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Gaussian Processes face two primary challenges: constructing models for large datasets and selecting the optimal model. This master's thesis tackles these challenges in the low-dimensional case. We examine recent convergence results to…

Machine Learning · Statistics 2024-11-13 Marcel Neugebauer

Gaussian boson sampling is a promising candidate for showing experimental quantum advantage. While there is evidence that noiseless Gaussian boson sampling is hard to efficiently simulate using a classical computer, the current Gaussian…

Quantum Physics · Physics 2024-09-24 Changhun Oh , Minzhao Liu , Yuri Alexeev , Bill Fefferman , Liang Jiang

This paper proposes a Bayesian method for estimating the parameters of a normal distribution when only limited summary statistics (sample mean, minimum, maximum, and sample size) are available. To estimate the parameters of a normal…

Methodology · Statistics 2024-11-21 Tomoki Matsumoto

We revisit the replica method for analyzing inference and learning in parametric models, considering situations where the data-generating distribution is unknown or analytically intractable. Instead of assuming idealized distributions to…

Disordered Systems and Neural Networks · Physics 2025-11-17 Takashi Takahashi

We consider several problems in the field of distributed optimization and hypothesis testing. We show how to obtain convergence times for these problems that scale linearly with the total number of nodes in the network by using a recent…

Optimization and Control · Mathematics 2017-05-24 Alex Olshevsky

In this paper, I will introduce a fast and novel clustering algorithm based on Gaussian distribution and it can guarantee the separation of each cluster centroid as a given parameter, $d_s$. The worst run time complexity of this algorithm…

Databases · Computer Science 2019-10-22 Yuan-Yen Tai

We consider the problem of robustly testing the norm of a high-dimensional sparse signal vector under two different observation models. In the first model, we are given $n$ i.i.d. samples from the distribution…

Information Theory · Computer Science 2022-11-08 Anand Jerry George , Clément L. Canonne

Randomized approximation algorithms for many #P-complete problems (such as the partition function of a Gibbs distribution, the volume of a convex body, the permanent of a $\{0,1\}$-matrix, and many others) reduce to creating random…

Computation · Statistics 2017-06-30 Mark Huber

We study the problem of learning mixtures of $k$ Gaussians in $d$ dimensions. We make no separation assumptions on the underlying mixture components: we only require that the covariance matrices have bounded condition number and that the…

Data Structures and Algorithms · Computer Science 2024-11-20 Sitan Chen , Vasilis Kontonis , Kulin Shah

For a pair of random Gaussian integers chosen uniformly and independently from the set of Gaussian integers of norm $x$ or less as $x$ goes to infinity, we find asymptotics for the average norm of their greatest common divisor, with…

Number Theory · Mathematics 2020-12-10 Tai-Danae Bradley , Yin Choi Cheng , Yan Fei Luo

Bayesian optimization through Gaussian process regression is an effective method of optimizing an unknown function for which every measurement is expensive. It approximates the objective function and then recommends a new measurement point…

Machine Learning · Statistics 2017-05-17 Hildo Bijl , Thomas B. Schön , Jan-Willem van Wingerden , Michel Verhaegen

In this work, we revisit the problem of estimating the mean and covariance of an unknown $d$-dimensional Gaussian distribution in the presence of an $\varepsilon$-fraction of adversarial outliers. The pioneering work of [DKK+16] gave a…

Data Structures and Algorithms · Computer Science 2021-10-25 Pravesh K. Kothari , Peter Manohar , Brian Hu Zhang

We provide faster algorithms for the problem of Gaussian summation, which occurs in many machine learning methods. We develop two new extensions - an O(Dp) Taylor expansion for the Gaussian kernel with rigorous error bounds and a new error…

Machine Learning · Computer Science 2012-07-02 Dongryeol Lee , Alexander G. Gray

Violation of the assumptions underlying classical (Gaussian) limit theory often yields unreliable statistical inference. This paper shows that the bootstrap can detect such violations by delivering simple and powerful diagnostic tests that…

Econometrics · Economics 2025-10-09 Giuseppe Cavaliere , Luca Fanelli , Iliyan Georgiev

We give a general unified method that can be used for $L_1$ {\em closeness testing} of a wide range of univariate structured distribution families. More specifically, we design a sample optimal and computationally efficient algorithm for…

Data Structures and Algorithms · Computer Science 2015-08-25 Ilias Diakonikolas , Daniel M. Kane , Vladimir Nikishkin

We consider the problem of mean estimation assuming only finite variance. We study a new class of mean estimators constructed by integrating over random noise applied to a soft-truncated empirical mean estimator. For appropriate choices of…

Statistics Theory · Mathematics 2019-06-26 Matthew J. Holland

We present a fast, differentially private algorithm for high-dimensional covariance-aware mean estimation with nearly optimal sample complexity. Only exponential-time estimators were previously known to achieve this guarantee. Given $n$…

Machine Learning · Computer Science 2025-11-26 Gavin Brown , Samuel B. Hopkins , Adam Smith

Bayesian estimation of Gaussian graphical models has proven to be challenging because the conjugate prior distribution on the Gaussian precision matrix, the G-Wishart distribution, has a doubly intractable partition function. Recent…

Neurons and Cognition · Quantitative Biology 2014-09-10 Max Hinne , Alex Lenkoski , Tom Heskes , Marcel van Gerven

Sampling algorithms play a pivotal role in probabilistic AI. However, verifying if a sampler program indeed samples from the claimed distribution is a notoriously hard problem. Provably correct testers like Barbarik, Teq, Flash, CubeProbe…

Data Structures and Algorithms · Computer Science 2025-12-09 Rishiraj Bhattacharyya , Sourav Chakraborty , Yash Pote , Uddalok Sarkar , Sayantan Sen

We study quantum algorithms for verifying properties of the output probability distribution of a classical or quantum circuit, given access to the source code that generates the distribution. We consider the basic task of uniformity…

Quantum Physics · Physics 2024-11-08 Clément L. Canonne , Robin Kothari , Ryan O'Donnell