Mathematical Statistics

MSC 62

Statistical estimation, hypothesis testing, asymptotic theory, nonparametric statistics, high-dimensional inference.

71 problems

UnsolvedMajor

Minimax-Optimal Sparse PCA: Computational–Statistical Gap

Mathematical StatisticsTheoretical Computer Science

Posed by Berthet & Rigollet (formalized) (2013)

UnsolvedNotable

Gaussian Correlation Inequality: Optimal Extensions

Probability TheoryMathematical Statistics

Posed by Various (post-Royen) (2014)

UnsolvedMajor

Optimal Mixing Time for Log-Concave Sampling

Mathematical StatisticsProbability TheoryOptimization & Variational Methods
UnsolvedMajor

Tight PAC-Bayes Bounds for Deep Neural Networks

Learning TheoryMathematical Statistics
UnsolvedNotable

Optimal Distribution-Free Prediction Intervals

Mathematical StatisticsLearning Theory
UnsolvedNotable

Universality for Wigner Matrices: Optimal Moment Conditions

Probability TheoryMathematical StatisticsMathematical Physics
UnsolvedNotable

Minimax Rate for Wasserstein Distance Estimation in High Dimensions

Mathematical StatisticsProbability TheoryOptimization & Variational Methods
UnsolvedNotable

Uniform Inference for High-Dimensional Linear Models

Mathematical Statistics
UnsolvedNotable

Exact Recovery Threshold in Multi-Community SBM

Mathematical StatisticsProbability TheoryLearning Theory
UnsolvedNotable

Adaptive Minimax Nonparametric Hypothesis Testing

Mathematical Statistics
UnsolvedMajor

Computational Threshold for Tensor PCA

Mathematical StatisticsLearning TheoryTheoretical Computer Science

Posed by Richard & Montanari (2014)

Unsolved

Sharp minimax rate for central-space estimation in the low-signal SIR regime

Mathematical StatisticsLearning Theory

Sourced from the work of Dongming Huang, Songtao Tian, Qian Lin

Unsolved

Universality of exponential decay of the $d$-th SIR eigenvalue

Mathematical StatisticsLearning Theory

Sourced from the work of Dongming Huang, Songtao Tian, Qian Lin

Unsolved

Remove logarithmic gaps in minimax sample complexity for matrix normal covariance estimation

Mathematical StatisticsInformation TheoryProbability Theory

Sourced from the work of Rafael Mendes de Oliveira, William Cole Franks, Akshay Ramachandran, Michael Walter

Unsolved

Full minimax characterization for tensor normal factor estimation beyond the largest factor

Mathematical StatisticsInformation TheoryProbability Theory

Sourced from the work of Rafael Mendes de Oliveira, William Cole Franks, Akshay Ramachandran, Michael Walter

Unsolved

Optimal guarantees in the low-sample tensor regime (below constant-Frobenius threshold)

Mathematical StatisticsInformation TheoryProbability Theory

Sourced from the work of Rafael Mendes de Oliveira, William Cole Franks, Akshay Ramachandran, Michael Walter

Unsolved

Exact information-theoretic detection threshold for correlated SBM vs Erdos-Renyi pair

