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20182026
most citedLarge Dimensional Independent Component Analysis: Statistical Optimality and Computational Tractability

3 citations · 5 across the 18 of their papers we have counts for

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8 papers · 1 filter

math.ST2026

Differentially Private Nonparametric Modal Learning with Applications to Regression and Clustering

Arkajyoti Bhattacharjee, Arnab Auddy

Density modes provide a localized and interpretable summary of multimodal distributions, but their estimation under rigorous differential privacy constraints remains largely unexpl…

math.ST2024

Minimax And Adaptive Transfer Learning for Nonparametric Classification under Distributed Differential Privacy Constraints

Arnab Auddy, T. Tony Cai, Abhinav Chakraborty

This paper considers minimax and adaptive transfer learning for nonparametric classification under the posterior drift model with distributed differential privacy constraints. Our…

math.ST2024

Tensor Methods in High Dimensional Data Analysis: Opportunities and Challenges

Arnab Auddy, Dong Xia, Ming Yuan

Large amount of multidimensional data represented by multiway arrays or tensors are prevalent in modern applications across various fields such as chemometrics, genomics, physics,…

math.ST2024

Theoretical Analysis of Leave-one-out Cross Validation for Non-differentiable Penalties under High-dimensional Settings

Haolin Zou, Arnab Auddy, Kamiar Rahnama Rad +1

Despite a large and significant body of recent work focused on estimating the out-of-sample risk of regularized models in the high dimensional regime, a theoretical understanding o…

math.ST2023★ 1 cited

Approximate Leave-one-out Cross Validation for Regression with Regularizers (extended version)

Arnab Auddy, Haolin Zou, Kamiar Rahnama Rad +1

The out-of-sample error (OO) is the main quantity of interest in risk estimation and model selection. Leave-one-out cross validation (LO) offers a (nearly) distribution-free yet co…

math.ST2023★ 3 cited

Large Dimensional Independent Component Analysis: Statistical Optimality and Computational Tractability

Arnab Auddy, Ming Yuan

In this paper, we investigate the optimal statistical performance and the impact of computational constraints for independent component analysis (ICA). Our goal is twofold. On the…

math.ST2021

On Estimating Rank-One Spiked Tensors in the Presence of Heavy Tailed Errors

Arnab Auddy, Ming Yuan

In this paper, we study the estimation of a rank-one spiked tensor in the presence of heavy tailed noise. Our results highlight some of the fundamental similarities and differences…

math.ST2021

Exact Detection Thresholds and Minimax Optimality of Chatterjee's Correlation Coefficient

Arnab Auddy, Nabarun Deb, Sagnik Nandy

Recently, Chatterjee (2021) introduced a new rank-based correlation coefficient which can be used to measure the strength of dependence between two random variables. This coefficie…