arXiv:2606. 00661v1 Announce Type: cross Abstract: We establish the finite-sample concentration rate for the Median-of-Incomplete-U-Statistics (MIU), an efficient robust estimator for the expectation of symmetric kernels.
By Nong Minh Hieu
arXiv:2610.20375v1 Announce Type: cross
Abstract: Given $n$ distributions (hypotheses) $\mathcal H=\{H_1,\ldots,H_n\}$ and samples from an unknown target distribution $P$, proper hypothesis selection...
By Liang-Yu Zou
arXiv:2607. 24235v1 Announce Type: cross Abstract: Over the past 20 years, kernel discrepancies have been leveraged as a highly powerful tool for quantifying the disagreement of distributions, with numerous successful applications in two-sample, goodness-of-fit, and independence testing, among others.
By Jose Cribeiro-Ramallo, Florian Kalinke, Zolt\'an Szab\'o
The paper investigates how well two-stage structured Hadamard rotations approximate uniform random rotations in high-dimensional spaces. It establishes nonasymptotic upper bounds of order √{log d/d} for one-dimensional marginals, while showing a persistent Wasserstein-1 discrepancy for the full vector that does not vanish as dimension grows. These results highlight a separation between marginal and joint approximation quality, though they do not directly translate into algorithmic performance guarantees.
By Tomer Zilca, Gal Mendelson
arXiv:2606. 14560v1 Announce Type: cross Abstract: Non-Euclidean optimisation methods with matrix-valued updates, such as Muon and Scion, have recently shown strong empirical performance for training Transformer models, yet their theoretical advantages over Euclidean methods remain poorly understood.
By Florian H\"ubler, Thomas Pethick, Suvrit Sra
The paper investigates the sample complexity of estimating the Fréchet Inception Distance (FID) between high‑dimensional Gaussian distributions when one distribution is known. It establishes tight bias and variance bounds for the empirical plug‑in estimator, shows how higher‑order extrapolation reduces bias, and introduces a new Relative Taylor Debiasing (RTD) algorithm that achieves optimal sample complexity. Experiments on synthetic data and ImageNet confirm the theoretical predictions and demonstrate RTD’s superior accuracy with limited samples.
By Ziyun Chen, Jerry Li, Kevin Tian, Yusong Zhu
arXiv:2609.20520v2 Announce Type: replace-cross
Abstract: We prove sharp spectral-norm bounds and construct a mean-fitting regularization procedure for sparse random tensors of fixed order $k$. For a...
By Zhixin Zhou, Yizhe Zhu
arXiv:2607. 27532v1 Announce Type: cross Abstract: Heavy tails weaken high-confidence control for the empirical mean.
By Kisung You, Boram Cho
The paper investigates restricted eigenvalue (RE) bounds for norm‑regularized estimators under heavy‑tailed designs. It shows that the previously conjectured sample‑size law based on Gaussian width fails for heavy‑tailed measurements, due to a phenomenon called simultaneous threshold occupancy. The authors provide explicit counterexamples, derive worst‑case sample‑complexity bounds, and compare the behavior of heavy‑tailed versus Gaussian designs on constant‑width polyhedral descent cones.
By Shi Fu, Huibo Xu, Qixin Zhang, Dacheng Tao
arXiv:2512. 24152v2 Announce Type: replace-cross Abstract: Sampling based on score diffusions has led to striking empirical results, and has attracted considerable attention from various research communities.
By M. J. Wainwright
arXiv:2607. 22889v1 Announce Type: new Abstract: Learning the natural parameters $z \in \mathbb{R}^n$ of discrete distributions $\mu_z$ from independent samples constrained to a subset $S \subseteq \{0,1\}^n$ is a foundational challenge in high-dimensional statistics.
By Rohan Chauhan, Ioannis Panageas
arXiv:2512. 13997v2 Announce Type: replace-cross Abstract: Existing two-sample testing techniques, particularly those based on choosing a kernel for the Maximum Mean Discrepancy (MMD), often assume equal sample sizes from the two distributions.
By Aaron Wei, Milad Jalali, Danica J. Sutherland