arXiv research

An elementary proof shows submodular functions can be represented as measure suprema.

New sparsification theorem for Gaussian processes reduces dimensionality.

From concentration inequalities for the suprema of Gaussian or Rademacher processes an inequality is derived. It is applied to sharpen existing and to derive novel bounds on the empirical Rademacher complexities of unit balls in various norms appearing in the context of structured sparsity and multitask dictionary lear…

Upper bound on expected supremum of Bernoulli process.

We show two novel concentration inequalities for suprema of empirical processes when sampling without replacement, which both take the variance of the functions into account. While these inequalities may potentially have broad applications in learning theory in general, we exemplify their significance by studying the t…

We prove a new and general concentration inequality for the excess risk in least-squares regression with random design and heteroscedastic noise. No specific structure is required on the model, except the existence of a suitable function that controls the local suprema of the empirical process. So far, only the case of…

Transductive learning considers situations when a learner observes $m$ labelled training points and $u$ unlabelled test points with the final goal of giving correct answers for the test points. This paper introduces a new complexity measure for transductive learning called Permutational Rademacher Complexity (PRC) and …

We study the convolutional phase retrieval problem, of recovering an unknown signal $\mathbf x \in \mathbb C^n$ from $m$ measurements consisting of the magnitude of its cyclic convolution with a given kernel $\mathbf a \in \mathbb C^m$. This model is motivated by applications such as channel estimation, optics, and u…

We propose a general framework for studying adaptive regret bounds in the online learning framework, including model selection bounds and data-dependent bounds. Given a data- or model-dependent bound we ask, "Does there exist some algorithm achieving this bound?" We show that modifications to recently introduced sequen…

We study superreplication of European contingent claims in discrete time in a large trader model with market indifference prices recently proposed by Bank and Kramkov. We introduce a suitable notion of efficient friction in this framework, adopting a terminology introduced by Kabanov, Rasonyi, and Stricker in the conte…

Researchers develop a method to infer reference measures from observed functionals.

The paper offers efficient algorithms for combinatorial and linear bandits using empirical process theory.

Unified technique for sequential estimation of convex divergences.

We study a sparse negative binomial regression (NBR) for count data by showing the non-asymptotic advantages of using the elastic-net estimator. Two types of oracle inequalities are derived for the NBR's elastic-net estimates by using the Compatibility Factor Condition and the Stabil Condition. The second type of oracl…

New findings on null measurability in symmetrization interface of VC learning.

New experimental design minimizes regret in bandits.

Unified bounds for sketched bilinear forms in machine learning and statistics.

Method estimates mixture components without discretizing parameters.

Develops non-standard analysis for coherent risk estimation.

Estimates signals from a continuous dictionary with sparse mixtures using optimization.

Study vector-valued robust control under uncertainty.