3 papers
math.ST2026
High-Dimensional Statistics: Reflections on Progress and Open Problems
Arian Maleki, Subhabrata Sen, Sivaraman Balakrishnan +9
Over the past two decades, the field of high-dimensional statistics has experienced substantial progress, driven largely by technological advances that have dramatically reduced th…
math.ST2026
High-Dimensional Asymptotics of Differentially Private PCA
Youngjoo Yun, Rishabh Dudeja
In differential privacy, random noise is introduced to privatize summary statistics of a sensitive dataset before releasing them. The noise level determines the privacy loss, which…
math.ST2025
Optimality of Approximate Message Passing Algorithms for Spiked Matrix Models with Rotationally Invariant Noise
Rishabh Dudeja, Songbin Liu, Junjie Ma
We study the problem of estimating a rank one signal matrix from an observed matrix generated by corrupting the signal with additive rotationally invariant noise. We develop a new…