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This paper presents minimax rates for density estimation when the data dimension $d$ is allowed to grow with the number of observations $n$ rather than remaining fixed as in previous analyses. We prove a non-asymptotic lower bound which…

Statistics Theory · Mathematics 2017-08-16 Daniel J. McDonald

This work constructs Jonson-Lindenstrauss embeddings with best accuracy, as measured by variance, mean-squared error and exponential concentration of the length distortion. Lower bounds for any data and embedding dimensions are determined,…

Machine Learning · Computer Science 2021-01-05 Maciej Skorski

We study convergence rates of the classic proximal bundle method for a variety of nonsmooth convex optimization problems. We show that, without any modification, this algorithm adapts to converge faster in the presence of smoothness or a…

Optimization and Control · Mathematics 2023-05-03 Mateo Díaz , Benjamin Grimmer

Nearest neighbor methods are a popular class of nonparametric estimators with several desirable properties, such as adaptivity to different distance scales in different regions of space. Prior work on convergence rates for nearest neighbor…

Machine Learning · Computer Science 2014-07-03 Kamalika Chaudhuri , Sanjoy Dasgupta

Suppose one has a collection of parameters indexed by a (possibly infinite dimensional) set. Given data generated from some distribution, the objective is to estimate the maximal parameter in this collection evaluated at this distribution.…

Methodology · Statistics 2016-05-26 Alexander R. Luedtke , Mark J. van der Laan

This article derives lower bounds on the convergence rate of continuous-time gradient-based optimization algorithms. The algorithms are subjected to a time-normalization constraint that avoids a reparametrization of time in order to make…

Optimization and Control · Mathematics 2020-08-04 Michael Muehlebach , Michael I. Jordan

Projective splitting is a family of methods for solving inclusions involving sums of maximal monotone operators. First introduced by Eckstein and Svaiter in 2008, these methods have enjoyed significant innovation in recent years, becoming…

Optimization and Control · Mathematics 2020-02-19 Patrick R. Johnstone , Jonathan Eckstein

We provide lower error bounds for randomized algorithms that approximate integrals of functions depending on an unrestricted or even infinite number of variables. More precisely, we consider the infinite-dimensional integration problem on…

Numerical Analysis · Mathematics 2021-02-09 Michael Gnewuch

We study the convergence rate of Bregman gradient methods for convex optimization in the space of measures on a $d$-dimensional manifold. Under basic regularity assumptions, we show that the suboptimality gap at iteration $k$ is in…

Optimization and Control · Mathematics 2023-03-15 Lénaïc Chizat

In this paper, we study regression problems over a separable Hilbert space with the square loss, covering non-parametric regression over a reproducing kernel Hilbert space. We investigate a class of spectral/regularized algorithms,…

Machine Learning · Statistics 2022-07-18 Junhong Lin , Alessandro Rudi , Lorenzo Rosasco , Volkan Cevher

Kernel mean embeddings are a powerful tool to represent probability distributions over arbitrary spaces as single points in a Hilbert space. Yet, the cost of computing and storing such embeddings prohibits their direct use in large-scale…

Machine Learning · Statistics 2022-06-16 Antoine Chatalic , Nicolas Schreuder , Alessandro Rudi , Lorenzo Rosasco

Stochastic approximation is a foundation for many algorithms found in machine learning and optimization. It is in general slow to converge: the mean square error vanishes as $O(n^{-1})$. A deterministic counterpart known as quasi-stochastic…

Optimization and Control · Mathematics 2024-03-26 Caio Kalil Lauand , Sean Meyn

We study the joint degree counts in proportional attachment random graphs and find a simple representation for the limit distribution in infinite sequence space. We show weak convergence with respect to the p-norm topology for appropriate p…

Probability · Mathematics 2016-12-09 Erol A. Peköz , Adrian Röllin , Nathan Ross

The computational complexity of some depths that satisfy the projection property, such as the halfspace depth or the projection depth, is known to be high, especially for data of higher dimensionality. In such scenarios, the exact depth is…

Statistics Theory · Mathematics 2021-05-28 Stanislav Nagy , Rainer Dyckerhoff , Pavlo Mozharovskyi

For any finite point set in $D$-dimensional space equipped with the 1-norm, we present random linear embeddings to $k$-dimensional space, with a new metric, having the following properties. For any pair of points from the point set that are…

Probability · Mathematics 2020-11-09 Michael P. Casey

In this paper, we address the problem of measuring and analysing sensation, the subjective magnitude of one's experience. We do this in the context of the method of triads: the sensation of the stimulus is evaluated via relative judgments…

Machine Learning · Computer Science 2019-08-22 Siavash Haghiri , Felix Wichmann , Ulrike von Luxburg

Learning embedding table plays a fundamental role in Click-through rate(CTR) prediction from the view of the model performance and memory usage. The embedding table is a two-dimensional tensor, with its axes indicating the number of feature…

Information Retrieval · Computer Science 2022-09-07 Fuyuan Lyu , Xing Tang , Hong Zhu , Huifeng Guo , Yingxue Zhang , Ruiming Tang , Xue Liu

We study the numerical integration problem for functions with infinitely many variables. The function spaces of integrands we consider are weighted reproducing kernel Hilbert spaces with norms related to the ANOVA decomposition of the…

Numerical Analysis · Mathematics 2021-09-21 Josef Dick , Michael Gnewuch

We consider a nonlocal approximation of the quadratic porous medium equation where the pressure is given by a convolution with a mollification kernel. It is known that when the kernel concentrates around the origin, the nonlocal equation…

Analysis of PDEs · Mathematics 2025-05-13 José A. Carrillo , Charles Elbar , Stefano Fronzoni , Jakub Skrzeczkowski

We investigate the approximation of weighted integrals over $\mathbb{R}^d$ for integrands from weighted Sobolev spaces of mixed smoothness. We prove upper and lower bounds of the convergence rate of optimal quadratures with respect to $n$…

Numerical Analysis · Mathematics 2023-05-01 Dinh Dũng
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