arXiv:2405. 03063v3 Announce Type: replace-cross Abstract: We propose a generalized debiased Lasso estimator based on a stability principle.
arXiv:2510. 11546v3 Announce Type: replace-cross Abstract: High-dimensional regression often suffers from heavy-tailed noise and outliers, which can severely undermine the reliability of least-squares based methods.
arXiv:2607. 03839v1 Announce Type: new Abstract: Sparse feature selection is critical for high-dimensional machine learning, yet traditional $\ell_1$-regularized methods are often brittle under observational noise and spurious correlations, leading to unstable feature supports and degraded generalization.
arXiv:2606. 11738v1 Announce Type: cross Abstract: We study online estimation for high-dimensional generalized linear models with streaming data.
arXiv:2606. 06855v1 Announce Type: cross Abstract: While algorithmic stability is a central tool for understanding generalization of learning algorithms, existing high-probability guarantees typically rely on uniform boundedness or sub-Gaussian/sub-Weibull tail assumptions, which can be overly restrictive for modern settings with heavy-tailed or unbounded losses.
arXiv:2606. 23867v1 Announce Type: new Abstract: The exact computation of the Normalized Maximum Likelihood (NML) codelength for regular non-smooth estimators (e.
arXiv:2511. 15615v2 Announce Type: replace-cross Abstract: This paper presents a tractable algorithm for estimating an unknown Lipschitz function from noisy observations and establishes an upper bound on its convergence rate.
arXiv:2607. 23198v1 Announce Type: new Abstract: We propose Variance-Preserving Orthogonal Selection (VPOS), a greedy framework for unsupervised feature selection that operates in the weighted PCA loading space.
arXiv:2607. 07735v1 Announce Type: cross Abstract: Sparse precision matrix estimation provides an interpretable and computationally efficient framework for modeling conditional dependencies in high-dimensional, low-sample-size data.
arXiv:2606. 19147v3 Announce Type: replace-cross Abstract: How can training data be used to compare local updates to the current model, choose an update, and retain valid bounds for the selected update's population-risk change?
arXiv:2607. 21773v1 Announce Type: new Abstract: In this paper, we propose and study a robust variant of the smart predict-then-optimize approach that accounts for prediction shifts due to disturbance in the covariate feature space.
arXiv:2607. 22985v1 Announce Type: cross Abstract: Conformalized selection has been widely applied to select high-quality candidates from large datasets with rigorous uncertainty quantification, such as reliable labeling, drug discovery, and the alignment of large language models.
arXiv:2606. 16257v1 Announce Type: cross Abstract: Sampling from high-dimensional, non-log-concave distributions with unnormalized densities is a fundamental challenge in machine learning, particularly when the exact gradient of the potential is unavailable and must be approximated via stochastic gradients that exhibit high variance under a fixed budget of gradient computations per iteration.