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Let $\bx_j = \btheta +\bep_j, j=1,...,n$, be observations of an unknown parameter $\btheta$ in a Euclidean or separable Hilbert space $\scrH$, where $\bep_j$ are noises as random elements in $\scrH$ from a general distribution. We study the estimation of $f(\btheta)$ for a given functional $f:\scrH\rightarrow \RR$ based on $\bx_j$'s. The key element of our approach is a new method which we call High-Order Degenerate Statistical Expansion. It leverages the use of classical multivariate Taylor expansion and degenerate $U$-statistic and yields an elegant explicit formula. In the univariate case of $\scrH=\R$, the formula expresses the error of the proposed estimator as a sum of order $k$ degenerate $U$-products of the noises with coefficient $f^{(k)}(\btheta)/k!$ and an explicit remainder term in the form of the Riemann-Liouville integral as in the Taylor expansion around the true $\btheta$. For general $\scrH$, the formula expresses the estimation error in terms of the inner product of $f^{(k)}(\btheta)/k!$ and the average of the tensor products of $k$ noises with distinct indices and a parallel extension of the remainder term from the univariate case. This makes the proposed method a natural statistical version of the classical Taylor expansion. The proposed estimator can be viewed as a jackknife estimator of an ideal degenerate expansion of $f(\cdot)$ around the true $\btheta$ with the degenerate $U$-product of the noises, and can be approximated by bootstrap. Thus, the jackknife, bootstrap and Taylor expansion approaches all converge to the proposed estimator. We develop risk bounds for the proposed estimator and a central limit theorem under a second moment condition (even in expansions of higher than the second order). We apply this new method to generalize several existing results with smooth and nonsmooth $f$ to universal $\bep_j$'s with only minimum moment constraints.

We study reinforcement learning (RL) with linear function approximation. Existing algorithms for this problem only have high-probability regret and/or Probably Approximately Correct (PAC) sample complexity guarantees, which cannot guarantee the convergence to the optimal policy. In this paper, in order to overcome the limitation of existing algorithms, we propose a new algorithm called FLUTE, which enjoys uniform-PAC convergence to the optimal policy with high probability. The uniform-PAC guarantee is the strongest possible guarantee for reinforcement learning in the literature, which can directly imply both PAC and high probability regret bounds, making our algorithm superior to all existing algorithms with linear function approximation. At the core of our algorithm is a novel minimax value function estimator and a multi-level partition scheme to select the training samples from historical observations. Both of these techniques are new and of independent interest.

We study joint unicast and multigroup multicast transmission in single-cell massive multiple-input-multiple-output (MIMO) systems, under maximum ratio transmission. For the unicast transmission, the objective is to maximize the weighted sum spectral efficiency (SE) of the unicast user terminals (UTs) and for the multicast transmission the objective is to maximize the minimum SE of the multicast UTs. These two problems are coupled to each other in a conflicting manner, due to their shared power resource and interference. To address this, we formulate a multiobjective optimization problem (MOOP). We derive the Pareto boundary of the MOOP analytically and determine the values of the system parameters to achieve any desired Pareto optimal point. Moreover, we prove that the Pareto region is convex, hence the system should serve the unicast and multicast UTs at the same time-frequency resource.

Achieving high channel estimation accuracy and reducing hardware cost as well as power dissipation constitute substantial challenges in the design of massive multiple-input multiple-output (MIMO) systems. To resolve these difficulties, sophisticated pilot designs have been conceived for the family of energy-efficient hybrid analog-digital (HAD) beamforming architecture relying on adaptive-resolution analog-to-digital converters (RADCs). In this paper, we jointly optimize the pilot sequences, the number of RADC quantization bits and the hybrid receiver combiner in the uplink of multiuser massive MIMO systems. We solve the associated mean square error (MSE) minimization problem of channel estimation in the context of correlated Rayleigh fading channels subject to practical constraints. The associated mixed-integer problem is quite challenging due to the nonconvex nature of the objective function and of the constraints. By relying on advanced fractional programming (FP) techniques, we first recast the original problem into a more tractable yet equivalent form, which allows the decoupling of the fractional objective function. We then conceive a pair of novel algorithms for solving the resultant problems for codebook-based and codebook-free pilot schemes, respectively. To reduce the design complexity, we also propose a simplified algorithm for the codebook-based pilot scheme. Our simulation results confirm the superiority of the proposed algorithms over the relevant state-of-the-art benchmark schemes.

