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

让小产品的独立变现更简单 - ezindie.com
让小产品的独立变现更简单 - ezindie.com
U
Unit 42
Google DeepMind News
Google DeepMind News
博客园 - 司徒正美
Y
Y Combinator Blog
F
Fortinet All Blogs
云风的 BLOG
云风的 BLOG
T
Tailwind CSS Blog
G
Google Developers Blog
酷 壳 – CoolShell
酷 壳 – CoolShell
罗磊的独立博客
D
DataBreaches.Net
T
The Blog of Author Tim Ferriss
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
MyScale Blog
MyScale Blog
N
Netflix TechBlog - Medium
Microsoft Security Blog
Microsoft Security Blog
GbyAI
GbyAI
P
Proofpoint News Feed
Jina AI
Jina AI
B
Blog RSS Feed
腾讯CDC
阮一峰的网络日志
阮一峰的网络日志
D
Docker

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
Near-Optimal and Tractable Estimation under Shift-Invariance
Dmitrii M. Ostrovskii · 2024-11-06 · via math.ST updates on arXiv.org

How hard is it to estimate a discrete-time signal $(x_{1}, ..., x_{n}) \in \mathbb{C}^n$ satisfying an unknown linear recurrence relation of order $s$ and observed in i.i.d. complex Gaussian noise? The class of all such signals is parametric but extremely rich: it contains all exponential polynomials over $\mathbb{C}$ with total degree $s$, including harmonic oscillations with $s$ arbitrary frequencies. Geometrically, this class corresponds to the projection onto $\mathbb{C}^{n}$ of the union of all shift-invariant subspaces of $\smash{\mathbb{C}^\mathbb{Z}}$ of dimension $s$. We show that the statistical complexity of this class, as measured by the squared minimax radius of the $(1-δ)$-confidence $\ell_2$-ball, is nearly the same as for the class of $s$-sparse signals, namely $\smash{O\left(s\log(en) + \log(δ^{-1})\right) \cdot \log^2(es) \cdot \log(en/s).}$ Moreover, the corresponding near-minimax estimator is tractable, and it can be used to build a test statistic with a near-minimax detection threshold in the associated detection problem. These statistical results rely upon a simple analytic observation: the interpretation of the Fourier coefficients of the Christoffel function of any shift-invariant subspace of $\smash{\mathbb{C}^\mathbb{Z}}$ as a reproducing filter with the smallest possible spectrum in all $\ell_p$-norms, $p \in [1,\infty]$, at once.