Probability TheoryMathematical StatisticsInformation Theory

Sourced from the work of Guanyi Chen, Jian Ding, Shuyang Gong, Zhangsong Li

Unsolved

General-$k$ threshold for testing correlated SBMs against independent SBMs

Probability TheoryMathematical StatisticsInformation Theory

Sourced from the work of Guanyi Chen, Jian Ding, Shuyang Gong, Zhangsong Li

UnsolvedNotable

From low-degree hardness to unconditional polynomial-time hardness

Probability TheoryMathematical StatisticsInformation Theory

Sourced from the work of Guanyi Chen, Jian Ding, Shuyang Gong, Zhangsong Li

Unsolved

Remove the Polylogarithmic Gap to Exact Minimax Optimality

Mathematical StatisticsLearning TheoryInformation Theory

Sourced from the work of Kaizheng Wang

UnsolvedNotable

Local-asymptotic limit law with unknown diffusivity levels under vanishing jump

Mathematical StatisticsProbability TheoryLearning Theory

Sourced from the work of Markus Reiß, Claudia Strauch, Lukas Trottner

Unsolved

Multiple change-point inference for piecewise constant diffusivity

Mathematical StatisticsProbability TheoryLearning Theory

Sourced from the work of Markus Reiß, Claudia Strauch, Lukas Trottner

Unsolved

Higher-dimensional change-set (interface) estimation for discontinuous diffusivity

Mathematical StatisticsProbability TheoryLearning Theory

Sourced from the work of Markus Reiß, Claudia Strauch, Lukas Trottner

Unsolved

Rigorous tempered-overfitting guarantees for MDL ReLU interpolators under label noise

Learning TheoryMathematical StatisticsProbability Theory

Sourced from the work of Sourav Chatterjee, Timothy Sudijono

Unsolved

Does the score-matched optimal convex estimator attain the full semiparametric efficiency bound?

Mathematical StatisticsLearning TheoryOptimization & Variational Methods

Sourced from the work of Oliver Y. Feng, Yu-Chun Kao, Min Xu, Richard J. Samworth

Unsolved

Quantify and characterize the efficiency gap induced by convex-loss restriction for non-log-concave errors

Mathematical StatisticsLearning TheoryOptimization & Variational Methods

Sourced from the work of Oliver Y. Feng, Yu-Chun Kao, Min Xu, Richard J. Samworth

Unsolved

Polynomial-time minimax robust mean estimation under star-shaped constraints

Mathematical StatisticsInformation Theory

Sourced from the work of Akshay Prasadan, Matey Neykov

Unsolved

Sharp minimax behavior as contamination approaches the breakdown boundary $\epsilon\uparrow 1/2$

Mathematical StatisticsInformation Theory

Sourced from the work of Akshay Prasadan, Matey Neykov

Unsolved

Information-theoretic limits under heavy-tailed (non-sub-Gaussian) noise

Mathematical StatisticsInformation Theory

Sourced from the work of Akshay Prasadan, Matey Neykov

Unsolved

Optimal Break-Point Estimation Rate in Grouped Time-Varying Network VAR

Mathematical StatisticsOptimization & Variational MethodsInformation Theory

Sourced from the work of Degui Li, Bin Peng, Songqiao Tang, Wei Biao Wu

Unsolved

Full Multiple-Break Theory for Latent Group Structure and Coefficients

Mathematical StatisticsOptimization & Variational MethodsInformation Theory

Sourced from the work of Degui Li, Bin Peng, Songqiao Tang, Wei Biao Wu

Unsolved

Finite-sample optimal FDR-FNR frontier under the two-group model

Mathematical StatisticsProbability TheoryInformation Theory

Sourced from the work of Yutong Nie, Yihong Wu

Unsolved

Optimal FDR-FNR tradeoff beyond independent two-group mixtures

Mathematical StatisticsProbability TheoryInformation Theory

Sourced from the work of Yutong Nie, Yihong Wu

Unsolved

Asymptotic Normality of Spectrum-Aware Debiasing Beyond Right-Rotationally Invariant Designs

Mathematical StatisticsOptimization & Variational MethodsInformation Theory

Sourced from the work of Yufan Li, Pragya Sur

Unsolved

Theory for Debiased PCR Under General Covariate Models

Mathematical StatisticsOptimization & Variational MethodsInformation Theory

Sourced from the work of Yufan Li, Pragya Sur

Unsolved

Overparameterized optimal subsample size for infinite-ensemble subagging

Mathematical StatisticsOptimization & Variational MethodsInformation Theory

Sourced from the work of Takuya Koriyama, Pratik Patil, Jin-Hong Du, Kai Tan, Pierre C. Bellec

