Related papers: Minimax testing in a statistical inverse problem w…
Proximal operations are among the most common primitives appearing in both practical and theoretical (or high-level) optimization methods. This basic operation typically consists in solving an intermediary (hopefully simpler) optimization…
We study a class of degenerate diffusion generators that arise in sequential testing and quickest detection problems with partial information. The observation process is driven by $k$ independent Brownian motions, while the hidden state…
Hypothesis testing procedures are developed to assess linear operator constraints in function-on-scalar regression when incomplete functional responses are observed. The approach enables statistical inferences about the shape and other…
A decision rule is epsilon-minimax if it is minimax up to an additive factor epsilon. We present an algorithm for provably obtaining epsilon-minimax solutions for a class of statistical decision problems. In particular, we are interested in…
We consider the task of Gaussian mean testing, that is, of testing whether a high-dimensional vector perturbed by white noise has large magnitude, or is the zero vector. This question, originating from the signal processing community, has…
Machine learning models are vulnerable to adversarial examples: minor perturbations to input samples intended to deliberately cause misclassification. While an obvious security threat, adversarial examples yield as well insights about the…
A central topic in functional data analysis is how to design an optimaldecision rule, based on training samples, to classify a data function. We exploit the optimal classification problem when data functions are Gaussian processes. Sharp…
Shuffled regression and unlinked regression represent intriguing challenges that have garnered considerable attention in many fields, including but not limited to ecological regression, multi-target tracking problems, image denoising, etc.…
Heteroskedasticity testing in nonparametric regression is a classic statistical problem with important practical applications, yet fundamental limits are unknown. Adopting a minimax perspective, this article considers the testing problem in…
Optimal control under uncertainty is a prevailing challenge for many reasons. One of the critical difficulties lies in producing tractable solutions for the underlying stochastic optimization problem. We show how advanced approximate…
A minimax converse for the identification via channels is derived. By this converse, a general formula for the identification capacity, which coincides with the transmission capacity, is proved without the assumption of the strong converse…
In data-driven inverse optimization an observer aims to learn the preferences of an agent who solves a parametric optimization problem depending on an exogenous signal. Thus, the observer seeks the agent's objective function that best…
The Partial Area Under the ROC Curve (PAUC), typically including One-way Partial AUC (OPAUC) and Two-way Partial AUC (TPAUC), measures the average performance of a binary classifier within a specific false positive rate and/or true positive…
Lack-of-fit testing of a regression model with Berkson measurement error has not been discussed in the literature to date. To fill this void, we propose a class of tests based on minimized integrated square distances between a nonparametric…
Optimal estimation and inference for both the minimizer and minimum of a convex regression function under the white noise and nonparametric regression models are studied in a nonasymptotic local minimax framework, where the performance of a…
We consider the goodness-of-fit testing problem of distinguishing whether the data are drawn from a specified distribution, versus a composite alternative separated from the null in the total variation metric. In the discrete case, we…
We introduce two novel procedures to test the nullity of the slope function in the functional linear model with real output. The test statistics combine multiple testing ideas and random projections of the input data through functional…
We study the problem of detecting planted solutions in a random satisfiability formula. Adopting the formalism of hypothesis testing in statistical analysis, we describe the minimax optimal rates of detection. Our analysis relies on the…
We study a tandem of agents who make decisions about an underlying binary hypothesis, where the distribution of the agent observations under each hypothesis comes from an uncertainty class. We investigate both decentralized detection rules,…
Learning meaningful representations that maintain the content necessary for a particular task while filtering away detrimental variations is a problem of great interest in machine learning. In this paper, we tackle the problem of learning…