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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…

Machine Learning · Statistics 2023-06-02 Elan Rosenfeld , Saurabh Garg

We consider a high-dimensional mean estimation problem over a binary hidden Markov model, which illuminates the interplay between memory in data, sample size, dimension, and signal strength in statistical inference. In this model, an…

Statistics Theory · Mathematics 2022-10-13 Yihan Zhang , Nir Weinberger

It is well known in quantum mechanics that a large energy gap between a Hilbert subspace of specific interest and the remainder of the spectrum can suppress transitions from the quantum states inside the subspace to those outside due to…

Quantum Physics · Physics 2020-05-29 Zongping Gong , Nobuyuki Yoshioka , Naoyuki Shibata , Ryusuke Hamazaki

Generalized linear models (GLMs) arise in high-dimensional machine learning, statistics, communications and signal processing. In this paper we analyze GLMs when the data matrix is random, as relevant in problems such as compressed sensing,…

Information Theory · Computer Science 2019-04-01 Jean Barbier , Florent Krzakala , Nicolas Macris , Léo Miolane , Lenka Zdeborová

We introduce a new quantum decoder based on a variant of the pretty good measurement, but defined via an alternative matrix quotient. We use this decoder to show new lower bounds on the error exponent both in the one-shot and asymptotic…

Quantum Physics · Physics 2025-07-29 Salman Beigi , Marco Tomamichel

Recent studies show that transformer-based architectures emulate gradient descent during a forward pass, contributing to in-context learning capabilities - an ability where the model adapts to new tasks based on a sequence of prompt…

Statistics Theory · Mathematics 2024-05-13 Karthik Duraisamy

We study a spectral initialization method that serves a key role in recent work on estimating signals in nonconvex settings. Previous analysis of this method focuses on the phase retrieval problem and provides only performance bounds. In…

Information Theory · Computer Science 2019-07-23 Yue M. Lu , Gen Li

One classical canon of statistics is that large models are prone to overfitting, and model selection procedures are necessary for high dimensional data. However, many overparameterized models, such as neural networks, perform very well in…

Machine Learning · Statistics 2021-01-05 Xi Chen , Qiang Liu , Xin T. Tong

Modern large-scale statistical models require to estimate thousands to millions of parameters. This is often accomplished by iterative algorithms such as gradient descent, projected gradient descent or their accelerated versions. What are…

Machine Learning · Statistics 2020-03-04 Michael Celentano , Andrea Montanari , Yuchen Wu

We consider the problem of modulation and estimation of a random parameter $U$ to be conveyed across a discrete memoryless channel. Upper and lower bounds are derived for the best achievable exponential decay rate of a general moment of the…

Information Theory · Computer Science 2016-11-17 Neri Merhav

A novel framework of compressed sensing, namely statistical compressed sensing (SCS), that aims at efficiently sampling a collection of signals that follow a statistical distribution, and achieving accurate reconstruction on average, is…

Computer Vision and Pattern Recognition · Computer Science 2015-05-27 Guoshen Yu , Guillermo Sapiro

Classical asymptotic theory for statistical inference usually involves calibrating a statistic by fixing the dimension $d$ while letting the sample size $n$ increase to infinity. Recently, much effort has been dedicated towards…

Statistics Theory · Mathematics 2024-05-14 Ilmun Kim , Aaditya Ramdas

An algorithmic limit of compressed sensing or related variable-selection problems is analytically evaluated when a design matrix is given by an overcomplete random matrix. The replica method from statistical mechanics is employed to derive…

Disordered Systems and Neural Networks · Physics 2018-11-14 Tomoyuki Obuchi , Yoshinori Nakanishi-Ohno , Masato Okada , Yoshiyuki Kabashima

Phase estimation is one of the most important facets of quantum metrology, with applications in sensing, microscopy, and quantum computation. When estimating a phase shift in a lossy medium, there is an upper bound on the attainable…

Quantum Physics · Physics 2024-11-26 Stewart A. Koppell , Mark A. Kasevich

Compressed sensing allows perfect recovery of sparse signals (or signals sparse in some basis) using only a small number of random measurements. Existing results in compressed sensing literature have focused on characterizing the achievable…

Information Theory · Computer Science 2015-05-18 Dmitry Malioutov , Sujay Sanghavi , Alan Willsky

Suppose that the collection $\{e_i\}_{i=1}^m$ forms a frame for $\R^k$, where each entry of the vector $e_i$ is a sub-Gaussian random variable. We consider expansions in such a frame, which are then quantized using a Sigma-Delta scheme. We…

Information Theory · Computer Science 2013-06-20 Felix Krahmer , Rayan Saab , Özgür Yılmaz

In practical applications, data is used to make decisions in two steps: estimation and optimization. First, a machine learning model estimates parameters for a structural model relating decisions to outcomes. Second, a decision is chosen to…

Optimization and Control · Mathematics 2022-10-28 Samuel Tan , Peter I. Frazier

We consider rank-one symmetric tensor estimation when the tensor is corrupted by Gaussian noise and the spike forming the tensor is a structured signal coming from a generalized linear model. The latter is a mathematically tractable model…

Information Theory · Computer Science 2020-06-29 Clément Luneau , Nicolas Macris

Several analog-to-digital conversion methods for bandlimited signals used in applications, such as Sigma Delta quantization schemes, employ coarse quantization coupled with oversampling. The standard mathematical model for the error accrued…

Information Theory · Computer Science 2010-04-21 Felix Krahmer , Rachel Ward

We study the support recovery problem for a high-dimensional signal observed with additive noise. With suitable parametrization of the signal sparsity and magnitude of its non-zero components, we characterize a phase-transition phenomenon…

Statistics Theory · Mathematics 2019-04-16 Zheng Gao , Stilian Stoev