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08/15/2023
High-Probability Risk Bounds via Sequential Predictors
Online learning methods yield sequential regret bounds under minimal ass...
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06/29/2023
Local Risk Bounds for Statistical Aggregation
In the problem of aggregation, the aim is to combine a given class of ba...
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04/18/2023
Optimal PAC Bounds Without Uniform Convergence
In statistical learning theory, determining the sample complexity of rea...
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02/21/2023
Exploring Local Norms in Exp-concave Statistical Learning
We consider the problem of stochastic convex optimization with exp-conca...
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01/21/2023
Statistically Optimal Robust Mean and Covariance Estimation for Anisotropic Gaussians
Assume that X_1, …, X_N is an ε-contaminated sample of N independent Gau...
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12/28/2022
Robustifying Markowitz
Markowitz mean-variance portfolios with sample mean and covariance as in...
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12/19/2022
The One-Inclusion Graph Algorithm is not Always Optimal
The one-inclusion graph algorithm of Haussler, Littlestone, and Warmuth ...
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06/17/2022
A remark on Kashin's discrepancy argument and partial coloring in the Komlós conjecture
In this expository note, we discuss an early partial coloring result of ...
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06/06/2022
A Regret-Variance Trade-Off in Online Learning
We consider prediction with expert advice for strongly convex and bounde...
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05/17/2022
Covariance Estimation: Optimal Dimension-free Guarantees for Adversarial Corruption and Heavy Tails
We provide an estimator of the covariance matrix that achieves the optim...
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08/18/2021
Dimension-free Bounds for Sums of Independent Matrices and Simple Tensors via the Variational Principle
We consider the deviation inequalities for the sums of independent d by ...
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03/22/2021
Stability and Deviation Optimal Risk Bounds with Convergence Rate O(1/n)
The sharpest known high probability generalization bounds for uniformly ...
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02/25/2021
Distribution-Free Robust Linear Regression
We study random design linear regression with no assumptions on the dist...
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01/31/2021
Exponential Savings in Agnostic Active Learning through Abstention
We show that in pool-based active classification without assumptions on ...
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10/22/2020
On Mean Estimation for Heteroscedastic Random Variables
We study the problem of estimating the common mean μ of n independent sy...
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09/19/2020
Suboptimality of Constrained Least Squares and Improvements via Non-Linear Predictors
We study the problem of predicting as well as the best linear predictor ...
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05/24/2020
Proper Learning, Helly Number, and an Optimal SVM Bound
The classical PAC sample complexity bounds are stated for any Empirical ...
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02/06/2020
Robust k-means Clustering for Distributions with Two Moments
We consider the robust algorithms for the k-means clustering problem whe...
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01/28/2020
Fast Rates for Online Prediction with Abstention
In the setting of sequential prediction of individual {0, 1}-sequences w...
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10/28/2019
Fast classification rates without standard margin assumptions
We consider the classical problem of learning rates for classes with fin...
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10/17/2019
Sharper bounds for uniformly stable algorithms
The generalization bounds for stable algorithms is a classical question ...
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12/09/2018
Uniform Hanson-Wright type concentration inequalities for unbounded entries via the entropy method
This paper is devoted to uniform versions of the Hanson-Wright inequalit...
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09/27/2018
Robust covariance estimation under L_4-L_2 norm equivalence
Let X be a centered random vector taking values in R^d and let Σ= E(X⊗ X...
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11/28/2017
When are epsilon-nets small?
In many interesting situations the size of epsilon-nets depends only on ...
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05/12/2015