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An empirical Bayes approach to the estimation of possibly sparse sequences observed in Gaussian white noise is set out and investigated. The prior considered is a mixture of an atom of probability at zero and a heavy-tailed density \gamma,…

Statistics Theory · Mathematics 2007-06-13 Iain M. Johnstone , Bernard W. Silverman

Information-directed sampling (IDS) is a powerful framework for solving bandit problems which has shown strong results in both Bayesian and frequentist settings. However, frequentist IDS, like many other bandit algorithms, requires that one…

Machine Learning · Statistics 2025-03-10 Piotr M. Suder , Eric Laber

Model pruning is a popular approach to enable the deployment of large deep learning models on edge devices with restricted computational or storage capacities. Although sparse models achieve performance comparable to that of their dense…

We study the benefits of sparsity in nonparametric contextual bandit problems, in which the set of candidate features is countably or uncountably infinite. Our contribution is two-fold. First, using a novel reduction to sequences of…

Machine Learning · Statistics 2026-01-16 Hamish Flynn , Julia Olkhovskaya , Paul Rognon-Vael

We consider learning methods based on the regularization of a convex empirical risk by a squared Hilbertian norm, a setting that includes linear predictors and non-linear predictors through positive-definite kernels. In order to go beyond…

Machine Learning · Computer Science 2019-06-19 Ulysse Marteau-Ferey , Dmitrii Ostrovskii , Francis Bach , Alessandro Rudi

Gaussian processes are distributions over functions that are versatile and mathematically convenient priors in Bayesian modelling. However, their use is often impeded for data with large numbers of observations, $N$, due to the cubic (in…

Machine Learning · Statistics 2020-08-04 David R. Burt , Carl Edward Rasmussen , Mark van der Wilk

We argue that some of the computational complexity associated with estimation of stochastic attribute-value grammars can be reduced by training upon an informative subset of the full training set. Results using the parsed Wall Street…

Computation and Language · Computer Science 2007-05-23 Miles Osborne

Many modern neural network architectures are trained in an overparameterized regime where the parameters of the model exceed the size of the training dataset. Sufficiently overparameterized neural network architectures in principle have the…

Machine Learning · Computer Science 2019-02-14 Samet Oymak , Mahdi Soltanolkotabi

Neural networks are usually not the tool of choice for nonparametric high-dimensional problems where the number of input features is much larger than the number of observations. Though neural networks can approximate complex multivariate…

Methodology · Statistics 2019-06-25 Jean Feng , Noah Simon

Modern deep learning has revealed a surprising statistical phenomenon known as benign overfitting, with high-dimensional linear regression being a prominent example. This paper contributes to ongoing research on the ordinary least squares…

Statistics Theory · Mathematics 2024-11-12 Letian Yang , Dennis Shen

We develop a theoretical framework for generalization in the interpolating regime of statistical learning. The central question is why highly overparameterized estimators can attain zero empirical risk while still achieving nontrivial…

Machine Learning · Statistics 2026-04-13 Gustav Olaf Yunus Laitinen-Lundström Fredriksson-Imanov

In this work, we consider misinformation propagating through a social network and study the problem of its prevention. In this problem, a "bad" campaign starts propagating from a set of seed nodes in the network and we use the notion of a…

Social and Information Networks · Computer Science 2020-01-14 Michael Simpson , Venkatesh Srinivasan , Alex Thomo

We prove lower bounds on the error of any estimator for the mean of a real probability distribution under the knowledge that the distribution belongs to a given set. We apply these lower bounds both to parametric and nonparametric…

Statistics Theory · Mathematics 2024-03-05 Rémy Degenne , Timothée Mathieu

We develop a principled way of identifying probability distributions whose independent and identically distributed (iid) realizations are compressible, i.e., can be well-approximated as sparse. We focus on Gaussian random underdetermined…

Statistics Theory · Mathematics 2012-04-27 Rémi Gribonval , Volkan Cevher , Mike E. Davies

The literature on "benign overfitting" in overparameterized models has been mostly restricted to regression or binary classification; however, modern machine learning operates in the multiclass setting. Motivated by this discrepancy, we…

Machine Learning · Statistics 2023-07-13 Ke Wang , Vidya Muthukumar , Christos Thrampoulidis

In this paper we derive tail bounds on the norms of random submatrices with non-uniformly distributed supports. We apply these results to sparse approximation and conduct an analysis of the average case performance of thresholding,…

Probability · Mathematics 2020-12-04 Simon Ruetz , Karin Schnass

Excellent variational approximations to Gaussian process posteriors have been developed which avoid the $\mathcal{O}\left(N^3\right)$ scaling with dataset size $N$. They reduce the computational cost to $\mathcal{O}\left(NM^2\right)$, with…

Machine Learning · Statistics 2019-09-05 David R. Burt , Carl E. Rasmussen , Mark van der Wilk

Overparameterized neural networks can interpolate a given dataset in many different ways, prompting the fundamental question: which among these solutions should we prefer, and what explicit regularization strategies will provably yield…

Machine Learning · Statistics 2026-01-28 Julia Nakhleh , Robert D. Nowak

We study transfer learning for a linear regression task using several least-squares pretrained models that can be overparameterized. We formulate the target learning task as optimization that minimizes squared errors on the target dataset…

Machine Learning · Computer Science 2026-02-19 Daniel Boharon , Yehuda Dar

Suppose we can sequentially acquire arbitrary linear measurements of an n-dimensional vector x resulting in the linear model y = Ax + z, where z represents measurement noise. If the signal is known to be sparse, one would expect the…

Statistics Theory · Mathematics 2012-08-15 Ery Arias-Castro , Emmanuel J. Candes , Mark Davenport
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