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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
A Multi-resolution Theory for Approximating Infinite-$p$-...
Xinran Li, Xiao-Li Meng · 2020-10-18 · via math.ST updates on arXiv.org

Transitional inference is an empiricism concept, rooted and practiced in clinical medicine since ancient Greece. Knowledge and experiences gained from treating one entity are applied to treat a related but distinctively different one. This notion of "transition to the similar" renders individualized treatments an operational meaning, yet its theoretical foundation defies the familiar inductive inference framework. The uniqueness of entities is the result of potentially an infinite number of attributes (hence $p=\infty$), which entails zero direct training sample size (i.e., $n=0$) because genuine guinea pigs do not exist. However, the literature on wavelets and on sieve methods suggests a principled approximation theory for transitional inference via a multi-resolution (MR) perspective, where we use the resolution level to index the degree of approximation to ultimate individuality. MR inference seeks a primary resolution indexing an indirect training sample, which provides enough matched attributes to increase the relevance of the results to the target individuals and yet still accumulate sufficient indirect sample sizes for robust estimation. Theoretically, MR inference relies on an infinite-term ANOVA-type decomposition, providing an alternative way to model sparsity via the decay rate of the resolution bias as a function of the primary resolution level. Unexpectedly, this decomposition reveals a world without variance when the outcome is a deterministic function of potentially infinitely many predictors. In this deterministic world, the optimal resolution prefers over-fitting in the traditional sense when the resolution bias decays sufficiently rapidly. Furthermore, there can be many "descents" in the prediction error curve, when the contributions of predictors are inhomogeneous and the ordering of their importance does not align with the order of their inclusion in prediction.