相关论文: A fast algorithm with minimax optimal guarantees f…

The minimax risk is often considered as a gold standard against which we can compare specific statistical procedures. Nevertheless, as has been observed recently in robust and heavy-tailed estimation problems, the inherent reduction of the…

In this paper we describe a new algorithm called Fast Adaptive Sequencing Technique (FAST) for maximizing a monotone submodular function under a cardinality constraint $k$ whose approximation ratio is arbitrarily close to $1-1/e$, is…

This paper describes a flexible framework for generalized low-rank tensor estimation problems that includes many important instances arising from applications in computational imaging, genomics, and network analysis. The proposed estimator…

We develop two adaptive discretization algorithms for convex semi-infinite optimization, which terminate after finitely many iterations at approximate solutions of arbitrary precision. In particular, they terminate at a feasible point of…

We consider the problem of global optimization of an unknown non-convex smooth function with zeroth-order feedback. In this setup, an algorithm is allowed to adaptively query the underlying function at different locations and receives noisy…

The minimax theory for estimating linear functionals is extended to the case of a finite union of convex parameter spaces. Upper and lower bounds for the minimax risk can still be described in terms of a modulus of continuity. However in…

This paper proposes a new methodology to study sequential corpora by implementing a two-stage algorithm that learns time-based topics with respect to a scale of document positions and introduces the concept of Topic Scaling which ranks…

The task of inferring logical formulas from examples has garnered significant attention as a means to assist engineers in creating formal specifications used in the design, synthesis, and verification of computing systems. Among various…

In multiobjective optimization, the result of an optimization algorithm is a set of efficient solutions from which the decision maker selects one. It is common that not all the efficient solutions can be computed in a short time and the…

As the emergence and the thriving development of social networks, a huge number of short texts are accumulated and need to be processed. Inferring latent topics of collected short texts is useful for understanding its hidden structure and…

Estimating linear, mean-square continuous functionals is a pivotal challenge in statistics. In high-dimensional contexts, this estimation is often performed under the assumption of exact model sparsity, meaning that only a small number of…

In adaptive data analysis, the user makes a sequence of queries on the data, where at each step the choice of query may depend on the results in previous steps. The releases are often randomized in order to reduce overfitting for such…

In this paper we propose a variant of the linear least squares model allowing practitioners to partition the input features into groups of variables that they require to contribute similarly to the final result. The output allows…

We study algorithms for online linear optimization in Hilbert spaces, focusing on the case where the player is unconstrained. We develop a novel characterization of a large class of minimax algorithms, recovering, and even improving,…

We consider a linear model where the coefficients - intercept and slopes - are random with a law in a nonparametric class and independent from the regressors. Identification often requires the regressors to have a support which is the whole…

Modern large-scale statistical models require to estimate thousands to millions of parameters. This is often accomplished by iterative algorithms such as gradient descent, projected gradient descent or their accelerated versions. What are…

The growing need to analyze large collections of documents has led to great developments in topic modeling. Since documents are frequently associated with other related variables, such as labels or ratings, much interest has been placed on…

We consider the best arm identification problem, where the goal is to identify the arm with the highest mean reward from a set of $K$ arms under a limited sampling budget. This problem models many practical scenarios such as A/B testing. We…

We study the problem of estimating an unknown deterministic signal that is observed through an unknown deterministic data matrix under additive noise. In particular, we present a minimax optimization framework to the least squares problems,…

Max-affine regression refers to a model where the unknown regression function is modeled as a maximum of $k$ unknown affine functions for a fixed $k \geq 1$. This generalizes linear regression and (real) phase retrieval, and is closely…