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We study the problem of lossless feature selection for a $d$-dimensional feature vector $X=(X^{(1)},\dots ,X^{(d)})$ and label $Y$ for binary classification as well as nonparametric regression. For an index set $S\subset \{1,\dots ,d\}$,…

Statistics Theory · Mathematics 2024-11-26 László Györfi , Tamás Linder , Harro Walk

We explore the connection between dimensionality and communication cost in distributed learning problems. Specifically we study the problem of estimating the mean $\vec{\theta}$ of an unknown $d$ dimensional gaussian distribution in the…

Machine Learning · Computer Science 2014-11-11 Ankit Garg , Tengyu Ma , Huy L. Nguyen

We study computational-statistical gaps for improper learning in sparse linear regression. More specifically, given $n$ samples from a $k$-sparse linear model in dimension $d$, we ask what is the minimum sample complexity to efficiently (in…

Machine Learning · Computer Science 2024-06-26 Rares-Darius Buhai , Jingqiu Ding , Stefan Tiegel

This paper gives a precise characterization of the fundamental limits of adaptive sensing for diverse estimation and testing problems concerning sparse signals. We consider in particular the setting introduced in (IEEE Trans. Inform. Theory…

Statistics Theory · Mathematics 2014-10-16 Rui M. Castro

We propose a novel, efficient approach for distributed sparse learning in high-dimensions, where observations are randomly partitioned across machines. Computationally, at each round our method only requires the master machine to solve a…

Machine Learning · Statistics 2016-05-26 Jialei Wang , Mladen Kolar , Nathan Srebro , Tong Zhang

Diffusion generative models synthesize samples by discretizing reverse-time dynamics driven by a learned score (or denoiser). Existing convergence analyses of diffusion models typically scale at least linearly with the ambient dimension,…

Machine Learning · Computer Science 2026-01-30 Ahmad Aghapour , Erhan Bayraktar , Ziqing Zhang

Performing statistical inference in high-dimension is an outstanding challenge. A major source of difficulty is the absence of precise information on the distribution of high-dimensional estimators. Here, we consider linear regression in…

Statistics Theory · Mathematics 2016-06-15 Adel Javanmard , Andrea Montanari

Given a sufficient statistic for a parametric family of distributions, one can estimate the parameter without access to the data. However, the memory or code size for storing the sufficient statistic may nonetheless still be prohibitive.…

Information Theory · Computer Science 2017-11-17 Masahito Hayashi , Vincent Y. F. Tan

We consider parameter estimation in distributed networks, where each sensor in the network observes an independent sample from an underlying distribution and has $k$ bits to communicate its sample to a centralized processor which computes…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-23 Yanjun Han , Ayfer Özgür , Tsachy Weissman

Diffusion models have demonstrated state-of-the-art performance across vision, language, and scientific domains. Despite their empirical success, prior theoretical analyses of the sample complexity suffer from poor scaling with input data…

Machine Learning · Computer Science 2026-04-14 Mudit Gaur , Prashant Trivedi , Sasidhar Kunapuli , Amrit Singh Bedi , Vaneet Aggarwal

We consider the problem of estimating how well a model class is capable of fitting a distribution of labeled data. We show that it is often possible to accurately estimate this "learnability" even when given an amount of data that is too…

Machine Learning · Computer Science 2019-03-26 Weihao Kong , Gregory Valiant

Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…

Data Structures and Algorithms · Computer Science 2023-05-29 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

In the era of big data, it is necessary to split extremely large data sets across multiple computing nodes and construct estimators using the distributed data. When designing distributed estimators, it is desirable to minimize the amount of…

Statistics Theory · Mathematics 2022-04-25 Azeem Zaman , Botond Szabó

This paper aims to build an estimate of an unknown density of the data with measurement error as a linear combination of functions from a dictionary. Inspired by the penalization approach, we propose the weighted Elastic-net penalized…

Statistics Theory · Mathematics 2020-07-07 Xiaowei Yang , Huiming Zhang , Haoyu Wei , Shouzheng Zhang

In this paper we consider the uniformity testing problem for high-dimensional discrete distributions (multinomials) under sparse alternatives. More precisely, we derive sharp detection thresholds for testing, based on $n$ samples, whether a…

Statistics Theory · Mathematics 2022-02-17 Bhaswar B. Bhattacharya , Rajarshi Mukherjee

Consider the standard Gaussian linear regression model $Y=X\theta+\epsilon$, where $Y\in R^n$ is a response vector and $ X\in R^{n*p}$ is a design matrix. Numerous work have been devoted to building efficient estimators of $\theta$ when $p$…

Statistics Theory · Mathematics 2012-01-26 Nicolas Verzelen

Sampling from multiple distributions so as to maximize overlap has been studied by statisticians since the 1950s. Since the 2000s, such correlated sampling from the probability simplex has been a powerful building block in disparate areas…

Data Structures and Algorithms · Computer Science 2025-11-18 Joseph , Naor , Nitya Raju , Abhishek Shetty , Aravind Srinivasan , Renata Valieva , David Wajc

Score-based diffusion models have demonstrated remarkable empirical success in learning high-dimensional distributions, particularly those exhibiting low-dimensional and multi-modal structures. However, theoretical understanding of their…

Machine Learning · Statistics 2026-05-29 Jingda Wu , Changxiao Cai

Robust mean estimation is one of the most important problems in statistics: given a set of samples in $\mathbb{R}^d$ where an $\alpha$ fraction are drawn from some distribution $D$ and the rest are adversarially corrupted, we aim to…

Machine Learning · Computer Science 2022-12-07 Shiwei Zeng , Jie Shen

We give an algorithm for $\ell_2/\ell_2$ sparse recovery from Fourier measurements using $O(k\log N)$ samples, matching the lower bound of \cite{DIPW} for non-adaptive algorithms up to constant factors for any $k\leq N^{1-\delta}$. The…

Data Structures and Algorithms · Computer Science 2014-05-14 Piotr Indyk , Michael Kapralov