相关论文: Universality of regularized regression estimators …

Gaussian process ($GP$) regression is a widely used non-parametric modeling tool, but its cubic complexity in the training size limits its use on massive data sets. A practical remedy is to predict using only the nearest neighbours of each…

We establish risk bounds for Regularized Empirical Risk Minimizers (RERM) when the loss is Lipschitz and convex and the regularization function is a norm. In a first part, we obtain these results in the i.i.d. setup under subgaussian…

In this paper, we investigate seemingly unrelated regression (SUR) models that allow the number of equations (N) to be large, and to be comparable to the number of the observations in each equation (T). It is well known in the literature…

Robust statistical inference often faces a severe computational-statistical gap when dealing with complex parameter spaces. We investigate minimax signal detection in the Gaussian sequence model under strong $\epsilon$-contamination, where…

In the standard Gaussian linear measurement model $Y=X\mu_0+\xi \in \mathbb{R}^m$ with a fixed noise level $\sigma>0$, we consider the problem of estimating the unknown signal $\mu_0$ under a convex constraint $\mu_0 \in K$, where $K$ is a…

This manuscript considers the problem of learning a random Gaussian network function using a fully connected network with frozen intermediate layers and trainable readout layer. This problem can be seen as a natural generalization of the…

Graphical Gaussian models are popular tools for the estimation of (undirected) gene association networks from microarray data. A key issue when the number of variables greatly exceeds the number of samples is the estimation of the matrix of…

In this paper we present a general convex optimization approach for solving high-dimensional multiple response tensor regression problems under low-dimensional structural assumptions. We consider using convex and weakly decomposable…

We present a framework for the theoretical analysis of ensembles of low-complexity empirical risk minimisers trained on independent random compressions of high-dimensional data. First we introduce a general distribution-dependent…

This paper develops a general approach to characterize the long-time trajectory behavior of nonconvex gradient descent in generalized single-index models in the large aspect ratio regime. In this regime, we show that for each iteration the…

The problem of matrix sensing, or trace regression, is a problem wherein one wishes to estimate a low-rank matrix from linear measurements perturbed with noise. A number of existing works have studied both convex and nonconvex approaches to…

Generalized linear model or GLM constitutes a large class of models and essentially extends the ordinary linear regression by connecting the mean of the response variable with the covariate through appropriate link functions. On the other…

Ensemble methods that average over a collection of independent predictors that are each limited to a subsampling of both the examples and features of the training data command a significant presence in machine learning, such as the…

Consider estimating a structured signal $\mathbf{x}_0$ from linear, underdetermined and noisy measurements $\mathbf{y}=\mathbf{A}\mathbf{x}_0+\mathbf{z}$, via solving a variant of the lasso algorithm: $\hat{\mathbf{x}}=\arg\min_\mathbf{x}\{…

We develop some theoretical results for a robust similarity measure named "generalized min-max" (GMM). This similarity has direct applications in machine learning as a positive definite kernel and can be efficiently computed via…

In this paper we study the robustness properties of dimensionality reduction with Gaussian random matrices having arbitrarily erased rows. We first study the robustness property against erasure for the almost norm preservation property of…

This work performs a non-asymptotic analysis of the generalized Lasso under the assumption of sub-exponential data. Our main results continue recent research on the benchmark case of (sub-)Gaussian sample distributions and thereby explore…

Regularized m-estimators are widely used due to their ability of recovering a low-dimensional model in high-dimensional scenarios. Some recent efforts on this subject focused on creating a unified framework for establishing oracle bounds,…

This paper studies high-dimensional M-estimation in the proportional asymptotic regime (p/n -> gamma > 0) when the noise distribution has infinite variance. For noise with regularly-varying tails of index alpha in (1,2), we establish that…

Minimax lower bounds are pessimistic in nature: for any given estimator, minimax lower bounds yield the existence of a worst-case target vector $\beta^*_{worst}$ for which the prediction error of the given estimator is bounded from below.…