惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

博客园 - Franky
云风的 BLOG
云风的 BLOG
人人都是产品经理
人人都是产品经理
博客园 - 叶小钗
Engineering at Meta
Engineering at Meta
Vercel News
Vercel News
Y
Y Combinator Blog
B
Blog
Microsoft Azure Blog
Microsoft Azure Blog
C
Check Point Blog
M
MIT News - Artificial intelligence
Jina AI
Jina AI
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
Apple Machine Learning Research
Apple Machine Learning Research
Hugging Face - Blog
Hugging Face - Blog
阮一峰的网络日志
阮一峰的网络日志
罗磊的独立博客
Stack Overflow Blog
Stack Overflow Blog
F
Fortinet All Blogs
博客园 - 司徒正美
I
InfoQ
Google DeepMind News
Google DeepMind News
GbyAI
GbyAI
U
Unit 42

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
On the Eigenstructure of Covariance Matrices with Diverge...
Simona Diaconu · 2021-12-15 · via math.ST updates on arXiv.org

For a generalization of Johnstone's spiked model, a covariance matrix with eigenvalues all one but $M$ of them, the number of features $N$ comparable to the number of samples $n: N=N(n), M=M(n), γ^{-1} \leq \frac{N}{n} \leq γ$ where $γ\in (0,\infty),$ we obtain consistency rates in the form of CLTs for separated spikes tending to infinity fast enough whenever $M$ grows slightly slower than $n: \lim_{n \to \infty}{\frac{\sqrt{\log{n}}}{\log{\frac{n}{M(n)}}}}=0.$ Our results fill a gap in the existing literature in which the largest range covered for the number of spikes has been $o(n^{1/6})$ and reveal a certain degree of flexibility for the centering in these CLTs inasmuch as it can be empirical, deterministic, or a sum of both. Furthermore, we derive consistency rates of their corresponding empirical eigenvectors to their true counterparts, which turn out to depend on the relative growth of these eigenvalues.