The study examines conditions for achieving a simple lower bound in estimating mean from samples.
arXiv research
A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
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A new framework for robust transfer learning that avoids negative transfer in domains with unequal information.
Study exact minimax rates for density estimation over convex classes, extending previous work.
The paper extends statistical estimation techniques under differential privacy.
LDP is equivalent to contraction of E_γ-divergence, impacting privacy and utility.
Paper introduces robust deep learning method for handling random data corruption.
The basic model for high-frequency data in finance is considered, where an efficient price process is observed under microstructure noise. It is shown that this nonparametric model is in Le Cam's sense asymptotically equivalent to a Gaussian shift experiment in terms of the square root of the volatility function . A…
New framework resolves central limit behavior in differential privacy.
This paper studies a class of exponential family models whose canonical parameters are specified as linear functionals of an unknown infinite-dimensional slope function. The optimal minimax rates of convergence for slope function estimation are established. The estimators that achieve the optimal rates are constructed …
"Deep Learning" methods attempt to learn generic features in an unsupervised fashion from a large unlabelled data set. These generic features should perform as well as the best hand crafted features for any learning problem that makes use of this data. We provide a definition of generic features, characterize when it i…
Unified framework for lower bounds in interactive decision making.
Stochastic approximation proves asymptotic normality for non-smooth problems.
The homology groups of a manifold are important topological invariants that provide an algebraic summary of the manifold. These groups contain rich topological information, for instance, about the connected components, holes, tunnels and sometimes the dimension of the manifold. In earlier work, we have considered the s…
Let be the complete, simply connected, Riemannian 2-manifold of constant curvature . Let be a closed, simply connected subspace of with the property that every two points in is connected by a rectifiable path in . We show that under the induced path metric, is a complete CAT() spa…
Stochastic algo learns from evolving data, achieving optimal performance.
To better understand the interplay of censoring and sparsity we develop finite sample properties of nonparametric Cox proportional hazard's model. Due to high impact of sequencing data, carrying genetic information of each individual, we work with over-parametrized problem and propose general class of group penalties s…
We study the fundamental tradeoffs between computational tractability and statistical accuracy for a general family of hypothesis testing problems with combinatorial structures. Based upon an oracle model of computation, which captures the interactions between algorithms and data, we establish a general lower bound tha…
This work explores limits of machine learning robustness against adversarial attacks.
Locally private mechanisms' output divergence bounds derived.
Often, high dimensional data lie close to a low-dimensional submanifold and it is of interest to understand the geometry of these submanifolds. The homology groups of a manifold are important topological invariants that provide an algebraic summary of the manifold. These groups contain rich topological information, for…
Blind Source Separation (BSS) has proven to be a powerful tool for the analysis of composite patterns in engineering and science. We introduce Convex Analysis of Mixtures (CAM) for separating non-negative well-grounded sources, which learns the mixing matrix by identifying the lateral edges of the convex data scatter p…
We study local complexity measures for stochastic convex optimization problems, providing a local minimax theory analogous to that of Hájek and Le Cam for classical statistical problems. We give complementary optimality results, developing fully online methods that adaptively achieve optimal convergence guarantees. Our…
A central problem of random matrix theory is to understand the eigenvalues of spiked random matrix models, introduced by Johnstone, in which a prominent eigenvector (or "spike") is planted into a random matrix. These distributions form natural statistical models for principal component analysis (PCA) problems throughou…
We propose a technique for making Convolutional Neural Network (CNN)-based models more transparent by visualizing input regions that are 'important' for predictions -- or visual explanations. Our approach, called Gradient-weighted Class Activation Mapping (Grad-CAM), uses class-specific gradient information to localize…
Paper proposes methods to discover causal models with unobserved variables.
We study the volatility functional inference by Fourier transforms. This spectral framework is advantageous in that it harnesses the power of harmonic analysis to handle missing data and asynchronous observations without any artificial time alignment nor data imputation. Under conditions, this spectral approach is cons…
CNNs help diagnose diabetic retinopathy by localizing lesions.
A semi-Riemannian manifold is said to satisfy (or ) if spacelike sectional curvatures are and timelike ones are (or the reverse). Such spaces are abundant, as warped product constructions show; they include, in particular, big bang Robertson-Walker spaces. By stability, there are many n…
Supporting evidence for adaptive feature program across diverse models.
Paper develops an online covariance estimator for nonsmooth stochastic approximation problems.
Enhanced visibility forecasts using CAMS data improve accuracy.
PCR-LE achieves optimal rates for nonparametric regression over Sobolev spaces.
Consider a two-class clustering problem where we observe , , . The feature vector is unknown but is presumably sparse. The class labels are also unknown and the main interest is to estimate them. We are interested …
Functional groups (FGs) are molecular substructures that are served as a foundation for analyzing and predicting chemical properties of molecules. Automatic discovery of FGs will impact various fields of research, including medicinal chemistry and material sciences, by reducing the amount of lab experiments required fo…
This paper sharpens privacy guarantees for high-dimensional PCA under differential privacy.
Recursive KalmanNet generalizes well in noisy, out-of-distribution scenarios.
si4onnx enables selective inference on deep learning models.
Formula derived for sample complexity in binary hypothesis testing.
Quandles can be regarded as generalizations of symmetric spaces. Among symmetric spaces, two-point homogeneous Riemannian manifolds would be the most fundamental ones. In this paper, we define two-point homogeneous quandles analogously, and classify those with prime cardinality.
MDF represents time series motifs as images for improved classification.
Differential privacy formalises privacy-preserving mechanisms that provide access to a database. We pose the question of whether Bayesian inference itself can be used directly to provide private access to data, with no modification. The answer is affirmative: under certain conditions on the prior, sampling from the pos…
VRPG algorithm optimizes convex constraints with non-asymptotic guarantees.
Extends causal additive models to include higher-order interactions.
Let be the identity component of the isometry group for an arbitrary curved two-point homogeneous space . We consider algebras of -invariant differential operators on bundles of unit spheres over . The generators of this algebra and the corresponding relations for them are found. The connection of these ge…
Develops high-probability minimax quantile bounds for statistical problems.
Lower bounds show many sampling algorithms need many gradient queries.
Deep neural features identify unique vehicles from dash-cam feeds.
Given a smooth manifold and a totally nonholonomic distribution of rank , we study the effect of singular curves on the topology of the space of horizontal paths joining two points on . Singular curves are critical points of the endpoint map defined on the space of horizonta…