arXiv:2607. 14304v1 Announce Type: cross Abstract: We study sparse random geometric graphs generated by connecting pairs of high-dimensional vectors whose inner product exceeds a threshold.
By Manuel Fernandez V, Yizhe Zhu
arXiv:2608. 09870v1 Announce Type: cross Abstract: Uniform stability is a classical tool for controlling the generalization error of a learning algorithm.
By Thanh Nguyen-Cung, Binh T. Nguyen
arXiv:2606.00661v2 Announce Type: replace-cross
Abstract: Median-of-means (MoM) is a powerful technique that theoretically enables near sub-Gaussian finite-sample rate for parameter estimation when t...
By Nong Minh Hieu, Antoine Ledent
arXiv:2606. 15679v1 Announce Type: cross Abstract: Stochastic trace estimation is a standard tool for approximating the trace of a large-scale matrix available only through matrix-vector products.
By Zvonimir Bujanovi\'c, Daniel Kressner, Hrvoje Oli\'c
arXiv:2609. 18577v1 Announce Type: new Abstract: We consider the problem of estimating the trace of an implicit matrix $\mathbf{A} \in \mathbb{R}^{d^p\times d^p}$ that can only be accessed through matrix-vector products queries.
By Mohammad Azhar Khan, Rameshwar Pratap, Amit Sharma
\texttt{TensorSketch} by~\cite{pham2013fast,kar2012random} provides efficient sketching algorithms for high-dimensional polynomial kernels $\vec{x}^{\otimes p} \in \R^{d^p}$. \cite{kar2012random} uses dense Johnson-Lindenstrauss (JL)-type projections with computational cost $O(pDd)$, where $D$ denotes the sketch dimension, whereas~\cite{pham2013fast} extends the sparse \texttt{CountSketch}~\citep{count_sketch} algorithm, yielding a faster algorithm for high-dimensional sparse inputs with running time $O\big(p(\nnz{\vec{x}} + D \log D)\big)$.
arXiv:2609.27836v1 Announce Type: cross
Abstract: Let $P$ be an irreducible reversible Markov kernel on a $m$-state space $\Omega$, and denote its right spectral gap $\gamma=1-\lambda_2(P)$. From a s...
By Yanjin Xiang, Zhihua Zhang
arXiv:2606. 14335v1 Announce Type: cross Abstract: Recovering structural information from noisy high-dimensional data is a fundamental task in statistical inference.
By Zhe Hou, Jingcheng Liu
arXiv:2610. 01088v1 Announce Type: cross Abstract: The nonparametric maximum likelihood estimator (NPMLE) of a Gaussian location mixture maximizes the likelihood over the infinite-dimensional space of mixing distributions.
By Hansheng Jiang
arXiv:2609. 12590v1 Announce Type: cross Abstract: We investigate the stochastic-gradient query complexity of sampling smooth strongly log-concave distributions in any fixed Euclidean dimension.
By Weiming Ou, Xiao Wang
arXiv:2608. 10523v1 Announce Type: cross Abstract: \texttt{TensorSketch} by~\cite{pham2013fast,kar2012random} provides efficient sketching algorithms for high-dimensional polynomial kernels $\vec{x}^{\otimes p} \in \R^{d^p}$.
By Amit Sharma, Mohammad Azhar Khan, Rameshwar Pratap, Keegan Kang
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