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We present a new finite-sample analysis of M-estimators of locations in $\mathbb{R}^d$ using the tool of the influence function. In particular, we show that the deviations of an M-estimator can be controlled thanks to its influence function (or its score function) and then, we use concentration inequality on M-estimators to investigate the robust estimation of the mean in high dimension in a corrupted setting (adversarial corruption setting) for bounded and unbounded score functions. For a sample of size $n$ and covariance matrix $\Sigma$, we attain the minimax speed $\sqrt{Tr(\Sigma)/n}+\sqrt{\|\Sigma\|_{op}\log(1/\delta)/n}$ with probability larger than $1-\delta$ in a heavy-tailed setting. One of the major advantages of our approach compared to others recently proposed is that our estimator is tractable and fast to compute even in very high dimension with a complexity of $O(nd\log(Tr(\Sigma)))$ where $n$ is the sample size and $\Sigma$ is the covariance matrix of the inliers. In practice, the code that we make available for this article proves to be very fast.

Neural networks with the Rectified Linear Unit (ReLU) nonlinearity are described by a vector of parameters $\theta$, and realized as a piecewise linear continuous function $R_{\theta}: x \in \mathbb R^{d} \mapsto R_{\theta}(x) \in \mathbb R^{k}$. Natural scalings and permutations operations on the parameters $\theta$ leave the realization unchanged, leading to equivalence classes of parameters that yield the same realization. These considerations in turn lead to the notion of identifiability -- the ability to recover (the equivalence class of) $\theta$ from the sole knowledge of its realization $R_{\theta}$. The overall objective of this paper is to introduce an embedding for ReLU neural networks of any depth, $\Phi(\theta)$, that is invariant to scalings and that provides a locally linear parameterization of the realization of the network. Leveraging these two key properties, we derive some conditions under which a deep ReLU network is indeed locally identifiable from the knowledge of the realization on a finite set of samples $x_{i} \in \mathbb R^{d}$. We study the shallow case in more depth, establishing necessary and sufficient conditions for the network to be identifiable from a bounded subset $\mathcal X \subseteq \mathbb R^{d}$.

This paper deals with robust inference for parametric copula models. Estimation using Canonical Maximum Likelihood might be unstable, especially in the presence of outliers. We propose to use a procedure based on the Maximum Mean Discrepancy (MMD) principle. We derive non-asymptotic oracle inequalities, consistency and asymptotic normality of this new estimator. In particular, the oracle inequality holds without any assumption on the copula family, and can be applied in the presence of outliers or under misspecification. Moreover, in our MMD framework, the statistical inference of copula models for which there exists no density with respect to the Lebesgue measure on $[0,1]^d$, as the Marshall-Olkin copula, becomes feasible. A simulation study shows the robustness of our new procedures, especially compared to pseudo-maximum likelihood estimation. An R package implementing the MMD estimator for copula models is available.

We consider the inverse problem of reconstructing the boundary curve of a cavity embedded in a bounded domain. The problem is formulated in two dimensions for the wave equation. We combine the Laguerre transform with the integral equation method and we reduce the inverse problem to a system of boundary integral equations. We propose an iterative scheme that linearizes the equation using the Fr\'echet derivative of the forward operator. The application of special quadrature rules results to an ill-conditioned linear system which we solve using Tikhonov regularization. The numerical results show that the proposed method produces accurate and stable reconstructions.

We study timed systems in which some timing features are unknown parameters. Parametric timed automata (PTAs) are a classical formalism for such systems but for which most interesting problems are undecidable. Notably, the parametric reachability emptiness problem, i.e., the emptiness of the parameter valuations set allowing to reach some given discrete state, is undecidable. Lower-bound/upper-bound parametric timed automata (L/U-PTAs) achieve decidability for reachability properties by enforcing a separation of parameters used as upper bounds in the automaton constraints, and those used as lower bounds. In this paper, we first study reachability. We exhibit a subclass of PTAs (namely integer-points PTAs) with bounded rational-valued parameters for which the parametric reachability emptiness problem is decidable. Using this class, we present further results improving the boundary between decidability and undecidability for PTAs and their subclasses such as L/U-PTAs. We then study liveness. We prove that: (1) the existence of at least one parameter valuation for which there exists an infinite run in an L/U-PTA is PSPACE-complete; (2) the existence of a parameter valuation such that the system has a deadlock is however undecidable; (3) the problem of the existence of a valuation for which a run remains in a given set of locations exhibits a very thin border between decidability and undecidability.

