2 papers
cs.LG2026
A second order regret bound for NormalHedge
Yoav Freund, Nicholas J. A. Harvey, Victor S. Portella +2
We consider the problem of prediction with expert advice for ``easy'' sequences. We show that a variant of NormalHedge enjoys a second-order -quantile regret bound of $O\big(\sq…
cs.DS2024
Lower Bounds for Private Estimation of Gaussian Covariance Matrices under All Reasonable Parameter Regimes
Victor S. Portella, Nick Harvey
We prove lower bounds on the number of samples needed to privately estimate the covariance matrix of a Gaussian distribution. Our bounds match existing upper bounds in the widest k…