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We introduce and initiate the study of new parameters associated with any norm and any log-concave measure on $\mathbb R^n$, which provide sharp distributional inequalities. In the Gaussian context this investigation sheds light to the…
In the classical setting of self-selection, the goal is to learn $k$ models, simultaneously from observations $(x^{(i)}, y^{(i)})$ where $y^{(i)}$ is the output of one of $k$ underlying models on input $x^{(i)}$. In contrast to mixture…
We study the fundamental task of estimating the median of an underlying distribution from a finite number of samples, under pure differential privacy constraints. We focus on distributions satisfying the minimal assumption that they have a…
We consider the Bayesian approach to the linear Gaussian inference problem of inferring the initial condition of a linear dynamical system from noisy output measurements taken after the initial time. In practical applications, the large…
The aim of this paper is to describe new statistical methods for determination of the correlations among and distributions of physical parameters from a multivariate data with general and arbitrary truncations and selection biases. These…
Motivated by the increasing use of and rapid changes in array technologies, we consider the prediction problem of fitting a linear regression relating a continuous outcome $Y$ to a large number of covariates $\mathbf {X}$, for example,…
Spreading processes on graphs arise in a host of application domains, from the study of online social networks to viral marketing to epidemiology. Various discrete-time probabilistic models for spreading processes have been proposed. These…
We investigate the statistical properties of Temporal Difference (TD) learning with Polyak-Ruppert averaging, arguably one of the most widely used algorithms in reinforcement learning, for the task of estimating the parameters of the…
Given data drawn from a mixture of multivariate Gaussians, a basic problem is to accurately estimate the mixture parameters. We give an algorithm for this problem that has a running time, and data requirement polynomial in the dimension and…
We investigate stochastic combinatorial semi-bandits, where the entire joint distribution of outcomes impacts the complexity of the problem instance (unlike in the standard bandits). Typical distributions considered depend on specific…
In this paper, we present the discrete-time unbiased extremum seeking (ES) algorithm for n-dimensional (nD) static quadratic maps in the presence of unknown time-varying measurement delays bounded by known constants which can be large. The…
We study distribution-free property testing and learning problems where the unknown probability distribution is a product distribution over $\mathbb{R}^d$. For many important classes of functions, such as intersections of halfspaces,…
Makespan scheduling on identical machines is one of the most basic and fundamental packing problems studied in the discrete optimization literature. It asks for an assignment of $n$ jobs to a set of $m$ identical machines that minimizes the…
Stochastic gradient descent (SGD) and projected stochastic gradient descent (PSGD) are scalable algorithms to compute model parameters in unconstrained and constrained optimization problems. In comparison with SGD, PSGD forces its iterative…
We show that for a number of parameterized problems for which only $2^{O(k)} n^{O(1)}$ time algorithms are known on general graphs, subexponential parameterized algorithms with running time $2^{O(k^{1-\frac{1}{1+\delta}} \log^2 k)}…
We study optimal transport between two high-dimensional distributions $\mu,\nu$ in $R^n$ from an algorithmic perspective: given $x \sim \mu$, find a close $y \sim \nu$ in $poly(n)$ time, where $n$ is the dimension of $x,y$. Thus, running…
We study the problem of estimating the best B term Fourier representation for a given frequency-sparse signal (i.e., vector) $\textbf{A}$ of length $N \gg B$. More explicitly, we investigate how to deterministically identify B of the…
Differential equations are pivotal in modeling and understanding the dynamics of various systems, offering insights into their future states through parameter estimation fitted to time series data. In fields such as economy, politics, and…
Nonparametric regression for massive numbers of samples (n) and features (p) is an increasingly important problem. In big n settings, a common strategy is to partition the feature space, and then separately apply simple models to each…
A new algorithm named EXPected Similarity Estimation (EXPoSE) was recently proposed to solve the problem of large-scale anomaly detection. It is a non-parametric and distribution free kernel method based on the Hilbert space embedding of…