High-dimensional probability. An introduction with applications in data science
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(only showing first 100 items - show all)- Simple alternating minimization provably solves complete dictionary learning
- A central limit theorem for the matching number of a sparse random graph
- Efficient prior calibration from indirect data
- One-arm exponent of critical level-set for metric graph Gaussian free field in high dimensions
- Optimal transport map estimation in general function spaces
- Entropy and concentration
- On feasibility of sample average approximation solutions
- Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach
- Time-varying general dynamic factor models and the measurement of financial connectedness
- Robust feature screening via Grothendieck's correlation with FDR control
- Outlier robust and sparse estimation of linear regression coefficients
- Wasserstein F-tests for Fréchet regression on Bures-Wasserstein manifolds
- Lasso hyperinterpolation over general regions
- Large-Scale Inference of Multivariate Regression for Heavy-Tailed and Asymmetric Data
- Bounded Regret for Finitely Parameterized Multi-Armed Bandits
- Endpoint results for Fourier integral operators on noncompact symmetric spaces
- Poisson hyperplane processes and approximation of convex bodies
- Erratum to: ``Strong equivalence between metrics of Wasserstein type
- Exact matching of random graphs with constant correlation
- Query lower bounds for log-concave sampling
- Lower bounds for learning quantum states with single-copy measurements
- Norms of structured random matrices
- High dimensional probability IX. The ethereal volume. Selected papers based on the presentations at the 9th conference, virtual, June 15--19, 2020
- A Variable Density Sampling Scheme for Compressive Fourier Transform Interferometry
- Fast convergence of empirical barycenters in Alexandrov spaces and the Wasserstein space
- Temporal correlation in last passage percolation with flat initial condition via Brownian comparison
- Adaptive sampling line search for local stochastic optimization with integer variables
- On sample average approximation for two-stage stochastic programs without relatively complete recourse
- Supervised learning of sheared distributions using linearized optimal transport
- Committor functions via tensor networks
- Entrywise tensor-train approximation of large tensors via random embeddings
- Approximate Unitary n^2/3-Designs Give Rise to Quantum Channels with Super Additive Classical Holevo Capacity
- Learning nonparametric ordinary differential equations from noisy data
- Randomized residual-based error estimators for the proper generalized decomposition approximation of parametrized problems
- Optimal estimation of high-dimensional sparse covariance matrices with missing data
- Majority dynamics: the power of one
- Sparse principal component analysis for high‐dimensional stationary time series
- A Note on Monte Carlo Integration in High Dimensions
- Random utility coordination games on networks
- Testing sufficiency for transfer learning
- Minimax rates of convergence for sliced inverse regression with differential privacy
- Enhancing accuracy in deep learning using random matrix theory
- Approximation results for gradient flow trained neural networks
- Perturbational complexity by distribution mismatch: a systematic analysis of reinforcement learning in reproducing kernel Hilbert space
- Statistical guarantees of group-invariant GANs
- scientific article; zbMATH DE number 7370588 (Why is no real title available?)
- Model-free optimal control of discrete-time systems with additive and multiplicative noises
- Central limit theorem and bootstrap approximation in high dimensions: near \(1/\sqrt{n}\) rates via implicit smoothing
- Stable recovery of entangled weights: towards robust identification of deep neural networks from minimal samples
- The interpolation phase transition in neural networks: memorization and generalization under lazy training
- New challenges in covariance estimation: multiple structures and coarse quantization
- Asymptotic normality of robust M-estimators with convex penalty
- Bounding the expectation of the supremum of empirical processes indexed by Hölder classes
- Covariance estimation under one-bit quantization
- Robust and resource-efficient identification of two hidden layer neural networks
- On norms in some class of exponential type Orlicz spaces of random variables
- On nearly assumption-free tests of nominal confidence interval coverage for causal parameters estimated by machine learning
- Measure concentration and the weak Pinsker property
- The Lower Bound for Koldobsky’s Slicing Inequality via Random Rounding
- Nearly optimal bounds for the global geometric landscape of phase retrieval
- On the best n-term approximation for general Wiener-type spaces
- Spectral clustering algorithm for the allometric extension model
- Exact recovery discrimination in planted bisection model
- Optimal high-dimensional and nonparametric distributed testing under communication constraints
- Affine statistical bundle modeled on a Gaussian Orlicz-Sobolev space
- Algorithmic obstructions in the random number partitioning problem
- Distributed Decoding From Heterogeneous 1-Bit Compressive Measurements
- Linear Convergence of Randomized Kaczmarz Method for Solving Complex-Valued Phaseless Equations
- LASSO Reloaded: A Variational Analysis Perspective with Applications to Compressed Sensing
- Distributionally robust optimization
- A mathematical perspective on transformers
- Maximum a posteriori inference of random dot product graphs via conic programming
- Joint community detection and rotational synchronization via semidefinite programming
- A parameter-free two-bit covariance estimator with improved operator norm error rate
- Guaranteed Functional Tensor Singular Value Decomposition
- Norms of sub-exponential random vectors
- Complex phase retrieval from subgaussian measurements
- Modified log-Sobolev inequalities and two-level concentration
- Private low-rank approximation for covariance matrices, Dyson Brownian motion, and eigenvalue-gap bounds for Gaussian perturbations
- Crawling subsampling for multivariate spatial autoregression model in large-scale networks
- Bounding flows for spherical spin glass dynamics
- A measure concentration effect for matrices of high, higher, and even higher dimension
- Gaussian random field approximation via Stein's method with applications to wide random neural networks
- Random Matrices: High Dimensional Phenomena
- Algorithmic determination of the combinatorial structure of the linear regions of ReLU neural networks
- High-dimensional statistics. A non-asymptotic viewpoint
- Approximating nonnegative polynomials via spectral sparsification
- Extrapolated Cross-Validation for Randomized Ensembles
- Estimation of large covariance matrices with mixed factor structures
- Federated sufficient dimension reduction through high-dimensional sparse sliced inverse regression
- On the convergence to the non-equilibrium steady state of a Langevin dynamics with widely separated time scales and different temperatures
- How robust is randomized blind deconvolution via nuclear norm minimization against adversarial noise?
- Injectivity of ReLU networks: perspectives from statistical physics
- Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching
- Design of c-optimal experiments for high-dimensional linear models
- Suboptimality of constrained least squares and improvements via non-linear predictors
- Random zero sets for Fock type spaces
- Impact of compensation coefficients on active sequential change point detection
- Estimating Higher-Order Mixed Memberships via the l2,∞ Tensor Perturbation Bound
- Minimax optimality of permutation tests
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