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We propose a new method of estimation in high-dimensional linear regression model. It allows for very weak distributional assumptions including heteroscedasticity, and does not require the knowledge of the variance of random errors. The…

Statistics Theory · Mathematics 2013-04-16 Eric Gautier , Alexandre Tsybakov

We consider the linear regression model with observation error in the design. In this setting, we allow the number of covariates to be much larger than the sample size. Several new estimation methods have been recently introduced for this…

Statistics Theory · Mathematics 2016-07-05 Alexandre Belloni , Mathieu Rosenbaum , Alexandre Tsybakov

The purpose of model selection algorithms such as All Subsets, Forward Selection and Backward Elimination is to choose a linear model on the basis of the same set of data to which the model will be applied. Typically we have available a…

Statistics Theory · Mathematics 2007-06-13 Bradley Efron , Trevor Hastie , Iain Johnstone , Robert Tibshirani

We establish an improved classical algorithm for solving linear systems in a model analogous to the QRAM that is used by quantum linear solvers. Precisely, for the linear system $A\x = \b$, we show that there is a classical algorithm that…

Quantum Physics · Physics 2023-04-18 Changpeng Shao , Ashley Montanaro

Quantum machine learning has the potential for broad industrial applications, and the development of quantum algorithms for improving the performance of neural networks is of particular interest given the central role they play in machine…

Quantum Physics · Physics 2019-09-09 Jonathan Allcock , Chang-Yu Hsieh , Iordanis Kerenidis , Shengyu Zhang

In the context of optical signal processing, quantum and quantum-inspired machine learning algorithms have massive potential for deployment. One of the applications is in error correction protocols for the received noisy signals. In some…

Quantile regression provides a framework for modeling statistical quantities of interest other than the conditional mean. The regression methodology is well developed for linear models, but less so for nonparametric models. We consider…

Statistics Theory · Mathematics 2009-09-29 Mi-Ok Kim

The problem of efficient multiplication of large numbers has been a long-standing challenge in classical computation and has been extensively studied for centuries. It appears that the existing classical algorithms are close to their…

Non-convex optimization plays a key role in a growing number of machine learning applications. This motivates the identification of specialized structure that enables sharper theoretical analysis. One such identified structure is…

Optimization and Control · Mathematics 2023-06-06 Qiang Fu , Dongchu Xu , Ashia Wilson

Modern large-scale statistical models require to estimate thousands to millions of parameters. This is often accomplished by iterative algorithms such as gradient descent, projected gradient descent or their accelerated versions. What are…

Machine Learning · Statistics 2020-03-04 Michael Celentano , Andrea Montanari , Yuchen Wu

In this paper, we study extended linear regression approaches for quantum state tomography based on regularization techniques. For unknown quantum states represented by density matrices, performing measurements under certain basis yields…

Quantum Physics · Physics 2019-04-29 Biqiang Mu , Hongsheng Qi , Ian R. Petersen , Guodong Shi

In the field of quantum linear system algorithms, quantum computing has realized exponential computational advantages over classical computing. However, the focus has been on square coefficient matrices, with few quantum algorithms…

Quantum Physics · Physics 2024-09-10 Weitao Lin , Guojing Tian , Xiaoming Sun

We study the problem of designing worst-case to average-case reductions for quantum algorithms. For all linear problems, we provide an explicit and efficient transformation of quantum algorithms that are only correct on a small (even…

Quantum Physics · Physics 2022-12-08 Vahid R. Asadi , Alexander Golovnev , Tom Gur , Igor Shinkar , Sathyawageeswar Subramanian

Least squares linear regression is one of the oldest and widely used data analysis tools. Although the theoretical analysis of the ordinary least squares (OLS) estimator is as old, several fundamental questions are yet to be answered.…

Statistics Theory · Mathematics 2019-10-16 Arun K. Kuchibhotla , Lawrence D. Brown , Andreas Buja , Junhui Cai

Quantum Machine Learning is an emerging sub-field in machine learning where one of the goals is to perform pattern recognition tasks by encoding data into quantum states. This extension from classical to quantum domain has been made…

Quantum Physics · Physics 2023-04-18 Ankit Kulshrestha , Xiaoyuan Liu , Hayato Ushijima-Mwesigwa , Ilya Safro

High-dimensional linear regression is a fundamental tool in modern statistics, particularly when the number of predictors exceeds the sample size. The classical Lasso, which relies on the squared loss, performs well under Gaussian noise…

Methodology · Statistics 2025-06-10 The Tien Mai

We propose a new finding $k$-minima algorithm and prove that its query complexity is $\mathcal{O}(\sqrt{kN})$, where $N$ is the number of data indices. Though the complexity is equivalent to that of an existing method, the proposed is…

Quantum Physics · Physics 2019-07-09 Kohei Miyamoto , Masakazu Iwamura , Koichi Kise

We study the nonparametric least squares estimator (LSE) of a multivariate convex regression function. The LSE, given as the solution to a quadratic program with $O(n^2)$ linear constraints ($n$ being the sample size), is difficult to…

Computation · Statistics 2015-09-29 Rahul Mazumder , Arkopal Choudhury , Garud Iyengar , Bodhisattva Sen

Convex composition optimization is an emerging topic that covers a wide range of applications arising from stochastic optimal control, reinforcement learning and multi-stage stochastic programming. Existing algorithms suffer from…

Optimization and Control · Mathematics 2020-09-01 Tianyi Lin , Chenyou Fan , Mengdi Wang , Michael I. Jordan

We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…

Machine Learning · Statistics 2018-11-19 Patrick Chao , Tahereh Mazaheri , Bo Sun , Nicholas B. Weingartner , Zohar Nussinov