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This paper presents a tractable algorithm for estimating an unknown Lipschitz function from noisy observations and establishes an upper bound on its convergence rate. The approach extends max-affine methods from convex shape-restricted…

Machine Learning · Statistics 2025-11-20 Gábor Balázs

We consider the problems of \emph{learning} and \emph{testing} real-valued convex functions over Gaussian space. Despite the extensive study of function convexity across mathematics, statistics, and computer science, its learnability and…

Data Structures and Algorithms · Computer Science 2025-11-17 Renato Ferreira Pinto , Cassandra Marcussen , Elchanan Mossel , Shivam Nadimpalli

We study a minimax risk of estimating inverse functions on a plane, while keeping an estimator is also invertible. Learning invertibility from data and exploiting an invertible estimator are used in many domains, such as statistics,…

Statistics Theory · Mathematics 2023-12-27 Akifumi Okuno , Masaaki Imaizumi

This work studies the computational aspects of multivariate convex regression in dimensions $d \ge 5$. Our results include the \emph{first} estimators that are minimax optimal (up to logarithmic factors) with polynomial runtime in the…

Statistics Theory · Mathematics 2025-12-30 Gil Kur , Eli Putterman

Operator learning, the approximation of mappings between infinite-dimensional function spaces using machine learning, has gained increasing research attention in recent years. Approximate operators, learned from data, can serve as efficient…

Machine Learning · Computer Science 2025-06-27 Ben Adcock , Michael Griebel , Gregor Maier

Potential functions in highly pertinent applications, such as deep learning in over-parameterized regime, are empirically observed to admit non-isolated minima. To understand the convergence behavior of stochastic dynamics in such…

Machine Learning · Computer Science 2025-02-18 Yun Gong , Zebang Shen , Niao He

We study properties of ridge functions $f(x)=g(a\cdot x)$ in high dimensions $d$ from the viewpoint of approximation theory. The considered function classes consist of ridge functions such that the profile $g$ is a member of a univariate…

Numerical Analysis · Mathematics 2013-11-11 Sebastian Mayer , Tino Ullrich , Jan Vybiral

We study the approximation of arbitrary distributions $P$ on $d$-dimensional space by distributions with log-concave density. Approximation means minimizing a Kullback--Leibler-type functional. We show that such an approximation exists if…

Statistics Theory · Mathematics 2011-10-17 Lutz Duembgen , Richard Samworth , Dominic Schuhmacher

We provide full theoretical guarantees for the convergence behaviour of diffusion-based generative models under the assumption of strongly log-concave data distributions while our approximating class of functions used for score estimation…

Machine Learning · Computer Science 2025-02-18 Stefano Bruno , Ying Zhang , Dong-Young Lim , Ömer Deniz Akyildiz , Sotirios Sabanis

In this article we consider sampling from log concave distributions in Hamiltonian setting, without assuming that the objective gradient is globally Lipschitz. We propose two algorithms based on monotone polygonal (tamed) Euler schemes, to…

Probability · Mathematics 2023-01-20 Tim Johnston , Iosif Lytras , Sotirios Sabanis

We study a family of sparse estimators defined as minimizers of some empirical Lipschitz loss function -- which include the hinge loss, the logistic loss and the quantile regression loss -- with a convex, sparse or group-sparse…

Machine Learning · Statistics 2021-09-23 Antoine Dedieu

Potential functions in highly pertinent applications, such as deep learning in over-parameterized regime, are empirically observed to admit non-isolated minima. To understand the convergence behavior of stochastic dynamics in such…

Probability · Mathematics 2025-02-20 Yun Gong , Niao He , Zebang Shen

The estimation of a log-concave density on $\mathbb{R}^d$ represents a central problem in the area of nonparametric inference under shape constraints. In this paper, we study the performance of log-concave density estimators with respect to…

Statistics Theory · Mathematics 2015-09-29 Arlene K. H. Kim , Richard J. Samworth

Under the usual nonparametric regression model with Gaussian errors, Least Squares Estimators (LSEs) over natural subclasses of convex functions are shown to be suboptimal for estimating a $d$-dimensional convex function in squared error…

Statistics Theory · Mathematics 2024-09-05 Gil Kur , Fuchang Gao , Adityanand Guntuboyina , Bodhisattva Sen

We present a framework for performing efficient regression in general metric spaces. Roughly speaking, our regressor predicts the value at a new point by computing a Lipschitz extension --- the smoothest function consistent with the…

Machine Learning · Computer Science 2017-04-25 Lee-Ad Gottlieb , Aryeh Kontorovich , Robert Krauthgamer

We investigate the stochastic optimization problem of minimizing population risk, where the loss defining the risk is assumed to be weakly convex. Compositions of Lipschitz convex functions with smooth maps are the primary examples of such…

Optimization and Control · Mathematics 2018-12-19 Damek Davis , Dmitriy Drusvyatskiy

We study the least squares regression function estimator over the class of real-valued functions on $[0,1]^d$ that are increasing in each coordinate. For uniformly bounded signals and with a fixed, cubic lattice design, we establish that…

Statistics Theory · Mathematics 2017-09-01 Qiyang Han , Tengyao Wang , Sabyasachi Chatterjee , Richard J. Samworth

We perform the first tight convergence analysis of the gradient method with varying step sizes when applied to smooth hypoconvex (weakly convex) functions. Hypoconvex functions are smooth nonconvex functions whose curvature is bounded and…

Optimization and Control · Mathematics 2022-06-22 Teodor Rotaru , François Glineur , Panagiotis Patrinos

We propose a single time-scale stochastic subgradient method for constrained optimization of a composition of several nonsmooth and nonconvex functions. The functions are assumed to be locally Lipschitz and differentiable in a generalized…

Optimization and Control · Mathematics 2020-12-22 Andrzej Ruszczynski

We estimate convex polytopes and general convex sets in $\mathbb R^d,d\geq 2$ in the regression framework. We measure the risk of our estimators using a $L^1$-type loss function and prove upper bounds on these risks. We show that, in the…

Statistics Theory · Mathematics 2012-11-16 Victor-Emmanuel Brunel
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