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In this paper, we consider the coefficient-based regularized distribution regression which aims to regress from probability measures to real-valued responses over a reproducing kernel Hilbert space (RKHS), where the regularization is put on…

Machine Learning · Statistics 2022-08-29 Yuan Mao , Lei Shi , Zheng-Chu Guo

While SGD, which samples from the data with replacement is widely studied in theory, a variant called Random Reshuffling (RR) is more common in practice. RR iterates through random permutations of the dataset and has been shown to converge…

Machine Learning · Computer Science 2022-02-07 Amirkeivan Mohtashami , Sebastian Stich , Martin Jaggi

This paper presents a framework for inverse learning of objective functions for constrained optimal control problems, which is based on the Karush-Kuhn-Tucker (KKT) conditions. We discuss three variants corresponding to different model…

Systems and Control · Electrical Eng. & Systems 2020-05-07 Marcel Menner , Melanie N. Zeilinger

Generalized variational inference (GVI) provides an optimization-theoretic framework for statistical estimation that encapsulates many traditional estimation procedures. The typical GVI problem is to compute a distribution of parameters…

Optimization and Control · Mathematics 2023-10-27 Aurya S. Javeed , Drew P. Kouri , Thomas M. Surowiec

We investigate the approximation and estimation rates of conditional diffusion transformers (DiTs) with classifier-free guidance. We present a comprehensive analysis for ``in-context'' conditional DiTs under four common data assumptions. We…

Machine Learning · Statistics 2024-11-27 Jerry Yao-Chieh Hu , Weimin Wu , Yi-Chen Lee , Yu-Chao Huang , Minshuo Chen , Han Liu

The population $\mathrm{KL}_{\inf}$ is a fundamental quantity that appears in lower bounds for (asymptotically) optimal regret of pure-exploration stochastic bandit algorithms, and optimal stopping time of sequential tests. Motivated by…

Statistics Theory · Mathematics 2026-02-06 Ashwin Ram , Aaditya Ramdas

Let $k$ be a number field. We study how well can finite sets of $\mathcal O_k$ equidistribute modulo powers of prime ideals, for all prime ideals at the same time. Our main result states that the optimal rate of equidistribution in…

Number Theory · Mathematics 2022-03-01 Mikolaj Fraczyk , Anna Szumowicz

The manifold hypothesis suggests that the generalization performance of machine learning methods improves significantly when the intrinsic dimension of the input distribution's support is low. In the context of KRR, we investigate two…

Machine Learning · Computer Science 2026-01-23 Rustem Takhanov

In this paper, we study the problem of estimating uniformly well the mean values of several distributions given a finite budget of samples. If the variance of the distributions were known, one could design an optimal sampling strategy by…

Machine Learning · Computer Science 2015-07-17 Alexandra Carpentier , Alessandro Lazaric , Mohammad Ghavamzadeh , Rémi Munos , Peter Auer , András Antos

Consider random k-circulants A_{k,n} with n tends to infinity, k=k(n) and whose input sequence \{a_l\}_{l \ge 0} is independent with mean zero and variance one and \sup_n n^{-1}\sum_{l=1}^n \E |a_l|^{2+\delta}< \infty for some \delta > 0.…

Probability · Mathematics 2009-12-07 Arup Bose , Joydip Mitra , Arnab Sen

Modeling information spread through a network is one of the key problems of network analysis, with applications in a wide array of areas such as marketing and public health. Most approaches assume that the spread is governed by some…

Social and Information Networks · Computer Science 2025-11-03 Alexander Kagan , Elizaveta Levina , Ji Zhu

We examine the relationship between the mutual information between the output model and the empirical sample and the generalization of the algorithm in the context of stochastic convex optimization. Despite increasing interest in…

Machine Learning · Computer Science 2024-01-17 Roi Livni

A general achievable upper bound of extractable work under feedback control is given, where nonequilibrium equalities are generalized so as to be applicable to error-free measurements. The upper bound involves a term which arises from the…

Statistical Mechanics · Physics 2014-11-20 Yuto Ashida , Ken Funo , Yûto Murashita , Masahito Ueda

In this paper, we construct a moment inequality for mixing dependent random variables, it is of independent interest. As applications, the consistency of the kernel density estimation is investigated. Several limit theorems are established:…

Statistics Theory · Mathematics 2013-06-07 Yuexu Zhao , Zhengyan Lin

Large-scale datasets are increasingly being used to inform decision making. While this effort aims to ground policy in real-world evidence, challenges have arisen as selection bias and other forms of distribution shifts often plague…

Methodology · Statistics 2023-11-07 Santiago Cortes-Gomez , Mateo Dulce , Carlos Patino , Bryan Wilder

Threshold methods are popular for ordinal regression problems, which are classification problems for data with a natural ordinal relation. They learn a one-dimensional transformation (1DT) of observations of the explanatory variable, and…

Machine Learning · Computer Science 2024-05-24 Ryoya Yamasaki , Toshiyuki Tanaka

The advent of large-scale inference has spurred reexamination of conventional statistical thinking. In a Gaussian model for $n$ many $z$-scores with at most $k < \frac{n}{2}$ nonnulls, Efron suggests estimating the location and scale…

Statistics Theory · Mathematics 2025-01-15 Subhodh Kotekal , Chao Gao

We present a novel approach to estimating discrete distributions with (potentially) infinite support in the total variation metric. In a departure from the established paradigm, we make no structural assumptions whatsoever on the sampling…

Statistics Theory · Mathematics 2020-10-16 Doron Cohen , Aryeh Kontorovich , Geoffrey Wolfer

To understand the sample-to-sample fluctuations in disorder-generated multifractal patterns we investigate analytically as well as numerically the statistics of high values of the simplest model - the ideal periodic $1/f$ Gaussian noise. By…

Statistical Mechanics · Physics 2015-06-05 Yan V. Fyodorov , Pierre Le Doussal , Alberto Rosso

The level set estimation problem seeks to find all points in a domain ${\cal X}$ where the value of an unknown function $f:{\cal X}\rightarrow \mathbb{R}$ exceeds a threshold $\alpha$. The estimation is based on noisy function evaluations…

Machine Learning · Statistics 2021-11-03 Blake Mason , Romain Camilleri , Subhojyoti Mukherjee , Kevin Jamieson , Robert Nowak , Lalit Jain