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We derive a Gaussian approximation result for the maximum of a sum of high-dimensional random vectors. Specifically, we establish conditions under which the distribution of the maximum is approximated by that of the maximum of a sum of the…

Statistics Theory · Mathematics 2018-01-24 Victor Chernozhukov , Denis Chetverikov , Kengo Kato

We introduce sparse random projection, an important dimension-reduction tool from machine learning, for the estimation of discrete-choice models with high-dimensional choice sets. Initially, high-dimensional data are compressed into a…

Machine Learning · Statistics 2016-04-21 Khai X. Chiong , Matthew Shum

Expectations of multivariate functions with missing labels occur in various fields such as transfer learning and average treatment effects. Although non-parametric estimators based on nearest-neighbour matching are frequently used in this…

Statistics Theory · Mathematics 2026-05-18 Simon Viel

We study counterfactual distribution learning for high-dimensional outcomes whose counterfactual law may concentrate near lower-dimensional structure. Standard isotropic smoothing treats all ambient directions equally, leading to…

Methodology · Statistics 2026-05-26 Kwangho Kim

This paper studies a near-field multiple-input multiple-output (MIMO) radar sensing system, in which the transceivers with massive antennas aim to localize multiple near-field targets in the three-dimensional (3D) space over unknown…

Information Theory · Computer Science 2023-08-31 Haocheng Hua , Jie Xu , Yonina C. Eldar

In this paper, we establish explicit convergence rates for the stochastic smooth approximations of infimal convolutions introduced and developed in \cite{MR4581306,MR4923371}. In particular, we quantify the convergence of the associated…

Optimization and Control · Mathematics 2026-02-23 Diego Morales , Pedro Pérez-Aros , Emilio Vilches

Estimating the intrinsic dimensionality (ID) of data is a fundamental problem in machine learning and computer vision, providing insight into the true degrees of freedom underlying high-dimensional observations. Existing methods often rely…

Machine Learning · Computer Science 2026-03-12 Eng-Jon Ong , Omer Bobrowski , Gesine Reinert , Primoz Skraba

Rotationally symmetric distributions on the p-dimensional unit hypersphere, extremely popular in directional statistics, involve a location parameter theta that indicates the direction of the symmetry axis. The most classical way of…

Statistics Theory · Mathematics 2014-02-13 Christophe Ley , Davy Paindaveine , Thomas Verdebout

Many approaches have been proposed to estimate camera poses by directly minimizing photometric error. However, due to the non-convex property of direct alignment, proper initialization is still required for these methods. Many robust norms…

Robotics · Computer Science 2019-10-17 Ke Wang , Kaixuan Wang , Shaojie Shen

We propose confidence regions with asymptotically correct uniform coverage probability of parameters whose Fisher information matrix can be singular at important points of the parameter set. Our work is motivated by the need for reliable…

Statistics Theory · Mathematics 2022-09-13 Karl Oskar Ekvall , Matteo Bottai

We study space-pass tradeoffs in graph streaming algorithms for parameter estimation and property testing problems such as estimating the size of maximum matchings and maximum cuts, weight of minimum spanning trees, or testing if a graph is…

Data Structures and Algorithms · Computer Science 2021-04-13 Sepehr Assadi , Vishvajeet N

This is a tutorial aimed at illustrating some recent developments in quantum parameter estimation beyond the Cram\`er-Rao bound, as well as their applications in quantum metrology. Our starting point is the observation that there are…

Quantum Physics · Physics 2020-03-06 Luigi Seveso , Matteo G. A. Paris

In the paper, we introduce the maximum entropy estimator based on 2-dimensional empirical distribution of the observation sequence of hidden Markov model , when the sample size is big: in that case computing the maximum likelihood estimator…

Statistics Theory · Mathematics 2023-03-16 Shulan Hu , Xinyu Wang , Liming Wu

This paper deals with robust marginal estimation under a general regression model when missing data occur in the response and also in some of covariates. The target is a marginal location parameter which is given through an $M-$functional.…

We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…

Methodology · Statistics 2019-09-09 Alexandre Belloni , Abhishek Kaul , Mathieu Rosenbaum

Location-aware networks are of great importance and interest in both civil and military applications. This paper determines the localization accuracy of an agent, which is equipped with an antenna array and localizes itself using wireless…

Information Theory · Computer Science 2016-11-17 Yanjun Han , Yuan Shen , Xiao-Ping Zhang , Moe Z. Win , Huadong Meng

LiDAR-based localization and mapping is one of the core components in many modern robotic systems due to the direct integration of range and geometry, allowing for precise motion estimation and generation of high quality maps in real-time.…

Robotics · Computer Science 2022-08-02 Julian Nubert , Etienne Walther , Shehryar Khattak , Marco Hutter

The focus of modern biomedical studies has gradually shifted to explanation and estimation of joint effects of high dimensional predictors on disease risks. Quantifying uncertainty in these estimates may provide valuable insight into…

Methodology · Statistics 2021-03-09 Zhe Fei , Yi Li

This paper deals with the Gaussian and bootstrap approximations to the distribution of the max statistic in high dimensions. This statistic takes the form of the maximum over components of the sum of independent random vectors and its…

Statistics Theory · Mathematics 2022-05-31 Victor Chernozhukov , Denis Chetverikov , Kengo Kato , Yuta Koike

Many statistical $M$-estimators are based on convex optimization problems formed by the combination of a data-dependent loss function with a norm-based regularizer. We analyze the convergence rates of projected gradient and composite…

Machine Learning · Statistics 2012-07-26 Alekh Agarwal , Sahand N. Negahban , Martin J. Wainwright