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Estimation and prediction problems for dense signals are often framed in terms of minimax problems over highly symmetric parameter spaces. In this paper, we study minimax problems over l2-balls for high-dimensional linear models with…

Statistics Theory · Mathematics 2012-03-22 Lee Dicker

We describe a four-level hierarchy mapping both all discrete estimation problems and all estimators on these problems, such that the hierarchy describes each estimator's consistency guarantees on each problem class. We show that no…

Statistics Theory · Mathematics 2019-09-13 Michael Brand , Thomas Hendrey

This paper proposes a tractable family of remainder-form mixed-monotone decomposition functions that are useful for over-approximating the image set of nonlinear mappings in reachability and estimation problems. Our approach applies to a…

Optimization and Control · Mathematics 2024-06-25 Mohammad Khajenejad , Sze Zheng Yong

We consider the problems of classification and intrinsic dimension estimation on image data. A new subspace based classifier is proposed for supervised classification or intrinsic dimension estimation. The distribution of the data in each…

Computer Vision and Pattern Recognition · Computer Science 2020-02-11 Liang Liao , Stephen John Maybank

In the nonparametric Gaussian sequence space model an $\ell^2$-confidence ball $C_n$ is constructed that adapts to unknown smoothness and Sobolev-norm of the infinite-dimensional parameter to be estimated. The confidence ball has exact and…

Statistics Theory · Mathematics 2015-07-10 Richard Nickl , Botond Szabó

A halfspace is a function $f\colon\{-1,1\}^n \rightarrow \{0,1\}$ of the form $f(x)=\mathbb{1}(a\cdot x>t)$, where $\sum_i a_i^2=1$. We show that if $f$ is a halfspace with $\mathbb{E}[f]=\epsilon$ and $a'=\max_i |a_i|$, then the degree-1…

Combinatorics · Mathematics 2019-09-26 Nathan Keller , Ohad Klein

This paper establishes a nearly optimal algorithm for estimating the frequencies and amplitudes of a mixture of sinusoids from noisy equispaced samples. We derive our algorithm by viewing line spectral estimation as a sparse recovery…

Information Theory · Computer Science 2013-04-02 Gongguo Tang , Badri Narayan Bhaskar , Benjamin Recht

We provide an algorithm for properly learning mixtures of two single-dimensional Gaussians without any separability assumptions. Given $\tilde{O}(1/\varepsilon^2)$ samples from an unknown mixture, our algorithm outputs a mixture that is…

Data Structures and Algorithms · Computer Science 2014-05-20 Constantinos Daskalakis , Gautam Kamath

Given $n$ i.i.d. observations, we study the problem of estimating the spectrum of weighted Laplace operators of the form $\Delta_f=\Delta + \alpha \nabla \log f\cdot \nabla$, where $f$ is a positive probability density on a known compact…

Statistics Theory · Mathematics 2025-12-01 Yann Chaubet , Vincent Divol

Deep neural networks (NNs) are powerful black box predictors that have recently achieved impressive performance on a wide spectrum of tasks. Quantifying predictive uncertainty in NNs is a challenging and yet unsolved problem. Bayesian NNs,…

Machine Learning · Statistics 2017-11-07 Balaji Lakshminarayanan , Alexander Pritzel , Charles Blundell

In many applications data are measured or defined on a spherical manifold; spherical harmonic transforms are then required to access the frequency content of the data. We derive algorithms to perform forward and inverse spin spherical…

Astrophysics · Physics 2011-10-28 J. D. McEwen

We consider the problem of computing a $k$-sparse approximation to the Fourier transform of a length $N$ signal. Our main result is a randomized algorithm for computing such an approximation (i.e. achieving the $\ell_2/\ell_2$ sparse…

Data Structures and Algorithms · Computer Science 2016-04-05 Michael Kapralov

We introduce a notion of tractability for ill-posed operator equations in Hilbert space. For such operator equations the asymptotics of the best possible rate of reconstruction in terms of the underlying noise level is known in many cases.…

Numerical Analysis · Mathematics 2024-05-07 Peter Mathé , Bernd Hofmann

We derive an (almost) guaranteed upper bound on the error of deep neural networks under distribution shift using unlabeled test data. Prior methods either give bounds that are vacuous in practice or give estimates that are accurate on…

Machine Learning · Statistics 2023-06-02 Elan Rosenfeld , Saurabh Garg

The task of the binary classification problem is to determine which of two distributions has generated a length-$n$ test sequence. The two distributions are unknown; two training sequences of length $N$, one from each distribution, are…

Information Theory · Computer Science 2016-04-18 Dayu Huang , Sean Meyn

The Multi-Reference Alignment (MRA) problem aims at the recovery of an unknown signal from repeated observations under the latent action of a group of cyclic isometries, in the presence of additive noise of high intensity $\sigma$. It is a…

Statistics Theory · Mathematics 2023-12-14 Subhro Ghosh , Soumendu Sundar Mukherjee , Jing Bin Pan

We consider the problem of estimating the support size of a discrete distribution whose minimum non-zero mass is at least $ \frac{1}{k}$. Under the independent sampling model, we show that the sample complexity, i.e., the minimal sample…

Statistics Theory · Mathematics 2016-12-13 Yihong Wu , Pengkun Yang

Existing guarantees for algorithms sampling from nonlogconcave measures on $\mathbb{R}^d$ are generally inexplicit or unscalable. Even for the class of measures with logdensities that have bounded Hessians and are strongly concave outside a…

Computation · Statistics 2025-05-27 Martin Chak

Given an undirected and connected graph $G$ on $T$ vertices, suppose each vertex $t$ has a latent signal $x_t \in \mathbb{R}^n$ associated to it. Given partial linear measurements of the signals, for a potentially small subset of the…

Statistics Theory · Mathematics 2025-06-04 Hemant Tyagi

Sofic shifts are symbolic dynamical systems defined by the set of bi-infinite sequences on an edge-labeled directed graph, called a presentation. We study the computational complexity of an array of natural decision problems about…

Computational Complexity · Computer Science 2022-09-29 Justin Cai , Rafael Frongillo