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