Related papers: A Separation in Heavy-Tailed Sampling: Gaussian vs…

Concentration inequalities form an essential toolkit in the study of high dimensional (HD) statistical methods. Most of the relevant statistics literature in this regard is based on sub-Gaussian or sub-exponential tail assumptions. In this…

Our focus is on the design and analysis of efficient Monte Carlo methods for computing tail probabilities for the suprema of Gaussian random fields, along with conditional expectations of functionals of the fields given the existence of…

We initiate the study of distortion in stable matching. Concretely, we aim to design algorithms that have limited access to the agents' cardinal preferences and compute stable matchings of high quality with respect to some aggregate…

We develop an efficient simulation algorithm for computing the tail probabilities of the infinite series $S = \sum_{n \geq 1} a_n X_n$ when random variables $X_n$ are heavy-tailed. As $S$ is the sum of infinitely many random variables, any…

We study the problem of posterior sampling in the context of score based generative models. We have a trained score network for a prior $p(x)$, a measurement model $p(y|x)$, and are tasked with sampling from the posterior $p(x|y)$. Prior…

We study scalable alternatives to robust gradient descent (RGD) techniques that can be used when the losses and/or gradients can be heavy-tailed, though this will be unknown to the learner. The core technique is simple: instead of trying to…

In this paper, we develop connections between two seemingly disparate, but central, models in robust statistics: Huber's epsilon-contamination model and the heavy-tailed noise model. We provide conditions under which this connection…

In this paper, we provide tight lower bounds for the oracle complexity of minimizing high-order H\"older smooth and uniformly convex functions. Specifically, for a function whose $p^{th}$-order derivatives are H\"older continuous with…

We study the problem of PAC learning halfspaces in the reliable agnostic model of Kalai et al. (2012). The reliable PAC model captures learning scenarios where one type of error is costlier than the others. Our main positive result is a new…

Contrastive Representation Learning (CRL) has achieved strong empirical success in multiple machine learning disciplines, yet its theoretical sample complexity remains poorly understood. Existing analyses usually assume that input tuples…

Sampling algorithms play a pivotal role in probabilistic AI. However, verifying if a sampler program indeed samples from the claimed distribution is a notoriously hard problem. Provably correct testers like Barbarik, Teq, Flash, CubeProbe…

Sparse linear regression methods such as Lasso require a tuning parameter that depends on the noise variance, which is typically unknown and difficult to estimate in practice. In the presence of heavy-tailed noise or adversarial outliers,…

We introduce a new family of MCMC samplers that combine auxiliary variables, Gibbs sampling and Taylor expansions of the target density. Our approach permits the marginalisation over the auxiliary variables yielding marginal samplers, or…

Let $s$ denote a distinguished source vertex of a non-negatively real weighted and undirected graph $G$ with $n$ vertices and $m$ edges. In this paper we present two efficient \emph{single-source approximate-distance sensitivity oracles},…

We consider the problem of high-dimensional heavy-tailed statistical estimation in the streaming setting, which is much harder than the traditional batch setting due to memory constraints. We cast this problem as stochastic convex…

The standard definition of PAC learning (Valiant 1984) requires learners to succeed under all distributions -- even ones that are intractable to sample from. This stands in contrast to samplable PAC learning (Blum, Furst, Kearns, and Lipton…

While several papers have investigated computationally and statistically efficient methods for learning Gaussian mixtures, precise minimax bounds for their statistical performance as well as fundamental limits in high-dimensional settings…

We present a very simple yet powerful generalization of a previously described model and algorithm for estimation of multiple dipoles from magneto/electro-encephalographic data. Specifically, the generalization consists in the introduction…

We develop sampling methods, which consist of Gaussian invariant versions of random walk Metropolis (RWM), Metropolis adjusted Langevin algorithm (MALA) and second order Hessian or Manifold MALA. Unlike standard RWM and MALA we show that…

Recent empirical evidence indicates that many machine learning applications involve heavy-tailed gradient noise, which challenges the standard assumptions of bounded variance in stochastic optimization. Gradient clipping has emerged as a…