Related papers: Algorithmic Dimensions via Learning Functions

We study algorithmic problems on subsets of Euclidean space of low fractal dimension. These spaces are the subject of intensive study in various branches of mathematics, including geometry, topology, and measure theory. There are several…

We study high-dimensional asymptotic performance limits of binary supervised classification problems where the class conditional densities are Gaussian with unknown means and covariances and the number of signal dimensions scales faster…

Consider a high-dimensional data set, in which for every data-point there is incomplete information. Each object in the data set represents a real entity, which is described by a point in high-dimensional space. We model the lack of…

We study convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms (Andrieu and Roberts [Ann. Statist. 37 (2009) 697-725]). We find that the asymptotic variance of the pseudo-marginal algorithm is always at least as…

Suppose the data consist of a set $S$ of points $x_j$, $1\leq j \leq J$, distributed in a bounded domain $D\subset R^N$, where $N$ is a large number. An algorithm is given for finding the sets $L_k$ of dimension $k\ll N$, $k=1,2,...K$, in a…

In general, objects can be distinguished on the basis of their features, such as color or shape. In particular, it is assumed that similarity judgments about such features can be processed independently in different metric spaces. However,…

Many learning algorithms such as kernel machines, nearest neighbors, clustering, or anomaly detection, are based on the concept of 'distance' or 'similarity'. Before similarities are used for training an actual machine learning model, we…

How best to quantify the information of an object, whether natural or artifact, is a problem of wide interest. A related problem is the computability of an object. We present practical examples of a new way to address this problem. By…

We derive generalization error bounds for the training of two-layer neural networks without assuming boundedness of the loss function, using Wasserstein distance estimates on the discrepancy between a probability distribution and its…

We analyze the ordinal structure of long-range dependent time series. To this end, we use so called ordinal patterns which describe the relative position of consecutive data points. We provide two estimators for the probabilities of ordinal…

Recent advances in machine learning have shown promising results for financial prediction using large, over-parameterized models. This paper provides theoretical foundations and empirical validation for understanding when and how these…

This paper studies system identification of high-dimensional ARMA models with binary-valued observations. The existing paper can only deal with the case where the regression term is only one-dimensional. In this paper, the ARMA model with…

In this paper, we use a probabilistic model to estimate the number of uncorrelated features in a large dataset. Our model allows for both pairwise feature correlation (collinearity) and interdependency of multiple features…

A real \alpha is called recursively enumerable ("r.e." for short) if there exists a computable, increasing sequence of rationals which converges to \alpha. It is known that the randomness of an r.e. real \alpha can be characterized in…

Low-dimensional chaotic systems such as the Lorenz-63 model are commonly used to benchmark system-agnostic methods for learning dynamics from data. Here we show that learning from noise-free observations in such systems can be achieved up…

Algorithm selection, a critical process of automated machine learning, aims to identify the most suitable algorithm for solving a specific problem prior to execution. Mainstream algorithm selection techniques heavily rely on problem…

We describe a (nonparametric) prediction algorithm for spatial data, based on a canonical factorization of the spectral density function. We provide theoretical results showing that the predictor has desirable asymptotic properties. Finite…

It has long been noticed that high dimension data exhibits strange patterns. This has been variously interpreted as either a "blessing" or a "curse", causing uncomfortable inconsistencies in the literature. We propose that these patterns…

For any finite point set in $D$-dimensional space equipped with the 1-norm, we present random linear embeddings to $k$-dimensional space, with a new metric, having the following properties. For any pair of points from the point set that are…

While model selection is a well-studied topic in parametric and nonparametric regression or density estimation, selection of possibly high-dimensional nuisance parameters in semiparametric problems is far less developed. In this paper, we…