no code implementations • 27 Feb 2024 • Michael Celentano, William S. DeWitt, Sebastian Prillo, Yun S. Song
Here, we address this challenge by proving that, for any partially ascertained process from a general multi-type birth-death-mutation-sampling model, there exists an equivalent process with complete sampling and no death, a property which we leverage to develop a highly efficient algorithm for simulating trees.
no code implementations • 14 Nov 2023 • Michael Celentano, Zhou Fan, Licong Lin, Song Mei
In settings where it is conjectured that no efficient algorithm can find this local neighborhood, we prove analogous geometric properties for a local minimizer of the TAP free energy reachable by AMP, and show that posterior inference based on this minimizer remains correctly calibrated.
no code implementations • 5 Sep 2023 • Seunghoon Paik, Michael Celentano, Alden Green, Ryan J. Tibshirani
Maximum mean discrepancy (MMD) refers to a general class of nonparametric two-sample tests that are based on maximizing the mean difference over samples from one distribution $P$ versus another $Q$, over all choices of data transformations $f$ living in some function space $\mathcal{F}$.
no code implementations • 19 Aug 2022 • Michael Celentano
As an example of its use, we provide a new, and arguably simpler, proof of some of the results of Celentano et al. (2021), which establishes that the so-called TAP free energy in the $\mathbb{Z}_2$-synchronization problem is locally convex in the region to which AMP converges.
no code implementations • 21 Jun 2021 • Michael Celentano, Zhou Fan, Song Mei
This provides a rigorous foundation for variational inference in high dimensions via minimization of the TAP free energy.
no code implementations • 30 Mar 2021 • Michael Celentano, Theodor Misiakiewicz, Andrea Montanari
We study random features approximations to these norms and show that, for $p>1$, the number of random features required to approximate the original learning problem is upper bounded by a polynomial in the sample size.
no code implementations • 27 Jul 2020 • Michael Celentano, Andrea Montanari, Yuting Wei
On the other hand, the Lasso estimator can be precisely characterized in the regime in which both $n$ and $p$ are large and $n/p$ is of order one.
no code implementations • 28 Feb 2020 • Michael Celentano, Andrea Montanari, Yuchen Wu
These lower bounds are optimal in the sense that there exist algorithms whose estimation error matches the lower bounds up to asymptotically negligible terms.