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Robust statistical inference often faces a severe computational-statistical gap when dealing with complex parameter spaces. We investigate minimax signal detection in the Gaussian sequence model under strong $\epsilon$-contamination, where…

Statistics Theory · Mathematics 2026-05-13 Yikun Li , Matey Neykov

We aim to create the highest possible quality of treatment-control matches for categorical data in the potential outcomes framework. Matching methods are heavily used in the social sciences due to their interpretability, but most matching…

Machine Learning · Statistics 2019-06-11 Yameng Liu , Aw Dieng , Sudeepa Roy , Cynthia Rudin , Alexander Volfovsky

Methods for the reduction of the complexity of computational problems are presented, as well as their connections to renormalization, scaling, and irreversible statistical mechanics. Several statistically stationary cases are analyzed; for…

Numerical Analysis · Mathematics 2007-05-23 Alexandre J. Chorin , Panagiotis Stinis

High-dimensional statistical inference deals with models in which the the number of parameters p is comparable to or larger than the sample size n. Since it is usually impossible to obtain consistent procedures unless $p/n\rightarrow0$, a…

Statistics Theory · Mathematics 2013-03-13 Sahand N. Negahban , Pradeep Ravikumar , Martin J. Wainwright , Bin Yu

In this paper we present results on asymptotic characteristics of multivariate function classes in the uniform norm. Our main interest is the approximation of functions with mixed smoothness parameter not larger than $1/2$. Our focus will…

Functional Analysis · Mathematics 2021-11-01 Vladimir Temlyakov , Tino Ullrich

A core challenge for both physics and artificial intellicence (AI) is symbolic regression: finding a symbolic expression that matches data from an unknown function. Although this problem is likely to be NP-hard in principle, functions of…

Computational Physics · Physics 2020-04-16 Silviu-Marian Udrescu , Max Tegmark

The classical problem of quickest change detection is studied with an additional constraint on the cost of observations used in the detection process. The change point is modeled as an unknown constant, and minimax formulations are proposed…

Statistics Theory · Mathematics 2012-11-19 Taposh Banerjee , Venugopal V. Veeravalli

Symbolic regression (SR) is a data analysis problem where we search for the mathematical expression that best fits a numerical dataset. It is a global optimization problem. The most popular approach to SR is by genetic programming (SRGP).…

Neural and Evolutionary Computing · Computer Science 2019-11-19 Sohrab Towfighi

Symbolic equations are at the core of scientific discovery. The task of discovering the underlying equation from a set of input-output pairs is called symbolic regression. Traditionally, symbolic regression methods use hand-designed…

Machine Learning · Computer Science 2021-06-14 Luca Biggio , Tommaso Bendinelli , Alexander Neitz , Aurelien Lucchi , Giambattista Parascandolo

Neural compression is the application of neural networks and other machine learning methods to data compression. Recent advances in statistical machine learning have opened up new possibilities for data compression, allowing compression…

Machine Learning · Computer Science 2023-08-22 Yibo Yang , Stephan Mandt , Lucas Theis

Neural networks' expressiveness comes at the cost of complex, black-box models that often extrapolate poorly beyond the domain of the training dataset, conflicting with the goal of finding compact analytic expressions to describe scientific…

Machine Learning · Computer Science 2023-11-29 Owen Dugan , Rumen Dangovski , Allan Costa , Samuel Kim , Pawan Goyal , Joseph Jacobson , Marin Soljačić

Solving symmetric positive definite linear problems is a fundamental computational task in machine learning. The exact solution, famously, is cubicly expensive in the size of the matrix. To alleviate this problem, several linear-time…

Machine Learning · Computer Science 2017-06-02 Filip de Roos , Philipp Hennig

Indexing of static and dynamic sets is fundamental to a large set of applications such as information retrieval and caching. Denoting the characteristic vector of the set by B, we consider the problem of encoding sets and multisets to…

Data Structures and Algorithms · Computer Science 2018-09-17 Ran Ben Basat , Seungbum Jo , Srinivasa Rao Satti , Shubham Ugare

There are a number of approximation algorithms for NP-hard versions of low rank approximation, such as finding a rank-$k$ matrix $B$ minimizing the sum of absolute values of differences to a given $n$-by-$n$ matrix $A$,…

Data Structures and Algorithms · Computer Science 2020-04-20 Zhao Song , David P. Woodruff , Peilin Zhong

Focusing on identification, this paper develops a class of convex optimization-based criteria and correspondingly the recursive algorithms to estimate the parameter vector $\theta^{*}$ of a stochastic dynamic system. Not only do the…

Optimization and Control · Mathematics 2024-05-14 Mingxia Ding , Wenxiao Zhao , Tianshi Chen

Various grammar compression algorithms have been proposed in the last decade. A grammar compression is a restricted CFG deriving the string deterministically. An efficient grammar compression develops a smaller CFG by finding duplicated…

Data Structures and Algorithms · Computer Science 2016-09-01 Shouhei Fukunaga , Yoshimasa Takabatake , I Tomohiro , Hiroshi Sakamoto

In this article, we consider a simple representation for real numbers and propose top-down procedures to approximate various algebraic and transcendental operations with arbitrary precision. Detailed algorithms and proofs are provided to…

Numerical Analysis · Computer Science 2015-09-22 Sarmen Keshishzadeh , Jan Friso Groote

Experimental design is a classical statistics problem and its aim is to estimate an unknown $m$-dimensional vector $\beta$ from linear measurements where a Gaussian noise is introduced in each measurement. For the combinatorial experimental…

Machine Learning · Statistics 2024-12-06 Mohit Singh , Weijun Xie

A common data analysis task is the reduced-rank regression problem: $$\min_{\textrm{rank-}k \ X} \|AX-B\|,$$ where $A \in \mathbb{R}^{n \times c}$ and $B \in \mathbb{R}^{n \times d}$ are given large matrices and $\|\cdot\|$ is some norm.…

Data Structures and Algorithms · Computer Science 2021-07-02 Praneeth Kacham , David P. Woodruff

Parameter-dependent models arise in many contexts such as uncertainty quantification, sensitivity analysis, inverse problems or optimization. Parametric or uncertainty analyses usually require the evaluation of an output of a model for many…

Numerical Analysis · Mathematics 2018-10-22 Anthony Nouy
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