Related papers: On efficient robust regression with subquadratic s…

We study the $d$-dimensional knapsack problem. We are given a set of items, each with a $d$-dimensional cost vector and a profit, along with a $d$-dimensional budget vector. The goal is to select a set of items that do not exceed the budget…

We consider the detection problem of correlations in a $p$-dimensional Gaussian vector, when we observe $n$ independent, identically distributed random vectors, for $n$ and $p$ large. We assume that the covariance matrix varies in some…

We investigate robust linear regression where data may be contaminated by an oblivious adversary, i.e., an adversary than may know the data distribution but is otherwise oblivious to the realizations of the data samples. This model has been…

We develop a constructive approach to estimating sparse, high-dimensional linear regression models. The approach is a computational algorithm motivated from the KKT conditions for the $\ell_0$-penalized least squares solutions. It generates…

We revisit the sample and computational complexity of completing a rank-1 tensor in $\otimes_{i=1}^{N} \mathbb{R}^{d}$, given a uniformly sampled subset of its entries. We present a characterization of the problem (i.e. nonzero entries)…

In this work, we revisit the problem of estimating the mean and covariance of an unknown $d$-dimensional Gaussian distribution in the presence of an $\varepsilon$-fraction of adversarial outliers. The pioneering work of [DKK+16] gave a…

We provide a computationally and statistically efficient estimator for the classical problem of truncated linear regression, where the dependent variable $y = w^T x + \epsilon$ and its corresponding vector of covariates $x \in R^k$ are only…

In this paper we analyze a budgeted learning setting, in which the learner can only choose and observe a small subset of the attributes of each training example. We develop efficient algorithms for ridge and lasso linear regression, which…

We give a classical algorithm for linear regression analogous to the quantum matrix inversion algorithm [Harrow, Hassidim, and Lloyd, Physical Review Letters'09, arXiv:0811.3171] for low-rank matrices [Wossnig, Zhao, and Prakash, Physical…

It has recently been discovered that the conclusions of many highly influential econometrics studies can be overturned by removing a very small fraction of their samples (often less than $0.5\%$). These conclusions are typically based on…

We develop machinery to design efficiently computable and consistent estimators, achieving estimation error approaching zero as the number of observations grows, when facing an oblivious adversary that may corrupt responses in all but an…

There has been significant interest and progress recently in algorithms that solve regression problems involving tall and thin matrices in input sparsity time. These algorithms find shorter equivalent of a n*d matrix where n >> d, which…

Karger (STOC 1995) gave the first FPTAS for the network (un)reliability problem, setting in motion research over the next three decades that obtained increasingly faster running times, eventually leading to a $\tilde{O}(n^2)$-time algorithm…

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…

This paper introduces a simple principle for robust high-dimensional statistical inference via an appropriate shrinkage on the data. This widens the scope of high-dimensional techniques, reducing the moment conditions from sub-exponential…

Gaussian Process Regression is a well-known machine learning technique for which several quantum algorithms have been proposed. We show here that in a wide range of scenarios these algorithms show no exponential speedup. We achieve this by…

We develop adaptive estimation and inference methods for high-dimensional Gaussian copula regression that achieve the same performance without the knowledge of the marginal transformations as that for high-dimensional linear regression.…

We study the problem of list-decodable Gaussian mean estimation and the related problem of learning mixtures of separated spherical Gaussians. We develop a set of techniques that yield new efficient algorithms with significantly improved…

Statistical models can involve implicitly defined quantities, such as solutions to nonlinear ordinary differential equations (ODEs), that unavoidably need to be numerically approximated in order to evaluate the model. The approximation…

Here we revisit the classic problem of linear quadratic estimation, i.e. estimating the trajectory of a linear dynamical system from noisy measurements. The celebrated Kalman filter gives an optimal estimator when the measurement noise is…