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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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110219329438 · Jun 202019922001200920172026
48 results for sum-of-squares lower bounds

Nearly all Gaussian points in high dimensions lie on a common ellipsoid.

problem Finding an ellipsoid that fits a large set of Gaussian points in high dimensions.
method Analyzing a random set of Gaussian points and proving a bound on their concentration.
result The bound nearly confirms a conjecture about fitting Gaussian points to ellipsoids.

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/…

2015-07-23abs ↗pdf ↗

Estimation is the computational task of recovering a hidden parameter xx associated with a distribution DxD_x, given a measurement yy sampled from the distribution. High dimensional estimation problems arise naturally in statistics, machine learning, and complexity theory. Many high dimensional estimation problems ca…

2018-07-30abs ↗pdf ↗

Polynomial-time algorithm estimates edge density of random graphs with privacy and robustness.

problem Estimating edge density of random graphs while maintaining privacy and robustness.
method Sum-of-squares algorithm for robust edge density estimation and reduction from privacy to robustness.
result Optimal error rate up to logarithmic factors, matching theoretical lower bounds.

New tools in nonlinear random matrices improve understanding of the Sum of Squares hierarchy.

problem Improving the Sum of Squares (SoS) hierarchy's performance on average-case problems.
method Developed new tools in nonlinear random matrices and applied them to analyze the SoS hierarchy.
result Subexponential-time SoS lower bounds for various problems, offering evidence for the low-degree likelihood ratio hypothesis.

Explicitly constructed 3XOR instances hard for Sum-of-Squares hierarchy.

problem Hard instances for Sum-of-Squares hierarchy.
method Based on high-dimensional expanders (LSV complexes), using cosystolic expansion and local isoperimetric inequality.
result Constructs explicit 3XOR instances hard for O(logn)O(\sqrt{\log n}) levels of Sum-of-Squares hierarchy.

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…

2017-11-30abs ↗pdf ↗

Given a large data matrix ARn×nA\in\mathbb{R}^{n\times n}, we consider the problem of determining whether its entries are i.i.d. with some known marginal distribution AijP0A_{ij}\sim P_0, or instead AA contains a principal submatrix AQ,QA_{{\sf Q},{\sf Q}} whose entries have marginal distribution AijP1P0A_{ij}\sim P_1\neq P_0. As …

2015-02-23abs ↗pdf ↗

New method clusters non-spherical Gaussian mixtures with fewer samples and time.

problem Clustering non-spherical Gaussian mixtures with arbitrary component covariances.
method Sum-of-Squares method for finding low-dimensional projections.
result Improved clustering algorithms with fewer samples and time complexity.

We study the problem of high-dimensional sparse mean estimation in the presence of an εε-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…

2022-06-07abs ↗pdf ↗

In the noisy tensor completion problem we observe mm entries (whose location is chosen uniformly at random) from an unknown n1×n2×n3n_1 \times n_2 \times n_3 tensor TT. We assume that TT is entry-wise close to being rank rr. Our goal is to fill in its missing entries using as few observations as possible. Let $n = \max(n…

2015-01-26abs ↗pdf ↗

Efficiently estimates prediction error in regression with Gaussian covariates under privacy constraints.

problem Private regression with Gaussian covariates under differential privacy constraints.
method Sum-of-Squares framework combined with robust estimators.
result Sample-optimal private regression algorithm with optimal error rates.

This work improves graph inference using the degree-4 sum-of-squares hierarchy.

problem Recovering ground-truth binary labelings from corrupted edge observations.
method Apply the degree-4 sum-of-squares hierarchy to a quadratic combinatorial optimization problem.
result The solution of the dual problem is related to edge weights of Johnson and Kneser graphs.

Algorithm distinguishes Gaussian mixtures from pure Gaussians in quasi-polynomial time.

problem Distinguishing mixtures of Gaussian components from pure Gaussians, especially when components are well-separated.
method Sum-of-Squares method, quasi-polynomial time algorithm, bipartitioning sample to separate components.
result Algorithm can reliably distinguish between mixtures and pure Gaussians in quasi-polynomial time.

