-02-24 T. Tony Cai , Ming Yuan

The Minimum Sum Coloring Problem is a variant of the Graph Vertex Coloring Problem, for which each color has a weight. This paper presents a new way to find a lower bound of this problem, based on a relaxation into an integer partition…

Discrete Mathematics · Computer Science 2019-09-20 Alexandre Gondran , Vincent Duchamp , Laurent Moalic

For any finite, undirected, non-bipartite, vertex-transitive graph, we establish an explicit lower bound for the smallest eigenvalue of its normalised adjacency operator, which depends on the graph only through its degree and its…

Combinatorics · Mathematics 2022-02-09 Arindam Biswas , Jyoti Prakash Saha

In this paper, we explore the approximation theory of functions defined on graphs. Our study builds upon the approximation results derived from the $K$-functional. We establish a theoretical framework to assess the lower bounds of…

Machine Learning · Computer Science 2024-08-06 Guangrui Yang , Jianfei Li , Ming Li , Han Feng , Ding-Xuan Zhou

Learning properties of large graphs from samples has been an important problem in statistical network analysis since the early work of Goodman \cite{Goodman1949} and Frank \cite{Frank1978}. We revisit a problem formulated by Frank…

Statistics Theory · Mathematics 2019-06-18 Jason M. Klusowski , Yihong Wu

We investigate the problem of estimating the structure factor, or spectra, of stationary spatial point processes. In the first part, we establish a minimax lower bound for this estimation problem, using an approach tailored to second-order…

Statistics Theory · Mathematics 2025-11-19 Gabriel Mastrilli

The increasing availability of graph-structured data motivates the task of optimising over functions defined on the node set of graphs. Traditional graph search algorithms can be applied in this case, but they may be sample-inefficient and…

Machine Learning · Computer Science 2023-10-31 Xingchen Wan , Pierre Osselin , Henry Kenlay , Binxin Ru , Michael A. Osborne , Xiaowen Dong

The purpose of this paper is to develop a "calculus" on graphs that allows graph theory to have new connections to analysis. For example, our framework gives rise to many new partial differential equations on graphs, most notably a new…

Discrete Mathematics · Computer Science 2007-05-23 Joel Friedman , Jean-Pierre Tillich