Minimax sample complexity for uniform L_infty estimation is Theta(n^{d+1}) for degree-d polynomials and Theta(ns^2) for s-sparse Fourier-Walsh polynomials under noise, exceeding noiseless rates by factors of n and s.
Title resolution pending
4 Pith papers cite this work. Polarity classification is still indexing.
4
Pith papers citing it
citation-role summary
background 1
citation-polarity summary
verdicts
UNVERDICTED 4roles
background 1polarities
background 1representative citing papers
Establishes statistical and computational optimality thresholds for common subspace estimation and inference under varying SNR regimes, including an impossibility result for adaptive confidence intervals below strong inference SNR.
Adaptive elastic net SAEs (AEN-SAEs) mitigate feature starvation in SAEs by combining ℓ2 structural stability with adaptive ℓ1 reweighting, producing a Lipschitz-continuous sparse coding map that recovers global feature support under mild assumptions.
Proves approximate Gaussianity of debiased linear forms of eigenvectors in matrix denoising and spiked PCA models under Gaussian noise, then constructs bias/variance estimators yielding minimax-optimal confidence intervals without sample splitting.
citing papers explorer
-
Tight $L_\infty$ Sample Complexity for Low-Degree and Sparse Boolean Polynomials
Minimax sample complexity for uniform L_infty estimation is Theta(n^{d+1}) for degree-d polynomials and Theta(ns^2) for s-sparse Fourier-Walsh polynomials under noise, exceeding noiseless rates by factors of n and s.
-
Statistically and Computationally Optimal Estimation and Inference of Common Subspaces
Establishes statistical and computational optimality thresholds for common subspace estimation and inference under varying SNR regimes, including an impossibility result for adaptive confidence intervals below strong inference SNR.
-
Feature Starvation as Geometric Instability in Sparse Autoencoders
Adaptive elastic net SAEs (AEN-SAEs) mitigate feature starvation in SAEs by combining ℓ2 structural stability with adaptive ℓ1 reweighting, producing a Lipschitz-continuous sparse coding map that recovers global feature support under mild assumptions.
-
Statistical Inference for Linear Functions of Eigenvectors with Small Eigengaps
Proves approximate Gaussianity of debiased linear forms of eigenvectors in matrix denoising and spiked PCA models under Gaussian noise, then constructs bias/variance estimators yielding minimax-optimal confidence intervals without sample splitting.