Related papers: Lower Bounds for Convexity Testing
Black-box variational inference is widely used in situations where there is no proof that its stochastic optimization succeeds. We suggest this is due to a theoretical gap in existing stochastic optimization proofs: namely the challenge of…
Black-box safety evaluation of AI systems assumes model behavior on test distributions reliably predicts deployment performance. We formalize and challenge this assumption through latent context-conditioned policies -- models whose outputs…
We show that there exist properties that are maximally hard for testing, while still admitting PCPPs with a proof size very close to linear. Specifically, for every fixed $\ell$, we construct a property…
We study property testing in the subcube conditional model introduced by Bhattacharyya and Chakraborty (2017). We obtain the first equivalence test for $n$-dimensional distributions that is quasi-linear in $n$, improving the previously…
We study a convex resource allocation problem in which lower and upper bounds are imposed on partial sums of allocations. This model is linked to a large range of applications, including production planning, speed optimization, stratified…
We consider sequential hypothesis testing between two quantum states using adaptive and non-adaptive strategies. In this setting, samples of an unknown state are requested sequentially and a decision to either continue or to accept one of…
We present an adaptive algorithm with one-sided error for the problem of junta testing for Boolean function under the challenging distribution-free setting, the query complexity of which is $\widetilde O(k)/\epsilon$. This improves the…
The geometric problem of estimating an unknown compact convex set from evaluations of its support function arises in a range of scientific and engineering applications. Traditional approaches typically rely on estimators that minimize the…
We give a simplified and improved lower bound for the simplex range reporting problem. We show that given a set $P$ of $n$ points in $\mathbb{R}^d$, any data structure that uses $S(n)$ space to answer such queries must have…
We consider the convolution model where i.i.d. random variables $X_i$ having unknown density $f$ are observed with additive i.i.d. noise, independent of the $X$'s. We assume that the density $f$ belongs to either a Sobolev class or a class…
We consider the basic problem of learning an unknown partition of $n$ elements into at most $k$ sets using simple queries that reveal information about a small subset of elements. Our starting point is the well-studied pairwise same-set…
We study the problem of sorting under incomplete information, when queries are used to resolve uncertainties. Each of $n$ data items has an unknown value, which is known to lie in a given interval. We can pay a query cost to learn the…
For safety-critical black-box optimization tasks, observations of the constraints and the objective are often noisy and available only for the feasible points. We propose an approach based on log barriers to find a local solution of a…
In decision-making problems under uncertainty, probabilistic constraints are a valuable tool to express safety of decisions. They result from taking the probability measure of a given set of random inequalities depending on the decision…
We develop a new technique for proving distribution testing lower bounds for properties defined by inequalities involving the bin probabilities of the distribution in question. Using this technique we obtain new lower bounds for…
The adaptive regularization algorithm for unconstrained nonconvex optimization was shown in Nesterov and Polyak (2006) and Cartis, Gould and Toint (2011) to require, under standard assumptions, at most $\mathcal{O}(\epsilon^{3/(3-q)})$…
Let $\mathbf{X} = (X_i)_{1\leq i \leq n}$ be an i.i.d. sample of square-integrable variables in $\mathbb{R}^d$, \GB{with common expectation $\mu$ and covariance matrix $\Sigma$, both unknown.} We consider the problem of testing if $\mu$ is…
The Matrix Spencer Conjecture asks whether given $n$ symmetric matrices in $\mathbb{R}^{n \times n}$ with eigenvalues in $[-1,1]$ one can always find signs so that their signed sum has singular values bounded by $O(\sqrt{n})$. The standard…
We study the problem of estimating the number of defective items $d$ within a pile of $n$ elements up to a multiplicative factor of $\Delta>1$, using deterministic group testing algorithms. We bring lower and upper bounds on the number of…
The group testing problem consists of determining a small set of defective items from a larger set of items based on a number of tests, and is relevant in applications such as medical testing, communication protocols, pattern matching, and…