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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.

168,742 papers · 148 categories

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199399598797 · Jun 202019922001200920172026
48 results for minimax-rate optimality

Study confirms optimal minimax rate for nonlocal interaction kernel estimation.

problem Estimating nonlocal interaction kernels in interacting particle systems.
method Introduced tamed least squares estimator (tLSE) achieving optimal convergence rate.
result Optimal minimax rate of convergence confirmed for β1/4β \geq 1/4.

This paper studies continuum-armed bandits under Besov smoothness conditions and derives minimax rates.

problem Optimizing an unknown function with limited evaluations.
method Studies continuum-armed bandits under Besov smoothness conditions and derives minimax rates.
result Minimax rates over Besov spaces are identical to those over the smallest Hölder space into which Besov spaces embed.

New research shows existing information-theoretic methods can't establish minimax rates for gradient descent in stochastic convex optimization.

problem Establishing minimax rates for gradient descent in stochastic convex optimization using information-theoretic methods.
method Examined several information-theoretic frameworks including input-output mutual information bounds, conditional mutual information bounds, PAC-Bayes bounds, and their variants.
result Proved that none of the examined information-theoretic frameworks can establish minimax rates for gradient descent in stochastic convex optimization.

Paper tackles adversarial attacks on nonparametric regression models.

problem Vulnerability of machine learning models to adversarial attacks in nonparametric regression.
method Establishes minimax rate and proposes adaptive estimators for robust nonparametric regression under adversarial LqL_q-risks.
result Achieves minimax optimality and provides adaptive estimators for robust nonparametric regression.

This paper analyzes how machine learning models resist adversarial attacks in nonparametric regression.

problem Adversarial attacks on machine learning models in nonparametric regression.
method Theoretical analysis of minimax rates of convergence under adversarial sup-norm.
result The minimax rate under adversarial attacks is the sum of two terms: standard rate and deviation of true function.

Paper develops a method for estimating PFLM with minimized rates in high dimensions.

problem Estimating PFLM with minimized rates in high dimensions.
method Least square approach with mixed regularizations of function-norm and ℓ1-norm.
result Established optimal minimax rates of estimation for PFLM.

Study exact minimax rates for density estimation over convex classes, extending previous work.

problem Deriving minimax rates for density estimation over convex density classes.
method Building on Le Cam's work, determine exact minimax rates using local metric entropy.
result Exact minimax rates derived for any convex density class, including nonparametric and parametric cases.

Study reveals differences in label shift problem difficulty in supervised vs. unsupervised settings.

problem Label shift problem in non-parametric classification.
method Analysis of minimax rates in supervised and unsupervised settings, focusing on class conditional distributions estimation.
result A class proportion estimation approach is minimax rate-optimal in the unsupervised setting.

Study on efficient estimation of Gaussian mean with limited communication.

problem Estimating Gaussian mean under communication constraints.
method Decomposition into localization and refinement stages, development of communication-efficient and statistically optimal procedures.
result Established minimax rates of convergence and developed optimal procedures.

Stochastic optimization improves semi-discrete OT map estimation with a minimax rate.

problem Empirical success of SGD in semi-discrete OT, but lack of theoretical guarantees.
method Averaged projected SGD with a minimax convergence rate of O(1/√n).
result SGD methods can estimate the OT map with a minimax convergence rate of O(1/√n).

We find the minimax rate of convergence in Hausdorff distance for estimating a manifold M of dimension d embedded in R^D given a noisy sample from the manifold. We assume that the manifold satisfies a smoothness condition and that the noise distribution has compact support. We show that the optimal rate of convergence …

2010-07-04abs ↗pdf ↗

Unified framework for structure learning via conditional independence testing.

problem Optimal structure learning and conditional independence testing.
method Established a fundamental connection and reduction between structure learning and conditional independence testing.
result Optimal rates for structure learning are determined by conditional independence testing rates.

Optimally tackles covariate shift in RKHS-based nonparametric regression.

problem Covariate shift in nonparametric regression over RKHS.
method Two families of covariate shift problems defined using likelihood ratios. Minimax rate-optimal estimators for KRR and reweighted KRR.
result KRR is minimax rate-optimal and strictly sub-optimal compared to naive estimator under covariate shift.

Study on optimal rates for sequential probability assignment using smoothed analysis.

problem Optimal rates for sequential probability assignment under smoothed adversaries.
method General-purpose reduction from minimax rates to transductive learning, development of an efficient algorithm using MLE oracle.
result Optimal (logarithmic) fast rates for parametric and finite VC dimension classes, sublinear regret for general classes.

Study minimax rates for density estimation under Huber contamination and Besov IPM losses.

problem Minimax convergence rates of nonparametric density estimation under Huber contamination model with outliers.
method Re-scaled thresholding wavelet series estimator and GAN architectures.
result Achieves minimax optimal convergence rates under Besov IPM losses.

MOSAIC detects change points in dynamic networks with low-rank and sparse changes.

problem Detecting change points in dynamic networks with specific structural properties.
method Eigen-decomposition-based test with screened signals and residual-based adjustment.
result MOSAIC achieves minimax-optimal detection and testing rates.

Paper optimizes federated PCA for covariance estimation under privacy constraints.

problem Privacy-preserving covariance estimation in federated learning.
method Federated PCA, matrix version of van Trees' inequality, three-layer spectral decomposition.
result Optimal rates of convergence for central server's estimation, robust to inconsistent local estimators.

