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We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…

Statistics Theory · Mathematics 2025-04-08 Jana Gauss , Thomas Nagler

This book deals with functions allowing to express the dissimilarity (discrepancy) between two data fields or ''divergence functions'' with the aim of applications to linear inverse problems. Most of the divergences found in the litterature…

Optimization and Control · Mathematics 2020-03-04 Henri Lantéri

Symmetric functions, which take as input an unordered, fixed-size set, are known to be universally representable by neural networks that enforce permutation invariance. These architectures only give guarantees for fixed input sizes, yet in…

Machine Learning · Computer Science 2022-10-11 Aaron Zweig , Joan Bruna

The learning properties of finite size polynomial Support Vector Machines are analyzed in the case of realizable classification tasks. The normalization of the high order features acts as a squeezing factor, introducing a strong anisotropy…

Disordered Systems and Neural Networks · Physics 2009-10-31 Sebastian Risau-Gusman , Mirta B. Gordon

We prove the curse of dimensionality in the worst case setting for numerical integration for a number of classes of smooth $d$-variate functions. Roughly speaking, we consider different bounds for the derivatives of $f \in C^k(D_d)$ and ask…

Numerical Analysis · Mathematics 2014-04-23 Aicke Hinrichs , Erich Novak , Mario Ullrich , Henryk Wozniakowski

Entropy is a measure of heterogeneity widely used in applied sciences, often when data are collected over space. Recently, a number of approaches has been proposed to include spatial information in entropy. The aim of entropy is to…

Statistics Theory · Mathematics 2019-11-12 Linda Altieri , Daniela Cocchi , Giulia Roli

We study the sample complexity of learning a high-dimensional simplex from a set of points uniformly sampled from its interior. Learning of simplices is a long studied problem in computer science and has applications in computational…

Machine Learning · Computer Science 2020-08-14 Amir Najafi , Saeed Ilchi , Amir H. Saberi , Seyed Abolfazl Motahari , Babak H. Khalaj , Hamid R. Rabiee

We consider the problems of \emph{learning} and \emph{testing} real-valued convex functions over Gaussian space. Despite the extensive study of function convexity across mathematics, statistics, and computer science, its learnability and…

Data Structures and Algorithms · Computer Science 2025-11-17 Renato Ferreira Pinto , Cassandra Marcussen , Elchanan Mossel , Shivam Nadimpalli

Various optimal gradient-based algorithms have been developed for smooth nonconvex optimization. However, many nonconvex machine learning problems do not belong to the class of smooth functions and therefore the existing algorithms are…

Optimization and Control · Mathematics 2023-06-27 Ziyi Chen , Yi Zhou , Yingbin Liang , Zhaosong Lu

In this paper, we study data-dependent generalization error bounds exhibiting a mild dependency on the number of classes, making them suitable for multi-class learning with a large number of label classes. The bounds generally hold for…

Machine Learning · Computer Science 2018-01-01 Yunwen Lei , Urun Dogan , Ding-Xuan Zhou , Marius Kloft

The concentration of measure phenomena were discovered as the mathematical background of statistical mechanics at the end of the XIX - beginning of the XX century and were then explored in mathematics of the XX-XXI centuries. At the…

Machine Learning · Computer Science 2018-03-20 A. N. Gorban , I. Y. Tyukin

This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…

Numerical Analysis · Mathematics 2023-06-21 Jonathan Wittmer , C. G. Krishnanunni , Hai V. Nguyen , Tan Bui-Thanh

We introduce a framework for uncertainty estimation that both describes and extends many existing methods. We consider typical hyperparameters involved in classical training as random variables and marginalise them out to capture various…

Machine Learning · Computer Science 2021-07-07 Francesco Farina , Lawrence Phillips , Nicola J Richmond

We study distribution-free property testing and learning problems where the unknown probability distribution is a product distribution over $\mathbb{R}^d$. For many important classes of functions, such as intersections of halfspaces,…

Data Structures and Algorithms · Computer Science 2021-11-17 Nathaniel Harms , Yuichi Yoshida

This paper studies the generalization performance of multi-class classification algorithms, for which we obtain, for the first time, a data-dependent generalization error bound with a logarithmic dependence on the class size, substantially…

Machine Learning · Computer Science 2015-06-16 Yunwen Lei , Ürün Dogan , Alexander Binder , Marius Kloft

A sharp, distribution free, non-asymptotic result is proved for the concentration of a random function around the mean function, when the randomization is generated by a finite sequence of independent data and the random functions satisfy…

Probability · Mathematics 2023-12-25 Thomas Anton , Sutanuka Roy , Rabee Tourky

Many applications require minimizing a family of optimization problems indexed by some hyperparameter $\lambda \in \Lambda$ to obtain an entire solution path. Traditional approaches proceed by discretizing $\Lambda$ and solving a series of…

Optimization and Control · Mathematics 2025-03-12 Qiran Dong , Paul Grigas , Vishal Gupta

This paper explores the possibilities and limitations of error correction by the structural simplicity of error mechanisms. Specifically, we consider channel models, called \emph{samplable additive channels}, in which (a) errors are…

Information Theory · Computer Science 2018-05-15 Kenji Yasunaga

In traditional models of supervised learning, the goal of a learner -- given examples from an arbitrary joint distribution on $\mathbb{R}^d \times \{\pm 1\}$ -- is to output a hypothesis that is competitive (to within $\epsilon$) of the…

Machine Learning · Computer Science 2025-05-02 Gautam Chandrasekaran , Adam Klivans , Vasilis Kontonis , Raghu Meka , Konstantinos Stavropoulos

The principle of smooth fit is probably the most used tool to find solutions to optimal stopping problems of one-dimensional diffusions. It is important, e.g., in financial mathematical applications to understand in which kind of models and…

Probability · Mathematics 2014-06-24 Paavo Salminen , Bao Quoc Ta
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