arXiv:2004. 05813v3 Announce Type: replace-cross Abstract: Suppose that we are given independent, identically distributed random samples $x_1,\cdots,x_n$ from a mixture at most $k$ many $d$-dimensional spherical Gaussian distributions $\mu_1,\cdots,\mu_{k_0}$ of identical and known variance $\sigma^2$ in each coordinate, such that the minimum $\ell^2$ distance between two distinct centers $y_l$ and $y_j$ is greater than $2\Delta\sigma \min\{\sqrt{d},\sqrt k\}$, where $\Delta>C_0$, and $C_0$ is a sufficiently large universal constant.
By Somnath Chakraborty, Hariharan Narayanan
arXiv:2606. 28573v1 Announce Type: new Abstract: Modern machine learning models are trained by optimizing high-dimensional non-convex empirical risk functions.
By Andrea Montanari, Kangjie Zhou
arXiv:2512. 06143v2 Announce Type: replace Abstract: Despite a large corpus of recent work on scaling up Gaussian processes, a stubborn trade-off between computational speed, prediction and uncertainty quantification accuracy, and customizability persists.
By Marcus M. Noack, Mark D. Risser, Hengrui Luo, Vardaan Tekriwal, Ronald J. Pandolfi
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:2604. 03146v2 Announce Type: replace-cross Abstract: We study high-dimensional convex empirical risk minimization (ERM) under general non-Gaussian data designs.
By Chiheb Yaakoubi, Cosme Louart, Malik Tiomoko, Zhenyu Liao
arXiv:2603. 16798v2 Announce Type: replace Abstract: We study mean estimation for a Gaussian distribution with identity covariance in $\mathbb{R}^d$ under a missing data scheme termed realizable $\epsilon$-contamination model.
By Ilias Diakonikolas, Daniel M. Kane, Thanasis Pittas