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 rr incoherent, orthogonal components in Rn\mathbb R^n from rO~(n1.5)r\cdot \tilde O(n^{1.5}) randomly observed entries of the tensor…

2017-02-21abs ↗pdf ↗

Paper introduces a new kernel model for PSD-valued functions with theoretical guarantees and applications.

problem Enforcing positive semi-definiteness (PSD) in function models with good performance and theoretical guarantees.
method Kernel sum-of-squares model for PSD-valued functions, extending previous models for non-negative scalar functions.
result The model constitutes a universal approximator of PSD functions and can represent any smooth and strongly convex function.

Survey on using low-degree polynomials to assess statistical tasks complexity.

problem Understanding the complexity of statistical tasks using polynomial functions.
method Applying low-degree polynomials to measure the complexity of statistical tasks, including detection, recovery, and estimation.
result Low-degree polynomials provide a framework to predict and explain statistical-computational tradeoffs.

New algorithm estimates edge density of random graphs robustly, achieving optimal breakdown point.

problem Estimating edge density of Erdős-Rényi graphs under adversarial edge manipulation.
method Sum-of-Squares (SoS) hierarchy, constructing constant-degree certificates for concentration.
result First polynomial-time algorithm with optimal breakdown point and matching error guarantees.

Many high dimensional sparse learning problems are formulated as nonconvex optimization. A popular approach to solve these nonconvex optimization problems is through convex relaxations such as linear and semidefinite programming. In this paper, we study the statistical limits of convex relaxations. Particularly, we con…

2015-03-04abs ↗pdf ↗

Polynomial-time algorithm estimates mean with bounded covariance using differential privacy.

problem Estimating mean of a d-variate distribution with differential privacy constraints.
method Sum of Squares (SoS) exponential mechanism for polynomial-time differentially private estimation.
result First polynomial-time algorithm with O(d)O(d) samples for mean estimation under pure differential privacy.

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.

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. …

2018-11-14abs ↗pdf ↗

New algorithm learns mixtures of any constant number of Gaussians robustly.

problem Learning mixtures of Gaussians with robustness guarantees.
method New method using differential operations on generating functions to prove polynomial identifiability.
result First provably robust algorithm for mixtures of any constant number of Gaussians.

New algorithm recovers sparse signals robustly against Gaussian noise and adaptive adversaries.

problem Designing efficient estimators for sparse linear regression in the presence of two adversaries.
method Polynomial-time algorithms using sum-of-squares relaxations and weighted Huber loss minimization.
result Achieves error o(ε)o(\sqrt{\varepsilon}) for various distributions and adversaries.

New framework reduces sum-of-squares proof degree, speeding up clustering and robust moment estimation.

problem Sum-of-squares proof optimization and faster algorithms for clustering and robust moment estimation.
method Introducing new variables to reduce the degree of sum-of-squares proofs.
result Significantly faster algorithms for clustering and robust moment estimation with the same statistical guarantees.

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 np/2n^{\lfloor p/2 \rfloor} for a pp-th order tensor in Rnp\mathbb{R}^{n^p}. Previously no efficient algorithm can decompose 3rd order ten…

2015-04-21abs ↗pdf ↗

Estimation under missing data shows computational and statistical limits for Gaussian data.

problem Estimation of population parameters in high-dimensional data with missing data.
method Analysis of computational and statistical limits for mean and covariance estimation, and linear regression.
result Statistical-computational gaps exist for mean and covariance estimation, but not for linear regression.

We propose a mixed integer programming (MIP) model and iterative algorithms based on topological orders to solve optimization problems with acyclic constraints on a directed graph. The proposed MIP model has a significantly lower number of constraints compared to popular MIP models based on cycle elimination constraint…

2017-01-20abs ↗pdf ↗

Christoffel function characterizes the corruption a bounded-degree certificate cannot remove in robust halfspace learning.

problem Robust halfspace learning under malicious noise
method Sum-of-Squares degree of outlier-removal certificate
result Christoffel function bounds the corruption a bounded-degree certificate cannot remove

New findings on tensor decomposition complexity, showing polynomial functions can estimate the largest component under certain conditions.

problem The complexity of tensor decomposition, especially for low-degree polynomials.
method Modeling a slightly larger component in a random tensor decomposition and using polynomial functions to estimate it.
result Polynomial functions can accurately estimate the largest component when rn3/2r \ll n^{3/2} but fail when rn3/2r \gg n^{3/2}.

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 KnK_n in a cube, the mean sum of squared linking numbers and the mean sum of square…

2015-08-05abs ↗pdf ↗