The paper studies the benefits of curriculum learning in linear regression tasks.

problem Theoretical understanding of curriculum learning's benefits in machine learning.
method Theoretical analysis of curriculum learning in structured and unstructured multitask linear regression problems.
result Adaptive learning in the unstructured setting is fundamentally harder than oracle learning, but not in the structured setting.

The goal of the paper is to design sequential strategies which lead to efficient optimization of an unknown function under the only assumption that it has a finite Lipschitz constant. We first identify sufficient conditions for the consistency of generic sequential algorithms and formulate the expected minimax rate for…

2017-03-07abs ↗pdf ↗

Study minimax off-policy evaluation in multi-armed bandits with known and unknown behavior policies.

problem Evaluate policies in multi-armed bandits with unknown behavior policies.
method Develop minimax rate-optimal procedures for known and unknown behavior policies, including the Switch estimator and Chebyshev polynomial-based estimator.
result Plug-in estimator achieves optimal competitive ratio up to a logarithmic factor when behavior policy is unknown.

Paper optimizes prediction in semi-functional linear models using kernel methods.

problem Optimizing prediction in semi-functional linear models with functional and nonparametric components.
method Double-penalized least squares method in reproducing kernel Hilbert spaces, with regularization parameter selection via generalized cross validation.
result Achieves minimax optimal rates of convergence for both functional and nonparametric components.

Optimal CATE estimation with structured contrast functions using KRR.

problem Estimating CATEs with complex response functions in RKHS.
method Unified two-stage kernel ridge regression method for structured contrast functions.
result Minimax rates governed by contrast function complexity, enabling adaptation.

Study improves distributional regression evaluation with CRPS, finding optimal rates of convergence.

problem Improving probabilistic forecasts in meteorology using distributional regression.
method Extends theoretical properties of CRPS evaluation to include covariates and finite sample sizes, analyzing convergence rates for different methods.
result Optimal minimax rate of convergence for distributional regression methods is achieved by k-nearest neighbor and kernel methods.

Gaussian processes struggle with compositional functions, but deep Gaussian processes can outperform.

problem Gaussian process regression struggles with compositional functions.
method We study information-theoretic lower bounds for posterior contraction rates in Gaussian process regression for a continuous regression model.
result Posterior based on any mean-zero Gaussian process can only recover the truth at a rate strictly slower than the minimax rate for generalized additive functions.

Paper investigates optimal transport map estimation in infinite-dimensional spaces.

problem Estimating optimal transport maps in infinite-dimensional spaces is challenging.
method Characterizes γγ-smoothness for optimal transport maps and develops a polynomial-rate estimator.
result Shows polynomial-order minimax risk for optimal transport map estimation.

We establish the consistency of an algorithm of Mondrian Forests, a randomized classification algorithm that can be implemented online. First, we amend the original Mondrian Forest algorithm, that considers a fixed lifetime parameter. Indeed, the fact that this parameter is fixed hinders the statistical consistency of …

2017-11-08abs ↗pdf ↗

New methods for estimating and inferring nonparametric structural functions and elasticities.

problem Estimating and inferring nonparametric structural functions and their derivatives.
method Data-driven sieve dimension choice and uniform confidence bands construction.
result Optimal estimation and inference procedures with minimax rates of convergence.

Private two-sample tests under LDP achieve minimax rates for multinomial and continuous data.

problem Achieving statistical utility while maintaining privacy in two-sample testing.
method Private permutation tests for multinomial data and adaptive tests for continuous data.
result Minimax optimal tests for private two-sample testing under LDP.

Paper optimizes private PCA for covariance estimation in statistics.

problem Private estimation of covariance matrices and principal components.
method Developed differentially private estimators for spiked covariance model.
result Established minimax rates of convergence for principal components and covariance matrix estimation.

New bounds for Lasso and Group Lasso in high dimensions derived.

problem Estimation error bounds for Lasso and Group Lasso in high-dimensional settings.
method Recent advances in high-dimensional statistics to derive new L2 estimation upper bounds.
result Bounds match optimal minimax rate for Lasso and improve over existing results for Group Lasso.

Optimal algorithm for high-dimensional stochastic linear bandits with sparse parameters.

problem High-dimensional stochastic linear bandits with sparse parameters.
method Three-stage arm selection algorithm using thresholded Lasso for estimation.
result Achieves exact minimax optimality in cumulative regret.

Neural networks estimate statistical divergences with performance guarantees.

problem Estimating statistical divergences with theoretical performance guarantees.
method Parametrizing empirical variational form by a neural network and optimizing over parameter space.
result Established non-asymptotic absolute error bounds for neural estimators of four f\mathsf{f}-divergences.

Study sharp convergence rates of empirical UOT for spatio-temporal point processes.

problem Statistical analysis of UOT for spatio-temporal point processes.
method Empirical plug-in estimators for Kantorovich-Rubinstein distance between intensity measures.
result Sharp convergence rates of empirical UOT in terms of intrinsic dimensions of measures.

Unified framework for structured principal subspace estimation with bounds and rates.

problem Structured principal subspace estimation problems.
method Unified framework, minimax lower and upper bounds, information-geometric complexity.
result Minimax rates of convergence for specific settings, including optimal rates for non-negative PCA/SVD.

Standard Transformers approximate Hölder functions and achieve optimal nonparametric regression rate.

problem Approximating Hölder functions and achieving optimal nonparametric regression rate with Transformers.
method Using the size tuple and dimension vector metrics, the paper characterizes Transformer structures and derives upper bounds for their Lipschitz constant and memorization capacity.
result Standard Transformers achieve the minimax optimal rate in nonparametric regression for Hölder target functions.