Related papers: High Dimensional Statistical Estimation under Unif…
This paper provides a unified treatment to the recovery of structured signals living in a star-shaped set from general quantized measurements $\mathcal{Q}(\mathbf{A}\mathbf{x}-\mathbf{\tau})$, where $\mathbf{A}$ is a sensing matrix,…
High-dimensional covariance estimation is notoriously sensitive to outliers. While statistically optimal estimators exist for general heavy-tailed distributions, they often rely on computationally expensive techniques like semidefinite…
We consider the task of heavy-tailed statistical estimation given streaming $p$-dimensional samples. This could also be viewed as stochastic optimization under heavy-tailed distributions, with an additional $O(p)$ space complexity…
We characterise the learning of a mixture of two clouds of data points with generic centroids via empirical risk minimisation in the high dimensional regime, under the assumptions of generic convex loss and convex regularisation. Each cloud…
We offer a survey of recent results on covariance estimation for heavy-tailed distributions. By unifying ideas scattered in the literature, we propose user-friendly methods that facilitate practical implementation. Specifically, we…
Quantum metrology and sensing seek advantage in estimating an unknown parameter of some quantum state or channel, using entanglement such as spin squeezing produced by one-axis twists or other quantum resources. In particular, qubit phase…
Significant progress has been made in learning image classification neural networks under long-tail data distribution using robust training algorithms such as data re-sampling, re-weighting, and margin adjustment. Those methods, however,…
We study efficient algorithms for linear regression and covariance estimation in the absence of Gaussian assumptions on the underlying distributions of samples, making assumptions instead about only finitely-many moments. We focus on how…
We consider the problem of high-dimensional heavy-tailed statistical estimation in the streaming setting, which is much harder than the traditional batch setting due to memory constraints. We cast this problem as stochastic convex…
We study convex optimization problems under differential privacy (DP). With heavy-tailed gradients, existing works achieve suboptimal rates. The main obstacle is that existing gradient estimators have suboptimal tail properties, resulting…
We survey some of the recent advances in mean estimation and regression function estimation. In particular, we describe sub-Gaussian mean estimators for possibly heavy-tailed data both in the univariate and multivariate settings. We focus…
One potential solution to combat the scarcity of tail observations in extreme value analysis is to integrate information from multiple datasets sharing similar tail properties, for instance, a common extreme value index. In other words, for…
Score-based model research in the last few years has produced state of the art generative models by employing Gaussian denoising score-matching (DSM). However, the Gaussian noise assumption has several high-dimensional limitations,…
The one-bit compressed sensing framework aims to reconstruct a sparse signal by only using the sign information of its linear measurements. To compensate for the loss of scale information, past studies in the area have proposed recovering…
We study the algorithmic problem of estimating the mean of heavy-tailed random vector in $\mathbb{R}^d$, given $n$ i.i.d. samples. The goal is to design an efficient estimator that attains the optimal sub-gaussian error bound, only assuming…
This paper introduces a simple principle for robust high-dimensional statistical inference via an appropriate shrinkage on the data. This widens the scope of high-dimensional techniques, reducing the moment conditions from sub-exponential…
Score-based diffusion models have become a powerful framework for generative modeling, with score estimation as a central statistical bottleneck. Existing guarantees for score estimation largely focus on light-tailed targets or rely on…
Dataset distillation creates a small distilled set that enables efficient training by capturing key information from the full dataset. While existing dataset distillation methods perform well on balanced datasets, they struggle under…
Motivated by the prevalence of environments in which data is abundant while resources for storage and/or transmission might be scarce, we study linear regression when predictors, their squares, and responses are subject to single-bit…
One-bit quantization with time-varying sampling thresholds (also known as random dithering) has recently found significant utilization potential in statistical signal processing applications due to its relatively low power consumption and…