arXiv:2608. 01287v1 Announce Type: cross Abstract: This paper studies active regression for single-index models under general $\ell_p$-loss with an unknown $1$-Lipschitz link function $f$, formulated as $\min_{f,x} \|f(Ax)-b\|_p^p$ with full access to $A$ but coordinate-query access to $b$.
By Chansophea Wathanak In, Yi Li, Wai Ming Tai, Xuan Wu
arXiv:1711. 10051v4 Announce Type: replace Abstract: We present an approach that improves the sample complexity for a variety of curve fitting problems, including active learning for linear regression, polynomial regression, and continuous sparse Fourier transforms.
By Xue Chen, Eric Price
arXiv:2602. 16568v2 Announce Type: replace-cross Abstract: Sparse recovery is among the most well-studied problems in learning theory and high-dimensional statistics.
By Ziyun Chen, Jerry Li, Kevin Tian, Yusong Zhu
arXiv:2608. 18402v1 Announce Type: cross Abstract: We study finite-sample linear regression in the presence of varied and unknown label noise, focusing on the heteroskedastic and adaptive linear regression models.
By Spencer Compton, Tselil Schramm
arXiv:2604. 08438v2 Announce Type: replace Abstract: The Shapley value, and its broader family of semi-values, has received much attention in various attribution problems.
By Weida Li, Yaoliang Yu, Bryan Kian Hsiang Low
arXiv:2604.10857v2 Announce Type: replace-cross
Abstract: Diffusion models generate samples by iteratively querying learned score estimates. A rapidly growing literature focuses on accelerating sampl...
By Zhiyang Xun, Eric Price
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:2609.08873v1 Announce Type: cross
Abstract: Sparsity is a powerful structural resource in optimization and statistics. We develop frameworks for leveraging sparsity in sampling problems over th...
By Syamantak Kumar, Purnamrita Sarkar, Kevin Tian, Yusong Zhu
The paper investigates preference elicitation under the Bradley‑Terry‑Luce model, focusing on estimating an unknown partworth vector from pairwise queries that satisfy a joint identifiability condition. It derives minimax lower bounds and shows that the canonical maximum likelihood estimator (MLE) exists, is unique, and achieves near‑optimal error rates once the sample size exceeds a design‑dependent threshold, without requiring compactness constraints or external regularizers. The analysis decomposes the estimation error into a linear stochastic term, a second‑order bias, and a higher‑order remainder, providing a unified non‑asymptotic theory for parametric utility elicitation.
By Yicheng Li, Huifu Xu
arXiv:2411.09686v4 Announce Type: replace
Abstract: Regressing a function $F$ on $\mathbb{R}^d$ without incurring the statistical and computational curse of dimensionality requires exploitable struct...
By Yantao Wu, Mauro Maggioni
arXiv:2607. 08979v1 Announce Type: new Abstract: We study the active learning problem of fixed-confidence top-$k$ identification from noisy pairwise comparisons.
By Motti Goldberger, Nils Rudi
arXiv:2504.09409v3 Announce Type: replace-cross
Abstract: In this paper, we study nonconvex constrained stochastic zeroth-order optimization problems with exact constraints and stochastic objective e...
By Qiankun Shi, Han Yuan, Xiao Wang, Hao Wang