22,494 research outputs found
Fast and Robust Rank Aggregation against Model Misspecification
In rank aggregation, preferences from different users are summarized into a
total order under the homogeneous data assumption. Thus, model misspecification
arises and rank aggregation methods take some noise models into account.
However, they all rely on certain noise model assumptions and cannot handle
agnostic noises in the real world. In this paper, we propose CoarsenRank, which
rectifies the underlying data distribution directly and aligns it to the
homogeneous data assumption without involving any noise model. To this end, we
define a neighborhood of the data distribution over which Bayesian inference of
CoarsenRank is performed, and therefore the resultant posterior enjoys
robustness against model misspecification. Further, we derive a tractable
closed-form solution for CoarsenRank making it computationally efficient.
Experiments on real-world datasets show that CoarsenRank is fast and robust,
achieving consistent improvement over baseline methods
Sparse PCA: Optimal rates and adaptive estimation
Principal component analysis (PCA) is one of the most commonly used
statistical procedures with a wide range of applications. This paper considers
both minimax and adaptive estimation of the principal subspace in the high
dimensional setting. Under mild technical conditions, we first establish the
optimal rates of convergence for estimating the principal subspace which are
sharp with respect to all the parameters, thus providing a complete
characterization of the difficulty of the estimation problem in term of the
convergence rate. The lower bound is obtained by calculating the local metric
entropy and an application of Fano's lemma. The rate optimal estimator is
constructed using aggregation, which, however, might not be computationally
feasible. We then introduce an adaptive procedure for estimating the principal
subspace which is fully data driven and can be computed efficiently. It is
shown that the estimator attains the optimal rates of convergence
simultaneously over a large collection of the parameter spaces. A key idea in
our construction is a reduction scheme which reduces the sparse PCA problem to
a high-dimensional multivariate regression problem. This method is potentially
also useful for other related problems.Comment: Published in at http://dx.doi.org/10.1214/13-AOS1178 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org
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