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.
Estimation is the computational task of recovering a hidden parameter x associated with a distribution Dx, given a measurement y sampled from the distribution. High dimensional estimation problems arise naturally in statistics, machine learning, and complexity theory. Many high dimensional estimation problems ca…
We consider two problems that arise in machine learning applications: the problem of recovering a planted sparse vector in a random linear subspace and the problem of decomposing a random low-rank overcomplete 3-tensor. For both problems, the best known guarantees are based on the sum-of-squares method. We develop new …
We study a statistical model for the tensor principal component analysis problem introduced by Montanari and Richard: Given a order-3 tensor T of the form T=τ⋅v0⊗3+A, where τ≥0 is a signal-to-noise ratio, v0 is a unit vector, and A is a random noise tensor, the goal is to recover th…
We obtain the first polynomial-time algorithm for exact tensor completion that improves over the bound implied by reduction to matrix completion. The algorithm recovers an unknown 3-tensor with r incoherent, orthogonal components in Rn from r⋅O~(n1.5) randomly observed entries of the tensor…
We develop efficient algorithms for estimating low-degree moments of unknown distributions in the presence of adversarial outliers. The guarantees of our algorithms improve in many cases significantly over the best previous ones, obtained in recent works of Diakonikolas et al, Lai et al, and Charikar et al. We also sho…
In the noisy tensor completion problem we observe m entries (whose location is chosen uniformly at random) from an unknown n1×n2×n3 tensor T. We assume that T is entry-wise close to being rank r. Our goal is to fill in its missing entries using as few observations as possible. Let $n = \max(n…
Tensor rank and low-rank tensor decompositions have many applications in learning and complexity theory. Most known algorithms use unfoldings of tensors and can only handle rank up to n⌊p/2⌋ for a p-th order tensor in Rnp. Previously no efficient algorithm can decompose 3rd order ten…
Hilbert's 17th problem asks that whether every nonnegative polynomial can be a sum of squares of rational functions. It has been answered affirmatively by Artin. However, the question as to whether a given nonnegative polynomial is a sum of squares of polynomials is still a central question in real algebraic geometry. …
We study the problem of high-dimensional sparse mean estimation in the presence of an ε-fraction of adversarial outliers. Prior work obtained sample and computationally efficient algorithms for this task for identity-covariance subgaussian distributions. In this work, we develop the first efficient algorithms for rob…
In recent years, optimization theory has been greatly impacted by the advent of sum of squares (SOS) optimization. The reliance of this technique on large-scale semidefinite programs however, has limited the scale of problems to which it can be applied. In this paper, we introduce DSOS and SDSOS optimization as linear …
This paper establishes a statistical versus computational trade-off for solving a basic high-dimensional machine learning problem via a basic convex relaxation method. Specifically, we consider the {\em Sparse Principal Component Analysis} (Sparse PCA) problem, and the family of {\em Sum-of-Squares} (SoS, aka Lasserre/…
This work addresses privacy in Bayesian estimation, achieving near-optimal error rates.
problem Preserving privacy in Bayesian estimation while maintaining optimal estimation accuracy.
method Developed efficient algorithms for Gaussian mean estimation and linear regression with near-optimal error rates, leveraging sum-of-squares techniques.
result Achieved near-optimal mean-squared error rates for Bayesian mean estimation and linear regression, with computational-statistical gaps.
We study tensor completion in the agnostic setting. In the classical tensor completion problem, we receive n entries of an unknown rank-r tensor and wish to exactly complete the remaining entries. In agnostic tensor completion, we make no assumption on the rank of the unknown tensor, but attempt to predict unknown …
In order to model entanglements of polymers in a confined region, we consider the linking numbers and writhes of cycles in random linear embeddings of complete graphs in a cube. Our main results are that for a random linear embedding of Kn in a cube, the mean sum of squared linking numbers and the mean sum of square…
For the tensor PCA (principal component analysis) problem, we propose a new hierarchy of increasingly powerful algorithms with increasing runtime. Our hierarchy is analogous to the sum-of-squares (SOS) hierarchy but is instead inspired by statistical physics and related algorithms such as belief propagation and AMP (ap…
Minimum sum-of-squares clustering (MSSC) is a widely used clustering model, of which the popular K-means algorithm constitutes a local minimizer. It is well known that the solutions of K-means can be arbitrarily distant from the true MSSC global optimum, and dozens of alternative heuristics have been proposed for this …
In this paper, we generalize the Cao-Yau's gradient estimate for the sum of squares of vector fields up to higher step under assumption of the generalized curvature-dimension inequality. With its applications, by deriving a curvature-dimension inequality, we are able to obtain the Li-Yau gradient estimate for the CR he…
We give the first polynomial-time algorithm for robust regression in the list-decodable setting where an adversary can corrupt a greater than 1/2 fraction of examples. For any α<1, our algorithm takes as input a sample {(xi,yi)}i≤n of n linear equations where αn of the equations satisfy $y_i = \l…