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We address the regression problem under the constraint of demographic parity, a commonly used fairness definition. Recent studies have revealed fair minimax optimal regression algorithms, the most accurate algorithms that adhere to the…

Machine Learning · Statistics 2025-06-18 Kazuto Fukuchi

This paper explores the theoretical foundations of fair regression under the constraint of demographic parity within the unawareness framework, where disparate treatment is prohibited, extending existing results where such treatment is…

Machine Learning · Statistics 2024-09-05 Vincent Divol , Solenne Gaucher

Demographic parity (DP) is a widely studied fairness criterion in regression, enforcing independence between the predictions and sensitive attributes. However, constraining the entire distribution can degrade predictive accuracy and may be…

Machine Learning · Statistics 2026-04-03 Naht Sinh Le , Christophe Denis , Mohamed Hebiri

We study the problem of finding the best linear model that can minimize least-squares loss given a data-set. While this problem is trivial in the low dimensional regime, it becomes more interesting in high dimensions where the population…

Machine Learning · Computer Science 2021-02-09 Yahya Sattar , Samet Oymak

We propose a unified framework for fair regression tasks formulated as risk minimization problems subject to a demographic parity constraint. Unlike many existing approaches that are limited to specific loss functions or rely on challenging…

Methodology · Statistics 2026-01-16 Yongzhen Feng , Weiwei Wang , Raymond K. W. Wong , Xianyang Zhang

Demographic parity (DP) is a widely used group fairness criterion requiring predictive distributions to be invariant across sensitive groups. While natural in classification, full distributional DP is often overly restrictive in regression…

Machine Learning · Statistics 2026-03-27 Arthur Charpentier , Christophe Denis , Romuald Elie , Mohamed Hebiri , François HU

Designs which are minimax in the presence of model misspecifications have been constructed so as to minimize the maximum, over classes of alternate response models, of the integrated mean squared error of the predicted values. This mean…

Statistics Theory · Mathematics 2026-03-05 Douglas P. Wiens

There has been growing interest in developing optimal individualized treatment rules (ITRs) in various fields, such as precision medicine, business decision-making, and social welfare distribution. The application of ITRs within a societal…

Methodology · Statistics 2025-04-29 Wenhai Cui , Wen Su , Xiaodong Yan , Donglin Zeng , Xingqiu Zhao

Mitigating the disparate impact of statistical machine learning methods is crucial for ensuring fairness. While extensive research aims to reduce disparity, the effect of using a \emph{finite dataset} -- as opposed to the entire population…

Machine Learning · Statistics 2024-03-28 Xianli Zeng , Guang Cheng , Edgar Dobriban

This paper considers the sample-efficiency of preference learning, which models and predicts human choices based on comparative judgments. The minimax optimal estimation error rate $\Theta(d/n)$ in classical estimation theory requires that…

Machine Learning · Computer Science 2025-06-05 Yunzhen Yao , Lie He , Michael Gastpar

We investigate the problem of best policy identification in discounted linear Markov Decision Processes in the fixed confidence setting under a generative model. We first derive an instance-specific lower bound on the expected number of…

Machine Learning · Computer Science 2022-08-12 Jerome Taupin , Yassir Jedra , Alexandre Proutiere

This study focuses on solving group zero-norm regularized robust loss minimization problems. We propose a proximal Majorization-Minimization (PMM) algorithm to address a class of equivalent Difference-of-Convex (DC) surrogate optimization…

Optimization and Control · Mathematics 2025-05-30 Ling Liang , Shujun Bi

Estimating linear, mean-square continuous functionals is a pivotal challenge in statistics. In high-dimensional contexts, this estimation is often performed under the assumption of exact model sparsity, meaning that only a small number of…

Statistics Theory · Mathematics 2025-08-04 Jelena Bradic , Victor Chernozhukov , Whitney K. Newey , Yinchu Zhu

Individualized decision rules (IDRs) have become increasingly prevalent in societal applications such as personalized marketing, healthcare, and public policy design. However, a critical ethical concern arises from the potential…

Machine Learning · Statistics 2026-03-06 Wenhai Cui , Wen Su , Donglin Zeng , Xingqiu Zhao

Manski's celebrated maximum score estimator for the discrete choice model, which is an optimal linear discriminator, has been the focus of much investigation in both the econometrics and statistics literatures, but its behavior under…

Statistics Theory · Mathematics 2020-08-11 Debarghya Mukherjee , Moulinath Banerjee , Ya'acov Ritov

Consider the problem of detecting one of M i.i.d. Gaussian signals corrupted in white Gaussian noise. Conventionally, matched filters are used for detection. We first show that the outputs of the matched filter form a set of asymptotically…

Information Theory · Computer Science 2020-08-19 Jiachun Pan , Yonglong Li , Vincent Y. F. Tan , Yonina C. Eldar

The concept of a minimax classifier is well-established in statistical decision theory, but its implementation via neural networks remains challenging, particularly in scenarios with imbalanced training data having a limited number of…

Machine Learning · Computer Science 2026-01-07 Hansung Choi , Daewon Seo

We study the problem of $(\epsilon,\delta)$-differentially private learning of linear predictors with convex losses. We provide results for two subclasses of loss functions. The first case is when the loss is smooth and non-negative but not…

Machine Learning · Computer Science 2024-03-07 Raman Arora , Raef Bassily , Cristóbal Guzmán , Michael Menart , Enayat Ullah

We study the tradeoff between the statistical error and communication cost of distributed statistical estimation problems in high dimensions. In the distributed sparse Gaussian mean estimation problem, each of the $m$ machines receives $n$…

Machine Learning · Computer Science 2016-05-11 Mark Braverman , Ankit Garg , Tengyu Ma , Huy L. Nguyen , David P. Woodruff

Evaluating treatments received by one population for application to a different target population of scientific interest is a central problem in causal inference from observational studies. We study the minimax linear estimator of the…

Statistics Theory · Mathematics 2021-03-01 David A. Hirshberg , Arian Maleki , Jose R. Zubizarreta
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