Graph sampling theory extends the traditional sampling theory to graphs with topological structures. As a key part of the graph sampling theory, subset selection chooses nodes on graphs as samples to reconstruct the original signal. Due to the eigen-decomposition operation for Laplacian matrices of graphs, however, existing subset selection methods usually require high-complexity calculations. In this paper, with an aim of enhancing the computational efficiency of subset selection on graphs, we propose a novel objective function based on the optimal experimental design. Theoretical analysis shows that this function enjoys an $\alpha$-supermodular property with a provable lower bound on $\alpha$. The objective function, together with an approximate of the low-pass filter on graphs, suggests a fast subset selection method that does not require any eigen-decomposition operation. Experimental results show that the proposed method exhibits high computational efficiency, while having competitive results compared to the state-of-the-art ones, especially when the sampling rate is low.

We consider a high-dimensional model in which variables are observed over time and space. The model consists of a spatio-temporal regression containing a time lag and a spatial lag of the dependent variable. Unlike classical spatial autoregressive models, we do not rely on a predetermined spatial interaction matrix, but infer all spatial interactions from the data. Assuming sparsity, we estimate the spatial and temporal dependence fully data-driven by penalizing a set of Yule-Walker equations. This regularization can be left unstructured, but we also propose customized shrinkage procedures when observations originate from spatial grids (e.g. satellite images). Finite sample error bounds are derived and estimation consistency is established in an asymptotic framework wherein the sample size and the number of spatial units diverge jointly. Exogenous variables can be included as well. A simulation exercise shows strong finite sample performance compared to competing procedures. As an empirical application, we model satellite measured NO2 concentrations in London. Our approach delivers forecast improvements over a competitive benchmark and we discover evidence for strong spatial interactions.

The backwards induction method due to Bellman~\cite{bellman1952theory} is a popular approach to solving problems in optimiztion, optimal control, and many other areas of applied math. In this paper we analyze the backwords induction approach, under min/max conditions. We show that if the value function is has strictly positive derivatives of order 1-4 then the optimal strategy for the adversary is Brownian motion. Using that fact we analyze different potential functions and show that the Normal-Hedge potential is optimal.

Given the noisy pairwise measurements among a set of unknown group elements, how to recover them efficiently and robustly? This problem, known as group synchronization, has drawn tremendous attention in the scientific community. In this work, we focus on orthogonal group synchronization that has found many applications, including computer vision, robotics, and cryo-electron microscopy. One commonly used approach is the least squares estimation that requires solving a highly nonconvex optimization program. The past few years have witnessed considerable advances in tackling this challenging problem by convex relaxation and efficient first-order methods. However, one fundamental theoretical question remains to be answered: how does the recovery performance depend on the noise strength? To answer this question, we study a benchmark model: recovering orthogonal group elements from their pairwise measurements corrupted by Gaussian noise. We investigate the performance of convex relaxation and the generalized power method (GPM). By applying the novel~\emph{leave-one-out} technique, we prove that the GPM with spectral initialization enjoys linear convergence to the global optima to the convex relaxation that also matches the maximum likelihood estimator. Our result achieves a near-optimal performance bound on the convergence of the GPM and improves the state-of-the-art theoretical guarantees on the tightness of convex relaxation by a large margin.

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.

Many problems on signal processing reduce to nonparametric function estimation. We propose a new methodology, piecewise convex fitting (PCF), and give a two-stage adaptive estimate. In the first stage, the number and location of the change points is estimated using strong smoothing. In the second stage, a constrained smoothing spline fit is performed with the smoothing level chosen to minimize the MSE. The imposed constraint is that a single change point occurs in a region about each empirical change point of the first-stage estimate. This constraint is equivalent to requiring that the third derivative of the second-stage estimate has a single sign in a small neighborhood about each first-stage change point. We sketch how PCF may be applied to signal recovery, instantaneous frequency estimation, surface reconstruction, image segmentation, spectral estimation and multivariate adaptive regression.