arXiv AI

A Temporal Spatial Minimax Rate for Smoothly-Varying Distributions in Wasserstein Space

arXiv:2606. 07325v1 Announce Type: cross Abstract: We study the minimax rate of estimating a future value $\mu_{t_n+h}$ of a curve $t\mapsto\mu_t$ in the $2$-Wasserstein space $\mathcal{P}_2(\mathbb{R}^d)$ from finitely many noisy snapshots of its past, under an adiabatic bound $\|\nabla_t^k v\|\le\varepsilon$ on the $k$-th covariant derivative of the velocity field.

arXiv Machine Learning
Jun 25

Structured Approximations of Measures

arXiv:2310. 09149v3 Announce Type: replace-cross Abstract: We study the approximation of probability measures in the Wasserstein-$p$ distance by structured classes of approximators, motivated by applications in imaging, machine learning, and physical measurement under sensor constraints.

By Keaton Hamm, Varun Khurana
arXiv Statistics ML
3d ago

Optimal VC Dimension of Contrastive Learning with Margin

arXiv:2609.38834v1 Announce Type: cross Abstract: Contrastive learning is a successful paradigm for learning $d$-dimensional geometric representations from a collection of ``anchor--positive--negativ...

By Dionysis Arvanitakis, Vaggos Chatziafratis, Yiyuan Luo, Konstantin Makarychev
arXiv Machine Learning
Sep 11

Bilateral Trade Under Heavy-Tailed Valuations: Minimax Regret without a Variance Bound

The paper studies contextual bilateral trade with full feedback, showing that action-independent observations eliminate the usual polynomial adaptation penalty seen in heavy-tailed bandits. It presents fully parameter-free algorithms that achieve oracle minimax regret rates without knowing the moment order or scale, and derives new regret bounds for both parametric and nonparametric settings. The key technical insight is a paired squared‑loss statistic whose noise cancels, enabling model selection and yielding regret rates that interpolate between classical nonparametric and linear extremes.

By Hangyi Zhao