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Machine learning algorithms in high-dimensional settings are highly susceptible to the influence of even a small fraction of structured outliers, making robust optimization techniques essential. In particular, within the…

Machine Learning · Computer Science 2025-04-25 Changyu Gao , Andrew Lowy , Xingyu Zhou , Stephen J. Wright

The change-plane Cox model is a popular tool for the subgroup analysis of survival data. Despite the rich literature on this model, there has been limited investigation into the asymptotic properties of the estimators of the…

Statistics Theory · Mathematics 2023-02-14 Shota Takeishi

This paper describes a simple procedure to estimate the parameters of the univariate truncated normal and lognormal distributions by maximum likelihood. It starts from a reparameterization of the lognormal that was previously introduced by…

Computation · Statistics 2014-07-25 Salvador Pueyo

Thomas' partial likelihood estimator of regression parameters is widely used in the analysis of nested case-control data with Cox's model. This paper proposes a new estimator of the regression parameters, which is consistent and…

Statistics Theory · Mathematics 2007-06-13 Kani Chen

We propose networked exponential families to jointly leverage the information in the topology as well as the attributes (features) of networked data points. Networked exponential families are a flexible probabilistic model for heterogeneous…

Machine Learning · Computer Science 2019-09-26 Alexander Jung

We investigate the modeling and the numerical solution of machine learning problems with prediction functions which are linear combinations of elements of a possibly infinite-dimensional dictionary. We propose a novel flexible composite…

Statistics Theory · Mathematics 2015-12-03 Patrick L. Combettes , Saverio Salzo , Silvia Villa

Modern machine learning uses more and more advanced optimization techniques to find optimal hyper parameters. Whenever the objective function is non-convex, non continuous and with potentially multiple local minima, standard gradient…

Machine Learning · Computer Science 2019-02-13 Eric Benhamou , Jamal Atif , Rida Laraki

This technical report describes an efficient technique for computing the norm of the gradient of the loss function for a neural network with respect to its parameters. This gradient norm can be computed efficiently for every example.

Machine Learning · Statistics 2015-10-13 Ian Goodfellow

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

In this article, we construct semiparametrically efficient estimators of linear functionals of a probability measure in the presence of side information using an easy empirical likelihood approach. We use estimated constraint functions and…

Methodology · Statistics 2023-03-01 Shan Wang , Hanxiang Peng

Simplex-valued data appear throughout statistics and machine learning, for example in the context of transfer learning and compression of deep networks. Existing models for this class of data rely on the Dirichlet distribution or other…

Machine Learning · Statistics 2020-06-09 Elliott Gordon-Rodriguez , Gabriel Loaiza-Ganem , John P. Cunningham

The challenge of identifying the best feasible arm within a fixed budget has attracted considerable interest in recent years. However, a notable gap remains in the literature: the exact exponential rate at which the error probability…

Machine Learning · Computer Science 2025-06-04 Jie Bian , Vincent Y. F. Tan

In this letter, we present a novel exponentially embedded families (EEF) based classification method, in which the probability density function (PDF) on raw data is estimated from the PDF on features. With the PDF construction, we show that…

Machine Learning · Statistics 2016-08-24 Bo Tang , Steven Kay , Haibo He , Paul M. Baggenstoss

We consider the sample complexity of learning with adversarial robustness. Most prior theoretical results for this problem have considered a setting where different classes in the data are close together or overlapping. Motivated by some…

Machine Learning · Computer Science 2023-01-19 Robi Bhattacharjee , Somesh Jha , Kamalika Chaudhuri

Designing models that are both expressive and preserve known invariances of tasks is an increasingly hard problem. Existing solutions tradeoff invariance for computational or memory resources. In this work, we show how to leverage…

Machine Learning · Computer Science 2023-09-29 Leonardo Cotta , Gal Yehuda , Assaf Schuster , Chris J. Maddison

An important challenge in statistical analysis concerns the control of the finite sample bias of estimators. This problem is magnified in high-dimensional settings where the number of variables $p$ diverges with the sample size $n$, as well…

Statistics Theory · Mathematics 2020-02-21 Stéphane Guerrier , Mucyo Karemera , Samuel Orso , Maria-Pia Victoria-Feser

Point estimation is a fundamental statistical task. Given the wide selection of available point estimators, it is unclear, however, what, if any, would be universally-agreed theoretical reasons to generally prefer one such estimator over…

Statistics Theory · Mathematics 2024-06-05 Michael Brand

Learning from data in the presence of outliers is a fundamental problem in statistics. Until recently, no computationally efficient algorithms were known to compute the mean of a high dimensional distribution under natural assumptions in…

Data Structures and Algorithms · Computer Science 2021-01-22 Yeshwanth Cherapanamjeri , Sidhanth Mohanty , Morris Yau

We investigate the problem of semi-parametric maximum likelihood under constraints on summary statistics. Such a procedure results in a discrete probability distribution that maximises the likelihood among all such distributions under the…

Statistics Theory · Mathematics 2020-07-21 Subhro Ghosh , Sanjay Chaudhuri

In this paper, we adopt a probability distribution estimation perspective to explore the optimization mechanisms of supervised classification using deep neural networks. We demonstrate that, when employing the Fenchel-Young loss, despite…

Machine Learning · Computer Science 2025-04-01 Binchuan Qi , Wei Gong , Li Li
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