Related papers: Learning Mixture Models via Efficient High-dimensi…
In several applications, input samples are more naturally represented in terms of similarities between each other, rather than in terms of feature vectors. In these settings, machine-learning algorithms can become very computationally…
We provide statistical learning guarantees for two unsupervised learning tasks in the context of compressive statistical learning, a general framework for resource-efficient large-scale learning that we introduced in a companion paper.The…
We propose a residual randomization procedure designed for robust Lasso-based inference in the high-dimensional setting. Compared to earlier work that focuses on sub-Gaussian errors, the proposed procedure is designed to work robustly in…
In learning theory, a standard assumption is that the data is generated from a finite mixture model. But what happens when the number of components is not known in advance? The problem of estimating the number of components, also called…
In high-dimensional statistics, the Lasso is a cornerstone method for simultaneous variable selection and parameter estimation. However, its reliance on the squared loss function renders it highly sensitive to outliers and heavy-tailed…
We study the problem of partitioning a small sample of $n$ individuals from a mixture of $k$ product distributions over a Boolean cube $\{0, 1\}^K$ according to their distributions. Each distribution is described by a vector of allele…
In large-scale few-shot learning for classification problems, often there are a large number of classes and few high-dimensional observations per class. Previous model-based methods, such as Fisher's linear discriminant analysis (LDA),…
We consider the problem of learning high dimensional polynomial transformations of Gaussians. Given samples of the form $p(x)$, where $x\sim N(0, \mathrm{Id}_r)$ is hidden and $p: \mathbb{R}^r \to \mathbb{R}^d$ is a function where every…
Heavy-tailed noise is pervasive in modern machine learning applications, arising from data heterogeneity, outliers, and non-stationary stochastic environments. While second-order methods can significantly accelerate convergence in…
The theory of Bayesian learning incorporates the use of Student-t Processes to model heavy-tailed distributions and datasets with outliers. However, despite Student-t Processes having a similar computational complexity as Gaussian…
A simple model to study subspace clustering is the high-dimensional $k$-Gaussian mixture model where the cluster means are sparse vectors. Here we provide an exact asymptotic characterization of the statistically optimal reconstruction…
We present the first sample-optimal sublinear time algorithms for the sparse Discrete Fourier Transform over a two-dimensional sqrt{n} x sqrt{n} grid. Our algorithms are analyzed for /average case/ signals. For signals whose spectrum is…
Recently, a number of mostly $\ell_1$-norm regularized least squares type deterministic algorithms have been proposed to address the problem of \emph{sparse} adaptive signal estimation and system identification. From a Bayesian perspective,…
We give a polynomial-time algorithm for the problem of robustly estimating a mixture of $k$ arbitrary Gaussians in $\mathbb{R}^d$, for any fixed $k$, in the presence of a constant fraction of arbitrary corruptions. This resolves the main…
Clustering, a fundamental activity in unsupervised learning, is notoriously difficult when the feature space is high-dimensional. Fortunately, in many realistic scenarios, only a handful of features are relevant in distinguishing clusters.…
Learning well-separated features in high-dimensional spaces, such as text or image embeddings, is crucial for many machine learning applications. Achieving such separation can be effectively accomplished through the dispersion of…
In this paper we propose a mixture model, SparseMix, for clustering of sparse high dimensional binary data, which connects model-based with centroid-based clustering. Every group is described by a representative and a probability…
Probabilistic clustering models (or equivalently, mixture models) are basic building blocks in countless statistical models and involve latent random variables over discrete spaces. For these models, posterior inference methods can be…
In this paper, we develop a finite mixture of convolutional distributions, a statistical model to analyze continuous data distributed approximately on a mixture of low-dimensional affine subspaces. The observations are assumed independent…
Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In this paper, we study an alternative class of algorithms…