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Related papers: Demographic Parity Constrained Minimax Optimal Reg…

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Previous studies yielded discouraging results for item-level locally differentially private linear regression with $s^*$-sparsity assumption, where the minimax rate for $nm$ samples is $\mathcal{O}(s^{*}d / nm\varepsilon^2)$. This can be…

Machine Learning · Statistics 2024-08-09 Yuheng Ma , Ke Jia , Hanfang Yang

We present estimators for a well studied statistical estimation problem: the estimation for the linear regression model with soft sparsity constraints ($\ell_q$ constraint with $0<q\leq1$) in the high-dimensional setting. We first present a…

Statistics Theory · Mathematics 2013-11-11 Li Zhang

In many estimation theory and statistical analysis problems, the true data model is unknown, or partially unknown. To describe the model generating the data, parameterized models of some degree are used. A question that arises is which…

Signal Processing · Electrical Eng. & Systems 2025-04-08 Nadav E. Rosenthal , Joseph Tabrikian

In this paper, we study the detection boundary for minimax hypothesis testing in the context of high-dimensional, sparse binary regression models. Motivated by genetic sequencing association studies for rare variant effects, we investigate…

Statistics Theory · Mathematics 2015-03-06 Rajarshi Mukherjee , Natesh S. Pillai , Xihong Lin

This work studies the computational aspects of multivariate convex regression in dimensions $d \ge 5$. Our results include the \emph{first} estimators that are minimax optimal (up to logarithmic factors) with polynomial runtime in the…

Statistics Theory · Mathematics 2025-12-30 Gil Kur , Eli Putterman

We study a class of convex-concave min-max problems in which the coupled component of the objective is linear in at least one of the two decision vectors. We identify such problem structure as interpolating between the bilinearly and…

Optimization and Control · Mathematics 2025-07-10 Ronak Mehta , Jelena Diakonikolas , Zaid Harchaoui

We study the maximum likelihood estimation (MLE) in the multivariate deviated model where the data are generated from the density function $(1-\lambda^{\ast})h_{0}(x)+\lambda^{\ast}f(x|\mu^{\ast}, \Sigma^{\ast})$ in which $h_{0}$ is a known…

Statistics Theory · Mathematics 2023-10-31 Dat Do , Huy Nguyen , Khai Nguyen , Nhat Ho

Many algorithms in machine learning and computational geometry require, as input, the intrinsic dimension of the manifold that supports the probability distribution of the data. This parameter is rarely known and therefore has to be…

Statistics Theory · Mathematics 2020-01-01 Jisu Kim , Alessandro Rinaldo , Larry Wasserman

We study the problem of the identification of m arms with largest means under a fixed error rate $\delta$ (fixed-confidence Top-m identification), for misspecified linear bandit models. This problem is motivated by practical applications,…

Artificial Intelligence · Computer Science 2021-11-03 Clémence Réda , Andrea Tirinzoni , Rémy Degenne

Missing values arise in most real-world data sets due to the aggregation of multiple sources and intrinsically missing information (sensor failure, unanswered questions in surveys...). In fact, the very nature of missing values usually…

Machine Learning · Statistics 2022-02-04 Alexis Ayme , Claire Boyer , Aymeric Dieuleveut , Erwan Scornet

Multiple fairness constraints have been proposed in the literature, motivated by a range of concerns about how demographic groups might be treated unfairly by machine learning classifiers. In this work we consider a different motivation;…

Machine Learning · Computer Science 2024-08-23 Avrim Blum , Kevin Stangl

We investigate the problem of center estimation in the high dimensional binary sub-Gaussian Mixture Model with Hidden Markov structure on the labels. We first study the limitations of existing results in the high dimensional setting and…

Statistics Theory · Mathematics 2024-06-19 Vahe Karagulyan , Mohamed Ndaoud

We propose a theoretical framework for the problem of learning a real-valued function which meets fairness requirements. This framework is built upon the notion of $\alpha$-relative (fairness) improvement of the regression function which we…

Statistics Theory · Mathematics 2022-01-11 Evgenii Chzhen , Nicolas Schreuder

This work provides several fundamental characterizations of the optimal classification function under the demographic parity constraint. In the awareness framework, akin to the classical unconstrained classification case, we show that…

Machine Learning · Statistics 2022-09-02 Solenne Gaucher , Nicolas Schreuder , Evgenii Chzhen

We study computational-statistical gaps for improper learning in sparse linear regression. More specifically, given $n$ samples from a $k$-sparse linear model in dimension $d$, we ask what is the minimum sample complexity to efficiently (in…

Machine Learning · Computer Science 2024-06-26 Rares-Darius Buhai , Jingqiu Ding , Stefan Tiegel

We address the problem of performing regression while ensuring demographic parity, even without access to sensitive attributes during inference. We present a general-purpose post-processing algorithm that, using accurate estimates of the…

Machine Learning · Statistics 2024-07-23 Evgenii Chzhen , Mohamed Hebiri , Gayane Taturyan

Recent theoretical studies proved that deep neural network (DNN) estimators obtained by minimizing empirical risk with a certain sparsity constraint can attain optimal convergence rates for regression and classification problems. However,…

Statistics Theory · Mathematics 2021-08-10 Ilsang Ohn , Yongdai Kim

Mixture models have attracted significant attention due to practical effectiveness and comprehensive theoretical foundations. A persisting challenge is model misspecification, which occurs when the model to be fitted has more mixture…

Machine Learning · Computer Science 2026-03-09 Zhankun Luo , Abolfazl Hashemi

We study model selection in linear bandits, where the learner must adapt to the dimension (denoted by $d_\star$) of the smallest hypothesis class containing the true linear model while balancing exploration and exploitation. Previous papers…

Machine Learning · Statistics 2022-03-17 Yinglun Zhu , Robert Nowak

For the problem of high-dimensional sparse linear regression, it is known that an $\ell_0$-based estimator can achieve a $1/n$ "fast" rate on the prediction error without any conditions on the design matrix, whereas in absence of…

Statistics Theory · Mathematics 2015-12-01 Yuchen Zhang , Martin J. Wainwright , Michael I. Jordan