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Large-scale nonsmooth optimization problems arise in many real-world applications, but obtaining exact function and subgradient values for these problems may be computationally expensive or even infeasible. In many practical settings, only…

Optimization and Control · Mathematics 2026-04-10 Jenni Lampainen , Kaisa Joki , Napsu Karmitsa , Marko M. Mäkelä

We know that compressive sensing can establish stable sparse recovery results from highly undersampled data under a restricted isometry property condition. In reality, however, numerous problems are coherent, and vast majority conventional…

Optimization and Control · Mathematics 2021-11-25 Yanyun Ding , Haibin Zhang , Peili Li , Yunhai Xiao

We address the problem of adaptive minimax estimation in white gaussian noise model under $L_p$--loss, $1\leq p\leq\infty,$ on the anisotropic Nikolskii classes. We present the estimation procedure based on a new data-driven selection…

Statistics Theory · Mathematics 2014-05-20 Oleg Lepski

We study set selection problems where the weights are uncertain. Instead of its exact weight, only an uncertainty interval containing its true weight is available for each element. In some cases, some solutions are universally optimal;…

Data Structures and Algorithms · Computer Science 2024-04-29 Christoph Dürr , Arturo Merino , José A. Soto , José Verschae

We develop approximation algorithms for set-selection problems with deterministic constraints, but random objective values, i.e., stochastic probing problems. When the goal is to maximize the objective, approximation algorithms for probing…

Data Structures and Algorithms · Computer Science 2021-11-04 Weina Wang , Anupam Gupta , Jalani Williams

Adaptive sequential decision making is one of the central challenges in machine learning and artificial intelligence. In such problems, the goal is to design an interactive policy that plans for an action to take, from a finite set of $n$…

Machine Learning · Computer Science 2020-07-28 Hossein Esfandiari , Amin Karbasi , Vahab Mirrokni

The adaptive Iterative Soft-Thresholding Algorithm (ISTA) has been a popular algorithm for finding a desirable solution to the LASSO problem without explicitly tuning the regularization parameter $\lambda$. Despite that the adaptive ISTA is…

Machine Learning · Statistics 2025-07-04 Yining Feng , Ivan Selesnick

We propose an adaptive sequential framework for testing two simple hypotheses that analytically ensures finite exposure to the less effective treatment. Our proposed procedure employs a likelihood ratio-driven adaptive allocation rule,…

Statistics Theory · Mathematics 2025-11-26 Sampurna Kundu , Jayant Jha , Subir Kumar Bhandari

This paper considers the problem of robust adaptive efficient estimating of a periodic function in a continuous time regression model with the dependent noises given by a general square integrable semimartingale with a conditionally…

Statistics Theory · Mathematics 2019-09-24 Evgeny Pchelintsev , Serguei Pergamenshchikov

The priority model was introduced to capture "greedy-like" algorithms. Motivated by the success of advice complexity in the area of online algorithms, the fixed priority model was extended to include advice, and a reduction-based framework…

Data Structures and Algorithms · Computer Science 2022-01-27 Joan Boyar , Kim S. Larsen , Denis Pankratov

LLMs' overconfidence, particularly when hallucinating, poses a significant challenge for the deployment of the models in safety-critical settings and makes a reliable estimation of uncertainty necessary. Existing approaches for uncertainty…

Machine Learning · Computer Science 2026-05-26 Hamed Karimi , Vaishali Meyappan , Reza Samavi

Repeated use of a data sample via adaptively chosen queries can rapidly lead to overfitting, wherein the empirical evaluation of queries on the sample significantly deviates from their mean with respect to the underlying data distribution.…

Machine Learning · Computer Science 2024-04-26 Moshe Shenfeld , Katrina Ligett

This paper addresses the Longest Filled Common Subsequence (LFCS) problem, a challenging NP-hard problem with applications in bioinformatics, including gene mutation prediction and genomic data reconstruction. Existing approaches, including…

Sound · Computer Science 2026-02-25 Marko Djukanovic , Christian Blum , Aleksandar Kartelj , Ana Nikolikj , Guenther Raidl

We study nonasymptotic minimax estimation of the linear functional $L(\theta)=\eta^\top \theta$ for a high-dimensional $s$-sparse mean vector with an arbitrary loading vector $\eta$. For symmetric noise with exponentially decaying tails, we…

Statistics Theory · Mathematics 2026-04-29 Jie Xie , Dongming Huang

We propose an approach to compute inner and outer-approximations of the sets of values satisfying constraints expressed as arbitrarily quantified formulas. Such formulas arise for instance when specifying important problems in control such…

Systems and Control · Electrical Eng. & Systems 2023-09-22 Eric Goubault , Sylvie Putot

We derive an information-theoretic lower bound for sample complexity in sparse recovery problems where inputs can be chosen sequentially and adaptively. This lower bound is in terms of a simple mutual information expression and unifies many…

Information Theory · Computer Science 2014-04-30 Cem Aksoylar , Venkatesh Saligrama

In this paper, we study an adaptive finite element method for multiple eigenvalue problems of a class of second order elliptic equations. By using some eigenspace approximation technology and its crucial property which is also presented in…

Numerical Analysis · Mathematics 2013-09-18 Xiaoying Dai , Lianhua He , Aihui Zhou

We develop a new model selection method for the adaptive robust efficient nonparametric signal estimation observed with impulse noise which is defined by the general non Gaussian L\'evy processes. On the basis of the developed method, we…

Statistics Theory · Mathematics 2018-11-27 Slim Beltaief , Oleg Chernoyarov , Serguei Pergamenchtchikov

Motivated by the application of point-to-point communication networks and biological storage, we investigate new achievability bounds for noisy permutation channels with strictly positive and full-rank square matrices. Our new bounds use…

Information Theory · Computer Science 2025-01-24 Lugaoze Feng , Xunan Li , Guocheng Lv , Ye jin

Computerized adaptive testing is becoming increasingly popular due to advancement of modern computer technology. It differs from the conventional standardized testing in that the selection of test items is tailored to individual examinee's…

Statistics Theory · Mathematics 2009-06-11 Hua-Hua Chang , Zhiliang Ying