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04/07/2023
Graphon Estimation in bipartite graphs with observable edge labels and unobservable node labels
Many real-world data sets can be presented in the form of a matrix whose...
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12/25/2022
Simple proof of the risk bound for denoising by exponential weights for asymmetric noise distributions
In this note, we consider the problem of aggregation of estimators in or...
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04/05/2022
Nearly minimax robust estimator of the mean vector by iterative spectral dimension reduction
We study the problem of robust estimation of the mean vector of a sub-Ga...
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12/21/2021
Risk bounds for aggregated shallow neural networks using Gaussian prior
Analysing statistical properties of neural networks is a central topic i...
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06/24/2020
Penalized Langevin dynamics with vanishing penalty for smooth and log-concave targets
We study the problem of sampling from a probability distribution on ℝ^p ...
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02/04/2020
All-In-One Robust Estimator of the Gaussian Mean
The goal of this paper is to show that a single robust estimator of the ...
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06/20/2019
Bounding the error of discretized Langevin algorithms for non-strongly log-concave targets
In this paper, we provide non-asymptotic upper bounds on the error of sa...
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04/12/2019
Outlier-robust estimation of a sparse linear model using ℓ_1-penalized Huber's M-estimator
We study the problem of estimating a p-dimensional s-sparse vector in a ...
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03/15/2019
A nonasymptotic law of iterated logarithm for robust online estimators
In this paper, we provide tight deviation bounds for M-estimators, which...
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02/12/2019
Minimax rates in outlier-robust estimation of discrete models
We consider the problem of estimating the probability distribution of a ...
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07/24/2018
On sampling from a log-concave density using kinetic Langevin diffusions
Langevin diffusion processes and their discretizations are often used fo...
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06/25/2018
Exponential weights in multivariate regression and a low-rankness favoring prior
We establish theoretical guarantees for the expected prediction error of...
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12/15/2017
Rate-optimal estimation of p-dimensional linear functionals in a sparse Gaussian model
We consider two problems of estimation in high-dimensional Gaussian mode...
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09/29/2017
User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient
In this paper, we revisit the recently established theoretical guarantee...
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06/20/2016
On the prediction loss of the lasso in the partially labeled setting
In this paper we revisit the risk bounds of the lasso estimator in the c...
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12/23/2014
Theoretical guarantees for approximate sampling from smooth and log-concave densities
Sampling from various kinds of distributions is an issue of paramount im...
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02/07/2014
On the Prediction Performance of the Lasso
Although the Lasso has been extensively studied, the relationship betwee...
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04/16/2013