Related papers: List-Decodable Covariance Estimation
We design an $(\varepsilon, \delta)$-differentially private algorithm to estimate the mean of a $d$-variate distribution, with unknown covariance $\Sigma$, that is adaptive to $\Sigma$. To within polylogarithmic factors, the estimator…
Covariance estimation for matrix-valued data has received an increasing interest in applications. Unlike previous works that rely heavily on matrix normal distribution assumption and the requirement of fixed matrix size, we propose a class…
A polynomial f (multivariate over a field) is decomposable if f = g(h) with g univariate of degree at least 2. We determine the dimension (over an algebraically closed field) of the set of decomposables, and an approximation to their number…
The problem of covariance estimation for replicated surface-valued processes is examined from the functional data analysis perspective. Considerations of statistical and computational efficiency often compel the use of separability of the…
Estimation is the computational task of recovering a hidden parameter $x$ associated with a distribution $D_x$, given a measurement $y$ sampled from the distribution. High dimensional estimation problems arise naturally in statistics,…
Let $E_n(f)_{\alpha,\beta,\gamma}$ denote the error of best approximation by polynomials of degree at most $n$ in the space $L^2(\varpi_{\alpha,\beta,\gamma})$ on the triangle $\{(x,y): x, y \ge 0, x+y \le 1\}$, where…
In this paper, we study robust covariance estimation under the approximate factor model with observed factors. We propose a novel framework to first estimate the initial joint covariance matrix of the observed data and the factors, and then…
The list-decodability of random linear rank-metric codes is shown to match that of random rank-metric codes. Specifically, an $\mathbb{F}_q$-linear rank-metric code over $\mathbb{F}_q^{m \times n}$ of rate $R =…
Under the Strong Exponential Time Hypothesis, an integer linear program with $n$ Boolean-valued variables and $m$ equations cannot be solved in $c^n$ time for any constant $c < 2$. If the domain of the variables is relaxed to $[0,1]$, the…
Covariance matrix estimation is an important problem in multivariate data analysis, both from theoretical as well as applied points of view. Many simple and popular covariance matrix estimators are known to be severely affected by model…
We study uniquely decodable codes and list decodable codes in the high-noise regime, specifically codes that are uniquely decodable from $\frac{1-\varepsilon}{2}$ fraction of errors and list decodable from $1-\varepsilon$ fraction of…
In the noisy population recovery problem of Dvir et al., the goal is to learn an unknown distribution $f$ on binary strings of length $n$ from noisy samples. For some parameter $\mu \in [0,1]$, a noisy sample is generated by flipping each…
This paper studies methods for testing and estimating change-points in the covariance structure of a high-dimensional linear time series. The assumed framework allows for a large class of multivariate linear processes (including vector…
Consider the model where we can access a parity function through random uniform labeled examples in the presence of random classification noise. In this paper, we show that approximating the number of relevant variables in the parity…
We consider the question of learning the natural parameters of a $k$ parameter minimal exponential family from i.i.d. samples in a computationally and statistically efficient manner. We focus on the setting where the support as well as the…
We study the problem of high-dimensional linear regression in a robust model where an $\epsilon$-fraction of the samples can be adversarially corrupted. We focus on the fundamental setting where the covariates of the uncorrupted samples are…
We consider the problem of linear regression with self-selection bias in the unknown-index setting, as introduced in recent work by Cherapanamjeri, Daskalakis, Ilyas, and Zampetakis [STOC 2023]. In this model, one observes $m$ i.i.d.…
We resolve one of the major outstanding problems in robust statistics. In particular, if $X$ is an evenly weighted mixture of two arbitrary $d$-dimensional Gaussians, we devise a polynomial time algorithm that given access to samples from…
We prove the following results concerning the list decoding of error-correcting codes: (i) We show that for \textit{any} code with a relative distance of $\delta$ (over a large enough alphabet), the following result holds for \textit{random…
We introduce an expander-sketching framework for list-decodable linear regression that achieves sample complexity $\tilde{O}((d+\log(1/\delta))/\alpha)$, list size $O(1/\alpha)$, and near input-sparsity running time…