Related papers: Statistical Query Lower Bounds for Learning Trunca…
We show how to compute lower bounds for the supremum Bayes error if the class-conditional distributions must satisfy moment constraints, where the supremum is with respect to the unknown class-conditional distributions. Our approach makes…
The prototypical high-dimensional statistics problem entails finding a structured signal in noise. Many of these problems exhibit an intriguing phenomenon: the amount of data needed by all known computationally efficient algorithms far…
We study the average case approximation of the Boolean mean by quantum algorithms. We prove general query lower bounds for classes of probability measures on the set of inputs. We pay special attention to two probabilities, where we show…
Positive semi-definite matrices commonly occur as normal matrices of least squares problems in statistics or as kernel matrices in machine learning and approximation theory. They are typically large and dense. Thus algorithms to solve…
We study the convergence rate of randomly truncated stochastic algorithms, which consist in the truncation of the standard Robbins-Monro procedure on an increasing sequence of compact sets. Such a truncation is often required in practice to…
We study the convergence rate of randomly truncated stochastic algorithms, which consist in the truncation of the standard Robbins-Monro procedure on an increasing sequence of compact sets. Such a truncation is often required in practice to…
The generalization performance of a machine learning algorithm such as a neural network depends in a non-trivial way on the structure of the data distribution. To analyze the influence of data structure on test loss dynamics, we study an…
We revisit the problem of estimating the mean of a real-valued distribution, presenting a novel estimator with sub-Gaussian convergence: intuitively, "our estimator, on any distribution, is as accurate as the sample mean is for the Gaussian…
We study the task of high-dimensional entangled mean estimation in the subset-of-signals model. Specifically, given $N$ independent random points $x_1,\ldots,x_N$ in $\mathbb{R}^D$ and a parameter $\alpha \in (0, 1)$ such that each $x_i$ is…
We propose a learning model called the quantum statistical learning QSQ model, which extends the SQ learning model introduced by Kearns to the quantum setting. Our model can be also seen as a restriction of the quantum PAC learning model:…
Let X = (x_0,...,x_{n-1})$ be a sequence of n numbers. For \epsilon > 0, we say that x_i is an \epsilon-approximate median if the number of elements strictly less than x_i, and the number of elements strictly greater than x_i are each less…
We give upper and lower bounds on the information-theoretic threshold for community detection in the stochastic block model. Specifically, consider the symmetric stochastic block model with $q$ groups, average degree $d$, and connection…
We study the quantum summation QS algorithm of Brassard, Hoyer, Mosca and Tapp, which approximates the arithmetic mean of a Boolean function defined on $N$ elements. We present sharp error bounds of the QS algorithm in the worst-average…
One aspect of Poisson approximation is that the support of the random variable of interest is often finite while the support of the Poisson distribution is not. In this paper we will remedy this by examining truncated negative binomial (of…
Evaluating the statistical dimension is a common tool to determine the asymptotic phase transition in compressed sensing problems with Gaussian ensemble. Unfortunately, the exact evaluation of the statistical dimension is very difficult and…
Consider the setting where a $\rho$-sparse Rademacher vector is planted in a random $d$-dimensional subspace of $R^n$. A classical question is how to recover this planted vector given a random basis in this subspace. A recent result by…
An important question in deep learning is how higher-order optimization methods affect generalization. In this work, we analyze a stochastic Gauss-Newton (SGN) method with Levenberg-Marquardt damping and mini-batch sampling for training…
The Gaussian graphical model, a popular paradigm for studying relationship among variables in a wide range of applications, has attracted great attention in recent years. This paper considers a fundamental question: When is it possible to…
We study the problem of testing the covariance matrix of a high-dimensional Gaussian in a robust setting, where the input distribution has been corrupted in Huber's contamination model. Specifically, we are given i.i.d. samples from a…
Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to…