activity
20172026
most citedAdaptive estimation and noise detection for an ergodic diffusion with observation noises

6 citations · 6 across the 10 of their papers we have counts for

collaborators

16 papers

math.PR2026

On sample complexity for covariance estimation via the unadjusted Langevin algorithm

Shogo Nakakita

We establish sample complexity guarantees for estimating the covariance matrix of a strongly log-concave smooth distribution using the unadjusted Langevin algorithm (ULA). We quant…

math.ST2025

Sparse estimation for the drift of high-dimensional Ornstein--Uhlenbeck processes with i.i.d. paths

Shogo Nakakita

We study sparsity-regularized maximum likelihood estimation for the drift parameter of high-dimensional non-stationary Ornstein--Uhlenbeck processes given repeated measurements of…

stat.ML2025

Improved generalization bounds for binary linear classification via isoperimetry

Shogo Nakakita

We examine the concentration of uniform generalization errors around their expectation in binary linear classification problems via an isoperimetric argument. In particular, we est…

stat.ML2024

Federated Learning with Relative Fairness

Shogo Nakakita, Tatsuya Kaneko, Shinya Takamaeda-Yamazaki +1

This paper proposes a federated learning framework designed to achieve \textit{relative fairness} for clients. Traditional federated learning frameworks typically ensure absolute f…

stat.ML2024

Effect of Random Learning Rate: Theoretical Analysis of SGD Dynamics in Non-Convex Optimization via Stationary Distribution

Naoki Yoshida, Shogo Nakakita, Masaaki Imaizumi

We consider a variant of the stochastic gradient descent (SGD) with a random learning rate and reveal its convergence properties. SGD is a widely used stochastic optimization algor…

math.ST2024

Dimension-free uniform concentration bound for logistic regression

Shogo Nakakita

We provide a novel dimension-free uniform concentration bound for the empirical risk function of constrained logistic regression. Our bound yields a milder sufficient condition for…