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05/29/2023
On the Variance, Admissibility, and Stability of Empirical Risk Minimization
It is well known that Empirical Risk Minimization (ERM) with squared los...
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06/21/2022
Tyler's and Maronna's M-estimators: Non-Asymptotic Concentration Results
Tyler's and Maronna's M-estimators, as well as their regularized variant...
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05/06/2022
Efficient Minimax Optimal Estimators For Multivariate Convex Regression
We study the computational aspects of the task of multivariate convex re...
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02/24/2021
On the Minimal Error of Empirical Risk Minimization
We study the minimal error of the Empirical Risk Minimization (ERM) proc...
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12/07/2020
A bounded-noise mechanism for differential privacy
Answering multiple counting queries is one of the best-studied problems ...
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06/07/2020
On Suboptimality of Least Squares with Application to Estimation of Convex Bodies
We develop a technique for establishing lower bounds on the sample compl...
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06/03/2020
Convex Regression in Multidimensions: Suboptimality of Least Squares Estimators
The least squares estimator (LSE) is shown to be suboptimal in squared e...
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03/13/2019
The Log-Concave Maximum Likelihood Estimator is Optimal in High Dimensions
We study the problem of learning a d-dimensional log-concave distributio...
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02/09/2019