arXiv:2509. 03734v3 Announce Type: replace-cross Abstract: In the hypothesis selection problem, we are given sample and query access to finite set of candidate distributions (hypotheses), $\mathcal{H} = \{H_1, \ldots, H_n\}$, and samples from an unknown distribution $P$, both over a domain $\mathcal{X}$.
By Anders Aamand, Maryam Aliakbarpour, Justin Y. Chen, Sandeep Silwal
The paper establishes the optimal incremental first‑order oracle (IFO) complexity for nonconvex finite‑sum optimization under individual smoothness, proving a matching lower bound that closes a previously missing √{n} factor. It also refines the analysis of the PAGE algorithm under the global Polyak‑Lojasiewicz condition, providing tighter guarantees for different ranges of the condition number. The authors introduce a novel dense weak hiding construction that yields these lower bounds and demonstrates the limits of existing methods.
By Yuxing Peng, Zhiqing Tang, Weijia Jia
arXiv:2609. 01528v1 Announce Type: cross Abstract: This paper introduces the Sierpi\'nski-Knopp (SK) Wasserstein distance, a fast metric between persistence diagrams.
By Sebastien Tchitchek, Julien Tierny
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
We study distributionally robust PAC learning for the $0$--$1$-loss, where adversarial perturbations of the data distribution are constrained by a Cressie--Read divergence of order $k>1$ and radius $ρ\geq 0$. For hypothesis classes with VC dimension $d$, we establish realizable and agnostic sample-complexity bounds tight up to constant and logarithmic factors, respectively; ordinary empirical risk minimization attains both rates up to logarithmic factors.
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