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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
Estimating Rank-One Spikes from Heavy-Tailed Noise via Se...
Jingqiu Ding, Samuel B. Hopkins, David Steurer · 2020-09-01 · via math.ST updates on arXiv.org

We study symmetric spiked matrix models with respect to a general class of noise distributions. Given a rank-1 deformation of a random noise matrix, whose entries are independently distributed with zero mean and unit variance, the goal is to estimate the rank-1 part. For the case of Gaussian noise, the top eigenvector of the given matrix is a widely-studied estimator known to achieve optimal statistical guarantees, e.g., in the sense of the celebrated BBP phase transition. However, this estimator can fail completely for heavy-tailed noise. In this work, we exhibit an estimator that works for heavy-tailed noise up to the BBP threshold that is optimal even for Gaussian noise. We give a non-asymptotic analysis of our estimator which relies only on the variance of each entry remaining constant as the size of the matrix grows: higher moments may grow arbitrarily fast or even fail to exist. Previously, it was only known how to achieve these guarantees if higher-order moments of the noises are bounded by a constant independent of the size of the matrix. Our estimator can be evaluated in polynomial time by counting self-avoiding walks via a color -coding technique. Moreover, we extend our estimator to spiked tensor models and establish analogous results.