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Kernel methods augmented with random features give scalable algorithms for learning from big data. But it has been computationally hard to sample random features according to a probability distribution that is optimized for the data, so as…

Quantum Physics · Physics 2021-11-02 Hayata Yamasaki , Sathyawageeswar Subramanian , Sho Sonoda , Masato Koashi

Continual learning, the ability of a model to adapt to an ongoing sequence of tasks without forgetting earlier ones, is a central goal of artificial intelligence. To better understand its underlying mechanisms, we study the limitations of…

Machine Learning · Statistics 2026-04-21 Hossein Taheri , Avishek Ghosh , Arya Mazumdar

Despite the fact that generative models are extremely successful in practice, the theory underlying this phenomenon is only starting to catch up with practice. In this work we address the question of the universality of generative models:…

Machine Learning · Computer Science 2020-12-15 Valentin Khrulkov , Ivan Oseledets

In a general class of Bayesian nonparametric models, we prove that the posterior distribution can be asymptotically approximated by a Gaussian process. Our results apply to nonparametric exponential family that contains both Gaussian and…

Statistics Theory · Mathematics 2017-11-01 Zuofeng Shang , Guang Cheng

We develop a uniform inference theory for high-dimensional slope parameters in threshold regression models, allowing for either cross-sectional or time series data. We first establish oracle inequalities for prediction errors, and L1…

Econometrics · Economics 2025-09-16 Jiatong Li , Hongqiang Yan

We give a constructive proof for the superbosonization formula for invariant random matrix ensembles, which is the supersymmetry analog of the theory of Wishart matrices. Formulas are given for unitary, orthogonal and symplectic symmetry,…

Statistical Mechanics · Physics 2007-11-15 Hans-Jürgen Sommers

We study the problem of learning mixtures of $k$ Gaussians in $d$ dimensions. We make no separation assumptions on the underlying mixture components: we only require that the covariance matrices have bounded condition number and that the…

Data Structures and Algorithms · Computer Science 2024-11-20 Sitan Chen , Vasilis Kontonis , Kulin Shah

We prove a general multidimensional invariance principle for a family of U-statistics based on freely independent non-commutative random variables of the type $U_n(S)$, where $U_n(x)$ is the $n$-th Chebyshev polynomial and $S$ is a standard…

Probability · Mathematics 2016-11-23 R. Simone

A general theory for Gaussian mean estimation that automatically adapts to unknown sparsity under arbitrary norms is proposed. The theory is applied to produce adaptively minimax rate-optimal estimators in high dimensional regression and…

Statistics Theory · Mathematics 2015-12-01 Sourav Chatterjee

Humans rely on effective representations to learn from few examples and abstract useful information from sensory data. Inducing such representations in machine learning models has been shown to improve their performance on various…

Machine Learning · Computer Science 2025-02-03 Raja Marjieh , Sreejan Kumar , Declan Campbell , Liyi Zhang , Gianluca Bencomo , Jake Snell , Thomas L. Griffiths

We study uniform consistency in nonparametric mixture models as well as closely related mixture of regression (also known as mixed regression) models, where the regression functions are allowed to be nonparametric and the error…

Statistics Theory · Mathematics 2022-12-29 Bryon Aragam , Ruiyi Yang

Turing machines and spin models share a notion of universality according to which some simulate all others. Is there a theory of universality that captures this notion? We set up a categorical framework for universality which includes as…

Computational Complexity · Computer Science 2024-09-04 Tomáš Gonda , Tobias Reinhart , Sebastian Stengele , Gemma De les Coves

One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…

Probability · Mathematics 2014-06-30 Tobias Johnson

Bayesian learning is built on an assumption that the model space contains a true reflection of the data generating mechanism. This assumption is problematic, particularly in complex data environments. Here we present a Bayesian…

Machine Learning · Statistics 2018-11-05 S. P. Lyddon , S. G. Walker , C. C. Holmes

Shortened abstract: Given a constrained minimization problem, under what conditions does there exist a related, unconstrained problem having the same minimum points? This basic question in global optimization motivates this paper, which…

Statistical Mechanics · Physics 2007-05-23 M. Costeniuc , R. S. Ellis , H. Touchette , B. Turkington

We introduce a new approach to probabilistic unsupervised learning based on the recognition-parametrised model (RPM): a normalised semi-parametric hypothesis class for joint distributions over observed and latent variables. Under the key…

Machine Learning · Computer Science 2023-04-21 William I. Walker , Hugo Soulat , Changmin Yu , Maneesh Sahani

With the help of Generalized Estimating Equations, we identify locally D-optimal crossover designs for generalized linear models. We adopt the variance of parameters of interest as the objective function, which is minimized using…

Methodology · Statistics 2023-09-11 Jeevan Jankar , Jie Yang , Abhyuday Mandal

We consider two classical ensembles of the random matrix theory: the Wigner matrices and sample covariance matrices, and prove Central Limit Theorem for linear eigenvalue statistics under rather weak (comparing with results known before)…

Mathematical Physics · Physics 2011-01-18 Mariya Shcherbina

This paper develops a general approach to characterize the long-time trajectory behavior of nonconvex gradient descent in generalized single-index models in the large aspect ratio regime. In this regime, we show that for each iteration the…

Machine Learning · Computer Science 2025-09-16 Qiyang Han

We introduce parametrisation of that property of the available training dataset, that necessitates an inhomogeneous correlation structure for the function that is learnt as a model of the relationship between the pair of variables,…

Machine Learning · Statistics 2025-10-22 Gargi Roy , Dalia Chakrabarty
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