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06/03/2023
Gradient-free optimization of highly smooth functions: improved analysis and a new algorithm
This work studies minimization problems with zero-order noisy oracle inf...
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11/29/2022
Estimating the minimizer and the minimum value of a regression function under passive design
We propose a new method for estimating the minimizer x^* and the minimum...
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06/27/2022
Benign overfitting and adaptive nonparametric regression
In the nonparametric regression setting, we construct an estimator which...
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05/27/2022
A gradient estimator via L1-randomization for online zero-order optimization with two point feedback
This work studies online zero-order optimization of convex and Lipschitz...
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12/30/2021
Variable selection, monotone likelihood ratio and group sparsity
In the pivotal variable selection problem, we derive the exact non-asymp...
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02/01/2021
Distributed Zero-Order Optimization under Adversarial Noise
We study the problem of distributed zero-order optimization for a class ...
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10/26/2020
Estimation of the l_2-norm and testing in sparse linear regression with unknown variance
We consider the related problems of estimating the l_2-norm and the squa...
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06/14/2020
Exploiting Higher Order Smoothness in Derivative-free Optimization and Continuous Bandits
We study the problem of zero-order optimization of a strongly convex fun...
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05/25/2020
An alternative to synthetic control for models with many covariates under sparsity
The synthetic control method is a an econometric tool to evaluate causal...
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11/18/2019
Improved clustering algorithms for the Bipartite Stochastic Block Model
We consider a Bipartite Stochastic Block Model (BSBM) on vertex sets V_1...
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12/29/2018
High-dimensional instrumental variables regression and confidence sets - v2/2012
This was a revision of arXiv:1105.2454v1 from 2012. It considers a varia...
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09/10/2018
Optimal variable selection and adaptive noisy Compressed Sensing
For high-dimensional linear regression model, we propose an algorithm of...
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06/25/2018
Does data interpolation contradict statistical optimality?
We show that learning methods interpolating the training data can achiev...
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05/28/2018
On estimation of nonsmooth functionals of sparse normal means
We study the problem of estimation of the value N_gamma(θ) = sum(i=1)^d ...
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04/17/2018
Minimax rate of testing in sparse linear regression
We consider the problem of testing the hypothesis that the parameter of ...
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02/12/2018
Some effects in adaptive robust estimation under sparsity
Adaptive estimation in the sparse mean model and in sparse regression ex...
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10/30/2017
Sparse covariance matrix estimation in high-dimensional deconvolution
We study the estimation of the covariance matrix Σ of a p-dimensional no...
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12/22/2014
An {l_1,l_2,l_∞}-Regularization Approach to High-Dimensional Errors-in-variables Models
Several new estimation methods have been recently proposed for the linea...
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11/29/2010