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10/30/2022
Robust and Tuning-Free Sparse Linear Regression via Square-Root Slope
We consider the high-dimensional linear regression model and assume that...
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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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11/13/2021
Minimax Supervised Clustering in the Anisotropic Gaussian Mixture Model: A new take on Robust Interpolation
We study the supervised clustering problem under the two-component aniso...
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12/04/2020
Near-Optimal Model Discrimination with Non-Disclosure
Let θ_0,θ_1 ∈ℝ^d be the population risk minimizers associated to some lo...
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08/27/2020
Scaled minimax optimality in high-dimensional linear regression: A non-convex algorithmic regularization approach
The question of fast convergence in the classical problem of high dimens...
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06/02/2020
Robust and efficient mean estimation: approach based on the properties of self-normalized sums
Let X be a random variable with unknown mean and finite variance. We pre...
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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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12/19/2018
Sharp optimal recovery in the Two Component Gaussian Mixture Model
In this paper, we study the problem of clustering in the Two component G...
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12/19/2018
Sharp optimal recovery in the Two Gaussian Mixture Model
In this paper, we study the non-asymptotic problem of exact recovery in ...
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10/12/2018
Interplay of minimax estimation and minimax support recovery under sparsity
In this paper, we study a new notion of scaled minimaxity for sparse est...
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09/10/2018