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There is growing interest in improving our algorithmic understanding of fundamental statistical problems such as mean estimation, driven by the goal of understanding the limits of what we can extract from valuable data. The state of the art…

Statistics Theory · Mathematics 2023-11-22 Trung Dang , Jasper C. H. Lee , Maoyuan Song , Paul Valiant

Although neural networks are routinely and successfully trained in practice using simple gradient-based methods, most existing theoretical results are negative, showing that learning such networks is difficult, in a worst-case sense over…

Machine Learning · Computer Science 2017-03-13 Ohad Shamir

The gaussian spread regression model for the calibration of site specific ensemble temperature forecasts depends on the apparently restrictive assumption that the uncertainty around temperature forecasts is normally distributed. We…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Stephen Jewson

We introduce a new cross-validation method based on an equicorrelated Gaussian randomization scheme. Our method is well-suited for problems where sample splitting is infeasible, either because the data violate the assumption of independent…

Methodology · Statistics 2026-02-10 Sifan Liu , Snigdha Panigrahi , Jake A. Soloff

The radiological characterization of contaminated elements (walls, grounds, objects) from nuclear facilities often suffers from a too small number of measurements. In order to determine risk prediction bounds on the level of contamination,…

Applications · Statistics 2017-05-30 Géraud Blatman , Thibault Delage , Bertrand Iooss , Nadia Pérot

We present randomized algorithms for sampling the standard Gaussian distribution restricted to a convex set and for estimating the Gaussian measure of a convex set, in the general membership oracle model. The complexity of integration is…

Data Structures and Algorithms · Computer Science 2013-07-12 Ben Cousins , Santosh Vempala

Learning using privileged information is an attractive problem setting that helps many learning scenarios in the real world. A state-of-the-art method of Gaussian process classification (GPC) with privileged information is GPC+, which…

Machine Learning · Statistics 2018-02-13 Ryosuke Kamesawa , Issei Sato , Masashi Sugiyama

The present paper gives a statistical adventure towards exploring the average case complexity behavior of computer algorithms. Rather than following the traditional count based analytical (pen and paper) approach, we instead talk in terms…

Data Structures and Algorithms · Computer Science 2013-12-18 Niraj Kumar Singh , Soubhik Chakraborty , Dheeresh Kumar Mallick

We consider the problem of finding a dense submatrix of a matrix with i.i.d. Gaussian entries, where density is measured by average value. This problem arose from practical applications in biology and social sciences…

Probability · Mathematics 2025-07-28 Shankar Bhamidi , David Gamarnik , Shuyang Gong

We prove new lower bounds for statistical estimation tasks under the constraint of $(\varepsilon, \delta)$-differential privacy. First, we provide tight lower bounds for private covariance estimation of Gaussian distributions. We show that…

Data Structures and Algorithms · Computer Science 2023-03-29 Gautam Kamath , Argyris Mouzakis , Vikrant Singhal

Score-based causal discovery methods can effectively identify causal relationships by evaluating candidate graphs and selecting the one with the highest score. One popular class of scores is kernel-based generalized score functions, which…

Machine Learning · Computer Science 2025-06-10 Yixin Ren , Haocheng Zhang , Yewei Xia , Hao Zhang , Jihong Guan , Shuigeng Zhou

Graphs are fundamental mathematical structures used in various fields to represent data, signals and processes. In this paper, we propose a novel framework for learning/estimating graphs from data. The proposed framework includes (i)…

Machine Learning · Computer Science 2017-07-07 Hilmi E. Egilmez , Eduardo Pavez , Antonio Ortega

We prove that, unless P=NP, there is no polynomial-time algorithm to approximate within some multiplicative constant the average size of an independent set in graphs of maximum degree 6. This is a special case of a more general result for…

Computational Complexity · Computer Science 2021-07-20 Andreas Galanis , Daniel Stefankovic , Eric Vigoda

We study the problem of estimating from data, a sparse approximation to the inverse covariance matrix. Estimating a sparsity constrained inverse covariance matrix is a key component in Gaussian graphical model learning, but one that is…

Machine Learning · Statistics 2011-06-28 Suvrit Sra , Dongmin Kim

We present a fast, differentially private algorithm for high-dimensional covariance-aware mean estimation with nearly optimal sample complexity. Only exponential-time estimators were previously known to achieve this guarantee. Given $n$…

Machine Learning · Computer Science 2025-11-26 Gavin Brown , Samuel B. Hopkins , Adam Smith

The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We…

Statistics Theory · Mathematics 2022-08-04 Taras Bodnar , Dmitry Otryakhin , Erik Thorsen

We revisit the problem of Gaussian mean testing in a distributed, communication constrained setting, where each of $n$ users independently observes samples from an unknown $d$-dimensional spherical Gaussian distribution…

Data Structures and Algorithms · Computer Science 2026-05-29 Clément L. Canonne , Nimitt

A key tool for building differentially private systems is adding Gaussian noise to the output of a function evaluated on a sensitive dataset. Unfortunately, using a continuous distribution presents several practical challenges. First and…

Data Structures and Algorithms · Computer Science 2024-11-19 Clément L. Canonne , Gautam Kamath , Thomas Steinke

Computational models support high-stakes decisions across engineering and science, and practitioners increasingly seek probabilistic predictions to quantify uncertainty in such models. Existing approaches generate predictions either by…

Computational Engineering, Finance, and Science · Computer Science 2026-04-13 Rileigh Bandy , Enrico Camporeale , Andong Hu , Thomas Berger , Rebecca Morrison

The statistical distribution, when determined from an incomplete set of constraints, is shown to be suitable as host for encrypted information. We design an encoding/decoding scheme to embed such a distribution with hidden information. The…

Statistical Mechanics · Physics 2015-06-25 L. Rebollo-Neira , A Plastino
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