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The linear regression model cannot be fitted to high-dimensional data, as the high-dimensionality brings about empirical non-identifiability. Penalized regression overcomes this non-identifiability by augmentation of the loss function by a…

Methodology · Statistics 2023-06-29 Wessel N. van Wieringen

We compare the risk of ridge regression to a simple variant of ordinary least squares, in which one simply projects the data onto a finite dimensional subspace (as specified by a Principal Component Analysis) and then performs an ordinary…

Machine Learning · Statistics 2013-06-03 Paramveer S. Dhillon , Dean P. Foster , Sham M. Kakade , Lyle H. Ungar

This paper studies the approximation of generalized ridge functions, namely of functions which are constant along some submanifolds of $\mathbb{R}^N$. We introduce the notion of linear-sleeve functions, whose function values only depend on…

Numerical Analysis · Mathematics 2017-01-26 Sandra Keiper

Estimation of functions of $ d $ variables is considered using ridge combinations of the form $ \textstyle\sum_{k=1}^m c_{1,k} \phi(\textstyle\sum_{j=1}^d c_{0,j,k}x_j-b_k) $ where the activation function $ \phi $ is a function with bounded…

Machine Learning · Statistics 2017-02-10 Jason M. Klusowski , Andrew R. Barron

This paper is devoted to the statistical and numerical properties of the geometric median, and its applications to the problem of robust mean estimation via the median of means principle. Our main theoretical results include (a) an upper…

Statistics Theory · Mathematics 2023-07-21 Stanislav Minsker , Nate Strawn

We study the problem of estimating the ridges of a density function. Ridge estimation is an extension of mode finding and is useful for understanding the structure of a density. It can also be used to find hidden structure in point cloud…

Statistics Theory · Mathematics 2014-08-29 Christopher R. Genovese , Marco Perone-Pacifico , Isabella Verdinelli , Larry Wasserman

Existing depth separation results for constant-depth networks essentially show that certain radial functions in $\mathbb{R}^d$, which can be easily approximated with depth $3$ networks, cannot be approximated by depth $2$ networks, even up…

Machine Learning · Computer Science 2021-06-03 Itay Safran , Ronen Eldan , Ohad Shamir

We improve the rate function of McDiarmid's inequality for Hamming distance. In particular, applying our result to the separately Lipschitz functions of independent random variables, we also refine the convergence rate function of…

Probability · Mathematics 2016-11-15 Xiequan Fan

We study random integer-valued Lipschitz functions on regular trees. It was shown by Peled, Samotij and Yehudayoff that such functions are localized, however, finer questions about the structure of Gibbs measures remain unanswered. Our main…

Probability · Mathematics 2024-10-10 Nathaniel Butler , Kesav Krishnan , Gourab Ray , Yinon Spinka

Mean dimension measures the size of an infinite dimensional dynamical system. Brody curves are one-Lipschitz entire holomorphic curves in the projective space, and they form a topological dynamical system. Gromov started the problem of…

Dynamical Systems · Mathematics 2014-10-07 Masaki Tsukamoto

We consider learning two layer neural networks using stochastic gradient descent. The mean-field description of this learning dynamics approximates the evolution of the network weights by an evolution in the space of probability…

Machine Learning · Statistics 2019-02-19 Song Mei , Theodor Misiakiewicz , Andrea Montanari

We develop a framework for function classes generated by parametric ridge kernels: one-dimensional kernels composed with affine projections and averaged over a parameter measure. The induced kernels are positive definite, and the resulting…

Functional Analysis · Mathematics 2025-08-26 James Tian

We provide a unified analysis of the predictive risk of ridge regression and regularized discriminant analysis in a dense random effects model. We work in a high-dimensional asymptotic regime where $p, n \to \infty$ and $p/n \to \gamma \in…

Statistics Theory · Mathematics 2015-11-05 Edgar Dobriban , Stefan Wager

Probability functions figure prominently in optimization problems of engineering. They may be nonsmooth even if all input data are smooth.This fact motivates the consideration of subdifferentials for such typically just continuous…

Optimization and Control · Mathematics 2017-07-25 Abderrahim Hantoute , René Henrion , Pedro Pérez-Aros

The defect of a function $f:M\rightarrow \mathbb{R}$ is defined as the difference between the measure of the positive and negative regions. In this paper, we begin the analysis of the distribution of defect of random Gaussian spherical…

Mathematical Physics · Physics 2015-05-27 Domenico Marinucci , Igor Wigman

We show that for certain Gaussian random processes and fields X:R^N to R^d, D_q(mu_X) = min{d, D_q(mu)/alpha} a.s. for an index alpha which depends on Holder properties and strong local nondeterminism of X, where q>1, where D_q denotes…

Probability · Mathematics 2013-11-25 Kenneth Falconer , Yimin Xiao

We study asymptotic minimax problems for estimating a $d$-dimensional regression parameter over spheres of growing dimension ($d\to \infty$). Assuming that the data follows a linear model with Gaussian predictors and errors, we show that…

Statistics Theory · Mathematics 2016-01-18 Lee H. Dicker

A homomorphism height function on the $d$-dimensional torus $\mathbb{Z}_n^d$ is a function taking integer values on the vertices of the torus with consecutive integers assigned to adjacent vertices. A Lipschitz height function is defined…

Mathematical Physics · Physics 2017-03-14 Ron Peled

We consider the equilibrium surface of the Random Average Process started from an inclined plane, as seen from the height of the origin, obtained in [Ferrari & Fontes, 1998], where its fluctuations were shown to be of order of the square…

Probability · Mathematics 2023-10-09 Luiz Renato Fontes , Mariela Pentón Machado , Leonel Zuaznábar

In this paper, moderate deviations for normal approximation of functionals over infinitely many Rademacher random variables are derived. They are based on a bound for the Kolmogorov distance between a general Rademacher functional and a…

Probability · Mathematics 2024-06-12 Marius Butzek , Peter Eichelsbacher , Benedikt Rednoß