Related papers: From Soft-Minoration to Information-Constrained Op…
We study the problem of designing hard negative sampling distributions for unsupervised contrastive representation learning. We propose and analyze a novel min-max framework that seeks a representation which minimizes the maximum…
We prove a new lower bound on the critical density $\rho_c$ of the hard disk model, i.e., the density below which it is possible to efficiently sample random configurations of $n$ non-overlapping disks in a unit torus. We use a classic…
We derive nearly tight and non-asymptotic convergence bounds for solutions of entropic semi-discrete optimal transport. These bounds quantify the stability of the dual solutions of the regularized problem (sometimes called Sinkhorn…
We derive lower bounds on the Bayes risk in decentralized estimation, where the estimator does not have direct access to the random samples generated conditionally on the random parameter of interest, but only to the data received from…
Optimal Transport (OT) based distances are powerful tools for machine learning to compare probability measures and manipulate them using OT maps. In this field, a setting of interest is semi-discrete OT, where the source measure $\mu$ is…
The aim of this paper is to provide several novel upper bounds on the excess risk with a primal focus on classification problems. We suggest two approaches and the obtained bounds are represented via the distribution dependent local…
We investigate the semi-discrete Optimal Transport (OT) problem, where a continuous source measure $\mu$ is transported to a discrete target measure $\nu$, with particular attention to the OT map approximation. In this setting, Stochastic…
We use tools from random matrix theory to study the multi-spiked tensor model, i.e., a rank-$r$ deformation of a symmetric random Gaussian tensor. In particular, thanks to the nature of local optimization methods used to find the maximum…
Entropic optimal transport (OT) and the Sinkhorn algorithm have made it practical for machine learning practitioners to perform the fundamental task of calculating transport distance between statistical distributions. In this work, we focus…
Given finite-dimensional random vectors $Y$, $X$, and $Z$ that form a Markov chain in that order (i.e., $Y \to X \to Z$), we derive upper bounds on the excess minimum risk using generalized information divergence measures. Here, $Y$ is a…
We consider stochastic programs conditional on some covariate information, where the only knowledge of the possible relationship between the uncertain parameters and the covariates is reduced to a finite data sample of their joint…
We design an algorithm which finds an $\epsilon$-approximate stationary point (with $\|\nabla F(x)\|\le \epsilon$) using $O(\epsilon^{-3})$ stochastic gradient and Hessian-vector products, matching guarantees that were previously available…
This paper quantifies the intuitive observation that adding noise reduces available information by means of non-linear strong data processing inequalities. Consider the random variables $W\to X\to Y$ forming a Markov chain, where $Y=X+Z$…
We introduce a constrained optimal transport problem where origins $x$ can only be transported to destinations $y\geq x$. Our statistical motivation is to describe the sharp upper bound for the variance of the treatment effect $Y-X$ given…
The small amount of measurements in distribution grids makes their monitoring more difficult. Topological observability may not be possible, and thus, pseudo-measurements are needed to perform state estimation, which is required to control…
We present an information-theoretic approach to lower bound the oracle complexity of nonsmooth black box convex optimization, unifying previous lower bounding techniques by identifying a combinatorial problem, namely string guessing, as a…
We examine the relationship between the mutual information between the output model and the empirical sample and the generalization of the algorithm in the context of stochastic convex optimization. Despite increasing interest in…
We introduce the proximal optimal transport divergence, a novel discrepancy measure that interpolates between information divergences and optimal transport distances via an infimal convolution formulation. This divergence provides a…
This paper considers a variation of the full-information secretary problem where the random variables to be observed are independent but not necessary identically distributed. The main result is a sharp lower bound for the optimal win…
Information is extracted from large and sparse data sets organized as 3-mode tensors. Two methods are described, based on best rank-(2,2,2) and rank-(2,2,1) approximation of the tensor. The first method can be considered as a generalization…