Related papers: PTF Testing Lower Bounds for Non-Gaussian Componen…
Commonly used in computer vision and other applications, robust PCA represents an algorithmic attempt to reduce the sensitivity of classical PCA to outliers. The basic idea is to learn a decomposition of some data matrix of interest into…
Many high-dimensional statistical inference problems are believed to possess inherent computational hardness. Various frameworks have been proposed to give rigorous evidence for such hardness, including lower bounds against restricted…
For a property $P$ and a sub-property $P'$, we say that $P$ is $P'$-partially testable with $q$ queries if there exists an algorithm that distinguishes, with high probability, inputs in $P'$ from inputs $\epsilon$-far from $P$ by using $q$…
We show strong (and surprisingly simple) lower bounds for weakly learning intersections of halfspaces in the improper setting. Strikingly little is known about this problem. For instance, it is not even known if there is a polynomial-time…
Distributed algorithms and theories are called for in this era of big data. Under weaker local signal-to-noise ratios, we improve upon the celebrated one-round distributed principal component analysis (PCA) algorithm designed in the spirit…
We design new polynomials for representing threshold functions in three different regimes: probabilistic polynomials of low degree, which need far less randomness than previous constructions, polynomial threshold functions (PTFs) with…
In the past decade, sparse principal component analysis has emerged as an archetypal problem for illustrating statistical-computational tradeoffs. This trend has largely been driven by a line of research aiming to characterize the…
We prove lower bounds on the error of any estimator for the mean of a real probability distribution under the knowledge that the distribution belongs to a given set. We apply these lower bounds both to parametric and nonparametric…
Principal component analysis (PCA) is a widely used dimension reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have…
This paper delivers improved theoretical guarantees for the convex programming approach in low-rank matrix estimation, in the presence of (1) random noise, (2) gross sparse outliers, and (3) missing data. This problem, often dubbed as…
We consider the problem of detecting a small subset of defective items from a large set via non-adaptive "random pooling" group tests. We consider both the case when the measurements are noiseless, and the case when the measurements are…
The study of multimodality has garnered significant interest in fields where the analysis of interactions among multiple information sources can enhance predictive modeling, data fusion, and interpretability. Partial information…
In this paper we present several heuristic algorithms, including a Genetic Algorithm (GA), for obtaining polynomial threshold function (PTF) representations of Boolean functions (BFs) with small number of monomials. We compare these among…
Principal components analysis (PCA) is a well-known technique for approximating a tabular data set by a low rank matrix. Here, we extend the idea of PCA to handle arbitrary data sets consisting of numerical, Boolean, categorical, ordinal,…
Physical phenomena are observed in many fields (sciences and engineering) and are often studied by time-consuming computer codes. These codes are analyzed with statistical models, often called emulators. In many situations, the physical…
We consider the problem of reducing the dimensions of parameters and data in non-Gaussian Bayesian inference problems. Our goal is to identify an "informed" subspace of the parameters and an "informative" subspace of the data so that a…
Signal processing in non-Gaussian noise environment is addressed in this paper. For many real-life situations, the additive noise process present in the system is found to be dominantly non-Gaussian. The problem of detection and estimation…
When measurements fall below or above a detection threshold, the resulting data are missing not at random (MNAR), posing challenges for statistical analysis. For example, in longitudinal biomarker studies, observations may be subject to…
This paper proposes an extension of principal component analysis for Gaussian process (GP) posteriors, denoted by GP-PCA. Since GP-PCA estimates a low-dimensional space of GP posteriors, it can be used for meta-learning, which is a…
We consider the stochastic optimization problem with smooth but not necessarily convex objectives in the heavy-tailed noise regime, where the stochastic gradient's noise is assumed to have bounded $p$th moment ($p\in(1,2]$). Zhang et al.…