Related papers: Precise Asymptotic Generalization for Multiclass C…
The paper considers the problem of distributed adaptive linear parameter estimation in multi-agent inference networks. Local sensing model information is only partially available at the agents and inter-agent communication is assumed to be…
This paper deals with the asymptotic statistical properties of a class of redescending M-estimators in linear models with increasing dimension. This class is wide enough to include popular high breakdown point estimators such as…
Asymptotic methods for hypothesis testing in high-dimensional data usually require the dimension of the observations to increase to infinity, often with an additional condition on its rate of increase compared to the sample size. On the…
We study the generalization of over-parameterized deep networks (for image classification) in relation to the convex hull of their training sets. Despite their great success, generalization of deep networks is considered a mystery. These…
Higher criticism is a large-scale testing procedure that can attain the optimal detection boundary for sparse and faint signals. However, there has been a lack of knowledge in most existing works about its asymptotic distribution for more…
Classically, data interpolation with a parametrized model class is possible as long as the number of parameters is larger than the number of equations to be satisfied. A puzzling phenomenon in deep learning is that models are trained with…
In this paper we study the asymptotics of linear regression in settings with non-Gaussian covariates where the covariates exhibit a linear dependency structure, departing from the standard assumption of independence. We model the covariates…
Different dependence scenarios can arise in multivariate extremes, entailing careful selection of an appropriate class of models. In bivariate extremes, the variables are either asymptotically dependent or are asymptotically independent.…
In real-world applications, as data availability increases, obtaining labeled data for machine learning (ML) projects remains challenging due to the high costs and intensive efforts required for data annotation. Many ML projects,…
Semi-supervised learning is a model training method that uses both labeled and unlabeled data. This paper proposes a fully Bayes semi-supervised learning algorithm that can be applied to any multi-category classification problem. We assume…
In this manuscript we consider the problem of generalized linear estimation on Gaussian mixture data with labels given by a single-index model. Our first result is a sharp asymptotic expression for the test and training errors in the…
A regression model with more parameters than data points in the training data is overparametrized and has the capability to interpolate the training data. Based on the classical bias-variance tradeoff expressions, it is commonly assumed…
In this work, we improve the accuracy of several known algorithms to address the classification of large datasets when few labels are available. Our framework lies in the realm of graph-based semi-supervised learning. With novel…
The purpose of this paper is to provide guidelines for empirical researchers who use a class of bivariate threshold crossing models with dummy endogenous variables. A common practice employed by the researchers is the specification of the…
In a mixed generalized linear model, the goal is to learn multiple signals from unlabeled observations: each sample comes from exactly one signal, but it is not known which one. We consider the prototypical problem of estimating two…
In Bayesian nonparametric inference, random discrete probability measures are commonly used as priors within hierarchical mixture models for density estimation and for inference on the clustering of the data. Recently, it has been shown…
I propose a nonparametric iid bootstrap that achieves asymptotic refinements for t tests and confidence intervals based on GMM estimators even when the model is misspecified. In addition, my bootstrap does not require recentering the moment…
Performance accuracy of the Euclidean Distance Discriminant rule (EDDR) is studied in the high-dimensional asymptotic framework which allows the dimensionality to exceed sample size. Under mild assumptions on the traces of the covariance…
An asymptotically optimal blind calibration scheme of uniform linear arrays for narrowband Gaussian signals is proposed. Rather than taking the direct Maximum Likelihood (ML) approach for joint estimation of all the unknown model…
This is a review of asymptotic and non-asymptotic behaviour of Bayesian methods under model specification. In particular we focus on consistency, i.e. convergence of the posterior distribution to the point mass at the best parametric…