Due to the multi-linearity of tensors, most algorithms for tensor optimization problems are designed based on the block coordinate descent method. Such algorithms are widely employed by practitioners for their implementability and effectiveness. However, these algorithms usually suffer from the lack of theoretical guarantee of global convergence and analysis of convergence rate. In this paper, we propose a block coordinate descent type algorithm for the low rank partially orthogonal tensor approximation problem and analyse its convergence behaviour. To achieve this, we carefully investigate the variety of low rank partially orthogonal tensors and its geometric properties related to the parameter space, which enable us to locate KKT points of the concerned optimization problem. With the aid of these geometric properties, we prove without any assumption that: (1) Our algorithm converges globally to a KKT point; (2) For any given tensor, the algorithm exhibits an overall sublinear convergence with an explicit rate which is sharper than the usual $O(1/k)$ for first order methods in nonconvex optimization; {(3)} For a generic tensor, our algorithm converges $R$-linearly.

Network-based clustering methods frequently require the number of communities to be specified \emph{a priori}. Moreover, most of the existing methods for estimating the number of communities assume the number of communities to be fixed and not scale with the network size $n$. The few methods that assume the number of communities to increase with the network size $n$ are only valid when the average degree $d$ of a network grows at least as fast as $O(n)$ (i.e., the dense case) or lies within a narrow range. This presents a challenge in clustering large-scale network data, particularly when the average degree $d$ of a network grows slower than the rate of $O(n)$ (i.e., the sparse case). To address this problem, we proposed a new sequential procedure utilizing multiple hypothesis tests and the spectral properties of Erd\"{o}s R\'{e}nyi graphs for estimating the number of communities in sparse stochastic block models (SBMs). We prove the consistency of our method for sparse SBMs for a broad range of the sparsity parameter. As a consequence, we discover that our method can estimate the number of communities $K^{(n)}_{\star}$ with $K^{(n)}_{\star}$ increasing at the rate as high as $O(n^{(1 - 3\gamma)/(4 - 3\gamma)})$, where $d = O(n^{1 - \gamma})$. Moreover, we show that our method can be adapted as a stopping rule in estimating the number of communities in binary tree stochastic block models. We benchmark the performance of our method against other competing methods on six reference single-cell RNA sequencing datasets. Finally, we demonstrate the usefulness of our method through numerical simulations and by using it for clustering real single-cell RNA-sequencing datasets.

We consider the problem of discovering $K$ related Gaussian directed acyclic graphs (DAGs), where the involved graph structures share a consistent causal order and sparse unions of supports. Under the multi-task learning setting, we propose a $l_1/l_2$-regularized maximum likelihood estimator (MLE) for learning $K$ linear structural equation models. We theoretically show that the joint estimator, by leveraging data across related tasks, can achieve a better sample complexity for recovering the causal order (or topological order) than separate estimations. Moreover, the joint estimator is able to recover non-identifiable DAGs, by estimating them together with some identifiable DAGs. Lastly, our analysis also shows the consistency of union support recovery of the structures. To allow practical implementation, we design a continuous optimization problem whose optimizer is the same as the joint estimator and can be approximated efficiently by an iterative algorithm. We validate the theoretical analysis and the effectiveness of the joint estimator in experiments.

Importance sampling is one of the most widely used variance reduction strategies in Monte Carlo rendering. In this paper, we propose a novel importance sampling technique that uses a neural network to learn how to sample from a desired density represented by a set of samples. Our approach considers an existing Monte Carlo rendering algorithm as a black box. During a scene-dependent training phase, we learn to generate samples with a desired density in the primary sample space of the rendering algorithm using maximum likelihood estimation. We leverage a recent neural network architecture that was designed to represent real-valued non-volume preserving ('Real NVP') transformations in high dimensional spaces. We use Real NVP to non-linearly warp primary sample space and obtain desired densities. In addition, Real NVP efficiently computes the determinant of the Jacobian of the warp, which is required to implement the change of integration variables implied by the warp. A main advantage of our approach is that it is agnostic of underlying light transport effects, and can be combined with many existing rendering techniques by treating them as a black box. We show that our approach leads to effective variance reduction in several practical scenarios.

We propose a new method of estimation in topic models, that is not a variation on the existing simplex finding algorithms, and that estimates the number of topics K from the observed data. We derive new finite sample minimax lower bounds for the estimation of A, as well as new upper bounds for our proposed estimator. We describe the scenarios where our estimator is minimax adaptive. Our finite sample analysis is valid for any number of documents (n), individual document length (N_i), dictionary size (p) and number of topics (K), and both p and K are allowed to increase with n, a situation not handled well by previous analyses. We complement our theoretical results with a detailed simulation study. We illustrate that the new algorithm is faster and more accurate than the current ones, although we start out with a computational and theoretical disadvantage of not knowing the correct number of topics K, while we provide the competing methods with the correct value in our simulations.