Related papers: The Structure of Extremal Bad Science Matrices

Let $A$ be a maximal abelian subalgebra (MASA) in a \II1 factor $M$. Sorin Popa introduced an analytic condition that can be used to identify the normalizing algebra of $A$ in $M$ and which we call \emph{the relative weak asymptotic…

We present an algorithm for the statistical learning setting with a bounded exp-concave loss in $d$ dimensions that obtains excess risk $O(d \log(1/\delta)/n)$ with probability at least $1 - \delta$. The core technique is to boost the…

We consider in this paper the problem of optimal experiment design where a decision maker can choose which points to sample to obtain an estimate $\hat{\beta}$ of the hidden parameter $\beta^{\star}$ of an underlying linear model. The key…

A well-known conjecture states that a random symmetric $n \times n$ matrix with entries in $\{-1,1\}$ is singular with probability $\Theta\big( n^2 2^{-n} \big)$. In this paper we prove that the probability of this event is at most…

Let $\| A \|_{\max} := \max_{i,j} |A_{i,j}|$ denote the maximum magnitude of entries of a given matrix $A$. In this paper we show that $$\max \left\{ \|U_r \|_{\max},\|V_r\|_{\max} \right\} \le \frac{(Cr)^{6r}}{\sqrt{N}},$$ where $U_r$ and…

Finding the $r\times r$ submatrix of maximum volume of a matrix $A\in\mathbb R^{n\times n}$ is an NP hard problem that arises in a variety of applications. We propose a new greedy algorithm of cost $\mathcal O(n)$, for the case $A$…

We introduce a novel concept of rank for subsets of finite metric spaces E^n_q (the set of all n-dimensional vectors over an alphabet of size q) equipped with the Hamming distance, where the rank R(A) of a subset A is defined as the number…

Given data generated by an observable stochastic process, we study how to construct statistically optimal decisions for general stochastic optimization problems. Our setting encompasses non-standard data structures, including data…

Consider the following class of learning schemes: $$\hat{\boldsymbol{\beta}} := \arg\min_{\boldsymbol{\beta}}\;\sum_{j=1}^n \ell(\boldsymbol{x}_j^\top\boldsymbol{\beta}; y_j) + \lambda R(\boldsymbol{\beta}),\qquad\qquad (1) $$ where…

A zero-one matrix $M$ is said to contain another zero-one matrix $A$ if we can delete some rows and columns of $M$ and replace some $1$-entries with $0$-entries such that the resulting matrix is $A$. The extremal number of $A$, denoted…

The block maxima (BM) approach in extreme value analysis fits a sample of block maxima to the Generalized Extreme Value (GEV) distribution. We consider all potential blocks from a sample, which leads to the All Block Maxima (ABM) estimator.…

We characterize the squared prediction risk of ensemble estimators obtained through subagging (subsample bootstrap aggregating) regularized M-estimators and construct a consistent estimator for the risk. Specifically, we consider a…

We consider the problem of computing a positive definite $p \times p$ inverse covariance matrix aka precision matrix $\theta=(\theta_{ij})$ which optimizes a regularized Gaussian maximum likelihood problem, with the elastic-net regularizer…

We prove limit theorems of an entirely new type for certain long memory regularly varying stationary infinitely divisible random processes. These theorems involve multiple phase transitions governed by how long the memory is. Apart from one…

We consider a class of production-inventory problems with box uncertainty sets from the seminal work of Ben-Tal et al. (2004) on linear decision rules in robust optimization. We prove that there always exists an optimal linear decision rule…

A randomized algorithm for computing a compressed representation of a given rank-structured matrix $A \in \mathbb{R}^{N\times N}$ is presented. The algorithm interacts with $A$ only through its action on vectors. Specifically, it draws two…

We establish large deviation formulas for linear statistics on the $N$ transmission eigenvalues $\{T_i\}$ of a chaotic cavity, in the framework of Random Matrix Theory. Given any linear statistics of interest $A=\sum_{i=1}^N a(T_i)$, the…

We show that every matrix $A \in \mathbb{R}^{n\times n}$ is at least $\delta$$\|A\|$-close to a real matrix $A+E \in \mathbb{R}^{n\times n}$ whose eigenvectors have condition number at most $\tilde{O}_{n}(\delta^{-1})$. In fact, we prove…

We study fundamental problems in linear algebra, such as finding a maximal linearly independent subset of rows or columns (a basis), solving linear regression, or computing a subspace embedding. For these problems, we consider input…

In this work we construct an optimal shrinkage estimator for the precision matrix in high dimensions. We consider the general asymptotics when the number of variables $p\rightarrow\infty$ and the sample size $n\rightarrow\infty$ so that…