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02/13/2023
Trimmed sample means for robust uniform mean estimation and regression
It is well-known that trimmed sample means are robust against heavy tail...
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09/27/2022
Improved covariance estimation: optimal robustness and sub-Gaussian guarantees under heavy tails
We present an estimator of the covariance matrix Σ of random d-dimension...
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09/06/2022
A spectral least-squares-type method for heavy-tailed corrupted regression with unknown covariance & heterogeneous noise
We revisit heavy-tailed corrupted least-squares linear regression assumi...
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03/29/2022
Split Conformal Prediction for Dependent Data
Split conformal prediction is a popular tool to obtain predictive interv...
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06/01/2019
A mean-field limit for certain deep neural networks
Understanding deep neural networks (DNNs) is a key challenge in the theo...
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09/08/2018
A high dimensional Central Limit Theorem for martingales, with applications to context tree models
We establish a central limit theorem for (a sequence of) multivariate ma...
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07/18/2018
Random walks on graphs: new bounds on hitting, meeting, coalescing and returning
We prove new results on lazy random walks on finite graphs. To start, we...
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09/04/2017
Estimating graph parameters via random walks with restarts
In this paper we discuss the problem of estimating graph parameters from...
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03/25/2017