相关论文: The sharp square function estimate with matrix wei…

Thanks to its solid theoretical foundation, the SHAP framework is arguably one the most widely utilized frameworks for local explainability of ML models. Despite its popularity, its exact computation is known to be very challenging, proven…

Using the Calder\'on-Zygmund decomposition, we give a novel and simple proof that $L^2$ bounded dyadic shifts admit a domination by positive sparse forms with linear growth in the complexity of the shift. Our estimate, coupled with…

In this note we give the formula for the Bellman function associated with the problem considered by B. Davis in \cite{Davis} in 1976. In this article the estimates of the type $\|Sf\|_p \le C_p \|f\|_p$, $p\ge 2$, were considered for the…

We obtain new two-sided norm estimates for the family of Bergman-type projections arising from the standard weights $(1-|z|^2)^{\alpha}$ where $\alpha>-1$. As $\alpha\to -1$, the lower bound is sharp in the sense that it asymptotically…

In this paper we study the problem of finding the best approximation of a real square matrix by a matrix that can be represented as the square of a real, skew-symmetric matrix. This problem is important in the design of robust numerical…

We consider a family of spherically symmetric, asymptotically Euclidean manifolds with two trapped sets, one which is unstable and one which is semi-stable. The phase space structure is that of an inflection transmission set. We prove a…

We compute the sum over flat surfaces of disc topology with arbitrary number of conical singularities. To that end, we explore and generalize a specific case of the matrix model of dually weighted graphs (DWG) proposed and solved by one of…

Consider an open set $\mathbb{D}\subseteq\mathbb{R}^n$, equipped with a probability measure $\mu$. An important characteristic of a smooth function $f:\mathbb{D}\rightarrow\mathbb{R}$ is its \emph{second-moment matrix} $\Sigma_{\mu}:=\int…

We study convex empirical risk minimization for high-dimensional inference in binary models. Our first result sharply predicts the statistical performance of such estimators in the linear asymptotic regime under isotropic Gaussian features.…

In adaptive importance sampling, and other contexts, we have $K>1$ unbiased and uncorrelated estimates $\hat\mu_k$ of a common quantity $\mu$. The optimal unbiased linear combination weights them inversely to their variances but those…

In this paper we establish square-function estimates on the double and single layer potentials for divergence-form elliptic operators, of arbitrary even order 2m, with variable t-independent coefficients in the upper half-space. This…

Weighted quadratic estimates are proved for certain bisectorial firstorder differential operators with bounded measurable coefficients which are (not necessarily pointwise) accretive, on complete manifolds with positive injectivity radius.…

We study causal effect estimation from a mixture of observational and interventional data in a confounded linear regression model with multivariate treatments. We show that the statistical efficiency in terms of expected squared error can…

We study estimation of a multivariate function $f:\mathbf{R}^d\to\mathbf{R}$ when the observations are available from the function $Af$, where $A$ is a known linear operator. Both the Gaussian white noise model and density estimation are…

Matrix completion tackles the task of predicting missing values in a low-rank matrix based on a sparse set of observed entries. It is often assumed that the observation pattern is generated uniformly at random or has a very specific…

We prove a connection between Schmidt-rank and weight of quadratic forms. This provides a new tool for the classification of graph states based on entanglement. Our main tool arises from a reformulation of previously known results…

We outline an approach to obtain direct $L^2$ estimates not requiring interpolation for so-called linearized partial sums operators associated with expansions in Walsh functions. We focus specifically on a simpler case of dyadic partial…

In this paper, we further develop the approach, originating in [14 (arXiv:1311.6765),20 (arXiv:1604.02576)], to "computation-friendly" hypothesis testing and statistical estimation via Convex Programming. Specifically, we focus on…

We introduce a directed, weighted random graph model, where the edge-weights are independent and beta-distributed with parameters depending on their endpoints. We will show that the row- and column-sums of the transformed edge-weight matrix…

We observe $(X_i,Y_i)_{i=1}^n$ where the $Y_i$'s are real valued outputs and the $X_i$'s are $m\times T$ matrices. We observe a new entry $X$ and we want to predict the output $Y$ associated with it. We focus on the high-dimensional…