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Related papers: Entangled Mean Estimation in High-Dimensions

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High-dimensional statistical inference deals with models in which the the number of parameters p is comparable to or larger than the sample size n. Since it is usually impossible to obtain consistent procedures unless $p/n\rightarrow0$, a…

Statistics Theory · Mathematics 2013-03-13 Sahand N. Negahban , Pradeep Ravikumar , Martin J. Wainwright , Bin Yu

Recent advances have revealed that the rate of convergence of the expected test error in deep supervised learning decays as a function of the intrinsic dimension and not the dimension $d$ of the input space. Existing literature defines this…

Machine Learning · Statistics 2024-12-16 Saptarshi Chakraborty , Peter L. Bartlett

We study the problem of {\em list-decodable mean estimation} for bounded covariance distributions. Specifically, we are given a set $T$ of points in $\mathbb{R}^d$ with the promise that an unknown $\alpha$-fraction of points in $T$, where…

Machine Learning · Computer Science 2020-06-23 Ilias Diakonikolas , Daniel M. Kane , Daniel Kongsgaard

We propose a non-parametric anomaly detection algorithm for high dimensional data. We score each datapoint by its average $K$-NN distance, and rank them accordingly. We then train limited complexity models to imitate these scores based on…

Machine Learning · Computer Science 2015-02-09 Jing Qian , Jonathan Root , Venkatesh Saligrama

Nowadays, massive datasets are typically dispersed across multiple locations, encountering dual challenges of high dimensionality and huge sample size. Therefore, it is necessary to explore sufficient dimension reduction (SDR) methods for…

Methodology · Statistics 2025-09-16 Hongying Li , Minyi Zhu , Yaqi Cao , Xinyi Xu

Aligning partially overlapping point sets where there is no prior information about the value of the transformation is a challenging problem in computer vision. To achieve this goal, we first reduce the objective of the robust point…

Computer Vision and Pattern Recognition · Computer Science 2020-07-07 Wei Lian , WangMeng Zuo , Lei Zhang

Federated learning (FL) is a distributed machine learning technique designed to preserve data privacy and security, and it has gained significant importance due to its broad range of applications. This paper addresses the problem of optimal…

Statistics Theory · Mathematics 2025-01-16 Tony Cai , Abhinav Chakraborty , Lasse Vuursteen

We propose a novel, efficient approach for distributed sparse learning in high-dimensions, where observations are randomly partitioned across machines. Computationally, at each round our method only requires the master machine to solve a…

Machine Learning · Statistics 2016-05-26 Jialei Wang , Mladen Kolar , Nathan Srebro , Tong Zhang

In this paper we derive the optimal linear shrinkage estimator for the high-dimensional mean vector using random matrix theory. The results are obtained under the assumption that both the dimension $p$ and the sample size $n$ tend to…

Statistics Theory · Mathematics 2018-07-17 Taras Bodnar , Ostap Okhrin , Nestor Parolya

Meta-learning synthesizes and leverages the knowledge from a given set of tasks to rapidly learn new tasks using very little data. Meta-learning of linear regression tasks, where the regressors lie in a low-dimensional subspace, is an…

Machine Learning · Computer Science 2021-05-19 Kiran Koshy Thekumparampil , Prateek Jain , Praneeth Netrapalli , Sewoong Oh

High-dimensional data is common in multiple areas, such as health care and genomics, where the number of features can be tens of thousands. In such scenarios, the large number of features often leads to inefficient learning. Constraint…

Machine Learning · Statistics 2023-06-13 Kartheek Bondugula , Santiago Mazuelas , Aritz Pérez

Motivated by the widely used geometric median-of-means estimator in machine learning, this paper studies statistical inference for ultrahigh dimensionality location parameter based on the sample spatial median under a general multivariate…

Methodology · Statistics 2023-01-10 Guanghui Cheng , Liuhua Peng , Changliang Zou

The real-life data have a complex and non-linear structure due to their nature. These non-linearities and the large number of features can usually cause problems such as the empty-space phenomenon and the well-known curse of dimensionality.…

Machine Learning · Computer Science 2025-03-13 Kadir Özçoban , Murat Manguoğlu , Emrullah Fatih Yetkin

Distributed estimation in the context of sensor networks is considered, where distributed agents are given a set of sensor measurements, and are tasked with estimating a target variable. A subset of sensors are assumed to be faulty. The…

Signal Processing · Electrical Eng. & Systems 2022-12-26 Marian Temprana Alonso , Farhad Shirani , S. Sitharama Iyengar

We study the problem of high-dimensional sparse mean estimation in the presence of an $\epsilon$-fraction of adversarial outliers. Prior work obtained sample and computationally efficient algorithms for this task for identity-covariance…

Data Structures and Algorithms · Computer Science 2024-07-08 Ilias Diakonikolas , Daniel M. Kane , Sushrut Karmalkar , Ankit Pensia , Thanasis Pittas

We consider the problem of distributedly estimating Gaussian processes in multi-agent frameworks. Each agent collects few measurements and aims to collaboratively reconstruct a common estimate based on all data. Agents are assumed with…

Multiagent Systems · Computer Science 2018-05-11 Gianluigi Pillonetto , Luca Schenato , Damiano Varagnolo

We propose a novel multi-dimensional integration algorithm using a machine learning (ML) technique. After training a ML regression model to mimic a target integrand, the regression model is used to evaluate an approximation of the integral.…

Computational Physics · Physics 2021-10-14 Boram Yoon

This paper addresses distributed parameter estimation in randomized one-hidden-layer neural networks. A group of agents sequentially receive measurements of an unknown parameter that is only partially observable to them. In this paper, we…

Systems and Control · Electrical Eng. & Systems 2020-03-23 Yinsong Wang , Shahin Shahrampour

We consider a design problem where experimental conditions (design points $X_i$) are presented in the form of a sequence of i.i.d.\ random variables, generated with an unknown probability measure $\mu$, and only a given proportion…

Methodology · Statistics 2020-08-05 Luc Pronzato , HaiYing Wang

We consider the problem of estimating the mean of a random vector based on $N$ independent, identically distributed observations. We prove the existence of an estimator that has a near-optimal error in all directions in which the variance…

Statistics Theory · Mathematics 2020-10-23 Gabor Lugosi , Shahar Mendelson
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