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Related papers: Phase transitions in nonparametric regressions

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We study the problem of nonparametric regression when the regressor is endogenous, which is an important nonparametric instrumental variables (NPIV) regression in econometrics and a difficult ill-posed inverse problem with unknown operator…

Statistics Theory · Mathematics 2017-10-03 Xiaohong Chen , Timothy Christensen

Reconfigurable intelligent surface (RIS) technology, given its ability to favorably modify wireless communication environments, will play a pivotal role in the evolution of future communication systems. This paper proposes rate maximization…

Information Theory · Computer Science 2024-03-20 Hyuckjin Choi , A. Lee Swindlehurst , Junil Choi

We study in this paper the consequences of using the Mean Absolute Percentage Error (MAPE) as a measure of quality for regression models. We show that finding the best model under the MAPE is equivalent to doing weighted Mean Absolute Error…

Machine Learning · Statistics 2015-06-16 Arnaud De Myttenaere , Boris Golden , Bénédicte Le Grand , Fabrice Rossi

This paper presents a tractable algorithm for estimating an unknown Lipschitz function from noisy observations and establishes an upper bound on its convergence rate. The approach extends max-affine methods from convex shape-restricted…

Machine Learning · Statistics 2025-11-20 Gábor Balázs

Diffusion models (DMs) as generative priors have recently shown great potential for denoising tasks but lack theoretical understanding with respect to their mean square error (MSE) optimality. This paper proposes a novel denoising strategy…

Machine Learning · Computer Science 2025-03-04 Benedikt Fesl , Benedikt Böck , Florian Strasser , Michael Baur , Michael Joham , Wolfgang Utschick

An exact, closed form, and easy to compute expression for the mean integrated squared error (MISE) of a kernel estimator of a normal mixture cumulative distribution function is derived for the class of arbitrary order Gaussian-based…

Methodology · Statistics 2020-03-04 Vitaliy Oryshchenko

We establish nearly optimal upper and lower bounds for approximating decision tree splits in data streams. For regression with labels in the range $\{0,1,\ldots,M\}$, we give a one-pass algorithm using $\tilde{O}(M^2/\epsilon)$ space that…

Data Structures and Algorithms · Computer Science 2026-04-23 Hoang Ta , Hoa T. Vu

A fundamental problem in statistics and machine learning is to estimate a function $f$ from possibly noisy observations of its point samples. The goal is to design a numerical algorithm to construct an approximation $\hat f$ to $f$ in a…

Statistics Theory · Mathematics 2025-05-30 Ronald DeVore , Robert D. Nowak , Rahul Parhi , Guergana Petrova , Jonathan W. Siegel

An estimation problem of fundamental interest is that of phase synchronization, in which the goal is to recover a collection of phases using noisy measurements of relative phases. It is known that in the Gaussian noise setting, the maximum…

Optimization and Control · Mathematics 2016-11-02 Huikang Liu , Man-Chung Yue , Anthony Man-Cho So

Multiscale entropy (MSE) has been a prevalent algorithm to quantify the complexity of fluctuations in the local mean value of biomedical time series. Recent developments in the field have tried to improve the MSE by reducing its variability…

Computational Engineering, Finance, and Science · Computer Science 2017-05-04 Hamed Azami , Alberto Fernandez , Javier Escudero

One-step generative modeling has emerged as a leading approach to amortize the inference cost of diffusion and flow-matching models. Among distillation-free methods, MeanFlow training is notoriously unstable, with non-decreasing loss and…

Machine Learning · Computer Science 2026-05-12 Juanwu Lu , Ziran Wang

The average treatment effect (ATE), the mean difference in potential outcomes under treatment and control, is a canonical causal effect. Overlap, which says that all subjects have non-zero probability of either treatment status, is…

Methodology · Statistics 2026-05-14 Herbert P. Susmann , Alec McClean , Iván Díaz

Suppose a linear model y = Hx + n, where inputs x, n are independent Gaussian mixtures. The problem is to design the transfer matrix H so as to minimize the mean square error (MSE) when estimating x from y. This problem has important…

Optimization and Control · Mathematics 2015-06-11 John T. Flåm , Dave Zachariah , Mikko Vehkaperä , Saikat Chatterjee

This paper introduces the minimum error entropy (MEE) criterion as an advanced information-theoretic loss function tailored for deep learning applications in wireless communications. The MEE criterion leverages higher-order statistical…

Information Theory · Computer Science 2024-11-03 Rumeshika Pallewela , Eslam Eldeeb , Hirley Alves

The Exponential Moving Average (EMA) is a cornerstone of widely used optimizers such as Adam. However, existing theoretical analyses of Adam-style methods have notable limitations: their guarantees can remain suboptimal in the zero-noise…

Machine Learning · Computer Science 2026-04-17 Ganzhao Yuan

Recovery of an $N$-dimensional, $K$-sparse solution $\mathbf{x}$ from an $M$-dimensional vector of measurements $\mathbf{y}$ for multivariate linear regression can be accomplished by minimizing a suitably penalized least-mean-square cost…

Information Theory · Computer Science 2019-10-29 Mohammad Ramezanali , Partha P. Mitra , Anirvan M. Sengupta

In this paper, we propose a sparse signal estimation algorithm that is suitable for many wireless communication systems, especially for the future millimeter wave and underwater communication systems. This algorithm is not only…

Information Theory · Computer Science 2018-07-20 Chongwen Huang , Lei Liu , Chau Yuen

The performance of decision policies and prediction models often deteriorates when applied to environments different from the ones seen during training. To ensure reliable operation, we analyze the stability of a system under distribution…

Machine Learning · Statistics 2026-02-13 Hongseok Namkoong , Yuanzhe Ma , Peter W. Glynn

The most important aspect of any classifier is its error rate, because this quantifies its predictive capacity. Thus, the accuracy of error estimation is critical. Error estimation is problematic in small-sample classifier design because…

Machine Learning · Statistics 2013-11-13 Amin Zollanvari , Edward R. Dougherty

We obtain nonasymptotic bounds on the spectral norm of random matrices with independent entries that improve significantly on earlier results. If $X$ is the $n\times n$ symmetric matrix with $X_{ij}\sim N(0,b_{ij}^2)$, we show that…

Probability · Mathematics 2016-08-11 Afonso S. Bandeira , Ramon van Handel
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