English
Related papers

Related papers: Minimax $L_2$-Separation Rate in Testing the Sobol…

200 papers

We consider the problem of sparsity testing in the high-dimensional linear regression model. The problem is to test whether the number of non-zero components (aka the sparsity) of the regression parameter $\theta^*$ is less than or equal to…

Statistics Theory · Mathematics 2020-04-24 Alexandra Carpentier , Nicolas Verzelen

The standard model of Boolean function property testing is not well suited for testing $\textit{sparse}$ functions which have few satisfying assignments, since every such function is close (in the usual Hamming distance metric) to the…

Computational Complexity · Computer Science 2025-09-03 Xi Chen , Anindya De , Yizhi Huang , Yuhao Li , Shivam Nadimpalli , Rocco A. Servedio , Tianqi Yang

This paper studies the optimal testing for the nullity of the slope function in the functional linear model using smoothing splines. We propose a generalized likelihood ratio test based on an easily implementable data-driven estimate. The…

Methodology · Statistics 2017-10-09 Simeng Qu , Xiao Wang

We give a randomness-efficient homomorphism test in the low soundness regime for functions, $f: G\to \mathbb{U}_t$, from an arbitrary finite group $G$ to $t\times t$ unitary matrices. We show that if such a function passes a derandomized…

Computational Complexity · Computer Science 2024-09-25 Tushant Mittal , Sourya Roy

A fundamental problem in statistics and machine learning is to estimate a function $f$ from possibly noisy observations of its point samples. The goal is to design a numerical algorithm to construct an approximation $\hat f$ to $f$ in a…

Statistics Theory · Mathematics 2025-05-30 Ronald DeVore , Robert D. Nowak , Rahul Parhi , Guergana Petrova , Jonathan W. Siegel

Given a heterogeneous Gaussian sequence model with unknown mean $\theta \in \mathbb R^d$ and known covariance matrix $\Sigma = \operatorname{diag}(\sigma_1^2,\dots, \sigma_d^2)$, we study the signal detection problem against sparse…

Statistics Theory · Mathematics 2023-08-03 Julien Chhor , Rajarshi Mukherjee , Subhabrata Sen

We study minimax density estimation on the product space $\mathbb{R}^{d_1}\times\mathbb{R}^{d_2}$. We consider $L^p$-risk for probability density functions defined over regularity spaces that allow for different level of smoothness in each…

Statistics Theory · Mathematics 2019-06-18 Galatia Cleanthous , Athanasios G. Georgiadis , Emilio Porcu

For a convex class of functions $F$, a regularization functions $\Psi(\cdot)$ and given the random data $(X_i, Y_i)_{i=1}^N$, we study estimation properties of regularization procedures of the form \begin{equation*} \hat f \in {\rm…

Statistics Theory · Mathematics 2016-08-30 Guillaume Lecué , Shahar Mendelson

In this paper, the authors characterize Sobolev spaces $W^{\alpha,p}({\mathbb R}^n)$ with the smoothness order $\alpha\in(0,2]$ and $p\in(\max\{1, \frac{2n}{2\alpha+n}\},\infty)$, via the Lusin area function and the Littlewood-Paley…

Classical Analysis and ODEs · Mathematics 2015-11-25 Feng Dai , Jun Liu , Dachun Yang , Wen Yuan

We consider a semiparametric convolution model. We observe random variables having a distribution given by the convolution of some unknown density $f$ and some partially known noise density $g$. In this work, $g$ is assumed exponentially…

Statistics Theory · Mathematics 2008-10-03 Cristina Butucea , Catherine Matias , Christophe Pouet

Within the nonparametric diffusion model, we develop a multiple test to infer about similarity of an unknown drift $b$ to some reference drift $b_0$: At prescribed significance, we simultaneously identify those regions where violation from…

Statistics Theory · Mathematics 2024-04-17 Johannes Brutsche , Angelika Rohde

We consider the problem of denoising a function observed after a convolution with a random filter independent of the noise and satisfying some mean smoothness condition depending on an ill posedness coefficient. We establish the minimax…

Statistics Theory · Mathematics 2007-06-13 Thomas Willer

The problem of constructing confidence sets that are adaptive in L^2-loss over a continuous scale of Sobolev classes of probability densities is considered. Adaptation holds, where possible, with respect to both the radius of the Sobolev…

Statistics Theory · Mathematics 2013-12-23 Adam D. Bull , Richard Nickl

We study the question of local testability of low (constant) degree functions from a product domain $S_1 \times \dots \times {S}_n$ to a field $\mathbb{F}$, where ${S_i} \subseteq \mathbb{F}$ can be arbitrary constant sized sets. We show…

Computational Complexity · Computer Science 2024-11-12 Prashanth Amireddy , Srikanth Srinivasan , Madhu Sudan

Linear independence testing is a fundamental information-theoretic and statistical problem that can be posed as follows: given $n$ points $\{(X_i,Y_i)\}^n_{i=1}$ from a $p+q$ dimensional multivariate distribution where $X_i \in…

Machine Learning · Statistics 2016-01-26 Aaditya Ramdas , David Isenberg , Aarti Singh , Larry Wasserman

We study the low temperature $(2+1)$D Solid-On-Solid model on $[[1, L ]]^2$ with zero boundary conditions and nonnegative heights (a floor at height $0$). Caputo et al. (2016) established that this random surface typically admits either…

Probability · Mathematics 2024-11-20 Patrizio Caddeo , Yujin H. Kim , Eyal Lubetzky

This work considers the problem of finding a first-order stationary point of a non-convex function with potentially unbounded smoothness constant using a stochastic gradient oracle. We focus on the class of $(L_0,L_1)$-smooth functions…

Machine Learning · Statistics 2023-02-14 Matthew Faw , Litu Rout , Constantine Caramanis , Sanjay Shakkottai

We study the Stochastic Boolean Function Certification (SBFC) problem, where we are given $n$ Bernoulli random variables $\{X_e: e \in U\}$ on a ground set $U$ of $n$ elements with joint distribution $p$, a Boolean function $f: 2^U \to \{0,…

Data Structures and Algorithms · Computer Science 2026-04-06 Rohan Ghuge , Jai Moondra , Mohit Singh

For the Gaussian sequence model, we obtain non-asymptotic minimax rates of estimation of the linear, quadratic and the L2-norm functionals on classes of sparse vectors and construct optimal estimators that attain these rates. The main…

Statistics Theory · Mathematics 2015-02-04 Olivier Collier , Laëtitia Comminges , Alexandre B. Tsybakov

We consider the goodness-of fit testing problem for H\"older smooth densities over $\mathbb{R}^d$: given $n$ iid observations with unknown density $p$ and given a known density $p_0$, we investigate how large $\rho$ should be to…

Statistics Theory · Mathematics 2023-03-21 Julien Chhor , Alexandra Carpentier