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We consider the solution of finite-sum minimization problems, such as those appearing in nonlinear least-squares or general empirical risk minimization problems. We are motivated by problems in which the summand functions are…
We propose a trust-region method for finite-sum minimization with an adaptive sample size adjustment technique, which is practical in the sense that it leads to a globally convergent method that shows strong performance empirically without…
With a finite amount of measurement data acquired in variational quantum algorithms, the statistical benefits of several optimized numerical estimation schemes, including the scaled parameter-shift (SPS) rule and finite-difference (FD)…
We introduce a new scalable approximation for Gaussian processes with provable guarantees which hold simultaneously over its entire parameter space. Our approximation is obtained from an improved sample complexity analysis for sparse…
Background: Software Process Simulation (SPS) has become an effective tool for software process management and improvement. However, its adoption in industry is less than what the research community expected due to the burden of measurement…
This paper studies sequential methods for recovery of sparse signals in high dimensions. When compared to fixed sample size procedures, in the sparse setting, sequential methods can result in a large reduction in the number of samples…
Regularized kernel methods such as, e.g., support vector machines and least-squares support vector regression constitute an important class of standard learning algorithms in machine learning. Theoretical investigations concerning…
We explore a novel methodology for constructing confidence regions for parameters of linear models, using predictions from any arbitrary predictor. Our framework requires minimal assumptions on the noise and can be extended to functions…
For a constraint satisfaction problem (CSP), a robust satisfaction algorithm is one that outputs an assignment satisfying most of the constraints on instances that are near-satisfiable. It is known that the CSPs that admit efficient robust…
Large Language Models (LLMs) have shown improved generation performance through retrieval-augmented generation (RAG) following the retriever-reader paradigm, which supplements model inputs with externally retrieved knowledge. However, prior…
Bayesian analysis plays a crucial role in estimating distribution of unknown parameters for given data and model. Due to the curse of dimensionality, it becomes difficult for high-dimensional problems, especially when multiple modes exist.…
This paper studies sample average approximation (SAA) in solving convex or strongly convex stochastic programming (SP) problems. In estimating SAA's sample efficiency, the state-of-the-art sample complexity bounds entail metric entropy…
We study time-uniform statistical inference for parameters in stochastic approximation (SA), which encompasses a bunch of applications in optimization and machine learning. To that end, we analyze the almost-sure convergence rates of the…
Miscalibration in Large Language Models (LLMs) undermines their reliability, highlighting the need for accurate confidence estimation. We introduce CCPS (Calibrating LLM Confidence by Probing Perturbed Representation Stability), a novel…
Semantic segmentation networks (SSNs) are central to safety-critical applications such as medical imaging and autonomous driving, where robustness under uncertainty is essential. However, existing probabilistic verification methods often…
We describe a general technique that yields the first {\em Statistical Query lower bounds} for a range of fundamental high-dimensional learning problems involving Gaussian distributions. Our main results are for the problems of (1) learning…
We use the Sum of Squares method to develop new efficient algorithms for learning well-separated mixtures of Gaussians and robust mean estimation, both in high dimensions, that substantially improve upon the statistical guarantees achieved…
We propose a robust optimization approach for constructing confidence bands for stochastic processes using a finite number of simulated sample paths. Our approach can be used to quantify uncertainty in realizations of stochastic processes…
We investigate the theoretical performances of the Partial Least Square (PLS) algorithm in a high dimensional context. We provide upper bounds on the risk in prediction for the statistical linear model when considering the PLS estimator.…
Compressed sensing typically deals with the estimation of a system input from its noise-corrupted linear measurements, where the number of measurements is smaller than the number of input components. The performance of the estimation…