Unsolved

Nonasymptotic guarantees for bagged regularized M-estimators

Mathematical StatisticsOptimization & Variational MethodsInformation Theory

Sourced from the work of Takuya Koriyama, Pratik Patil, Jin-Hong Du, Kai Tan, Pierre C. Bellec

Unsolved

Extension beyond convex differentiable-loss framework

Mathematical StatisticsOptimization & Variational MethodsInformation Theory

Sourced from the work of Takuya Koriyama, Pratik Patil, Jin-Hong Du, Kai Tan, Pierre C. Bellec

UnsolvedNotable

Sparsistent Estimation for Constrained Extremal Graphical Lasso

Mathematical StatisticsCombinatorics & Graph TheoryProbability Theory

Sourced from the work of Sebastian Engelke, Michael Lalancette, Stanislav Volgushev

Unsolved

Valid Uncertainty Quantification for Extremal Graph Structure

Mathematical StatisticsCombinatorics & Graph TheoryProbability Theory

Sourced from the work of Sebastian Engelke, Michael Lalancette, Stanislav Volgushev

UnsolvedNotable

Goodness-of-Fit Test for the H\"usler--Reiss Domain of Attraction

Mathematical StatisticsCombinatorics & Graph TheoryProbability Theory

Sourced from the work of Sebastian Engelke, Michael Lalancette, Stanislav Volgushev

Unsolved

Finite-sample error-rate control and power guarantees under the linear subspace model

Mathematical StatisticsLearning TheoryInformation Theory

Sourced from the work of Amitay Eldar, Keren Mor Waknin, Samuel Davenport, Tamir Bendory, Armin Schwartzman, Yoel Shkolnisky

Unsolved

Complete Generic Identifiability in Cyclic LiNGAM with General Confounding

Mathematical StatisticsProbability TheoryLearning Theory

Sourced from the work of Daniele Tramontano, Jalal Etesami, Mathias Drton

Unsolved

Full Causal Graph Recovery Under Arbitrary Nonlinear Latent Confounding

Mathematical StatisticsProbability TheoryLearning Theory

Sourced from the work of Daniele Tramontano, Jalal Etesami, Mathias Drton

Unsolved

Provable Estimation Procedures Under the New Identifiability Criterion

Mathematical StatisticsProbability TheoryLearning Theory

Sourced from the work of Daniele Tramontano, Jalal Etesami, Mathias Drton

Unsolved

State evolution for gradient descent beyond the mean-field scaling

Mathematical StatisticsOptimization & Variational MethodsLearning Theory

Sourced from the work of Qiyang Han, Xiaocong Xu

Unsolved

Sharp characterization of misspecification robustness for debiased GD inference

Mathematical StatisticsOptimization & Variational MethodsLearning Theory

Sourced from the work of Qiyang Han, Xiaocong Xu

Unsolved

Uniform risk dominance of transformed Moore-Penrose estimators

Mathematical Statistics

Sourced from the work of Taras Bodnar, Nestor Parolya

Unsolved

Non-asymptotic oracle inequalities for fully data-driven generalized-inverse shrinkage

Mathematical Statistics

Sourced from the work of Taras Bodnar, Nestor Parolya

Unsolved

Log-factor-free adaptive contraction on general Minkowski-dimensional domains

Mathematical StatisticsLearning TheoryInformation Theory

Sourced from the work of Tao Tang, Xiuyuan Cheng, Nan Wu, David Dunson

Unsolved

Optimal adaptation beyond compact manifolds

Mathematical StatisticsLearning TheoryInformation Theory

Sourced from the work of Tao Tang, Xiuyuan Cheng, Nan Wu, David Dunson

Unsolved

Generalization-error estimation beyond Gaussian designs

Mathematical StatisticsOptimization & Variational MethodsLearning Theory

Sourced from the work of Pierre C Bellec, Kai Tan

Unsolved

Early-stopping optimality without a U-shape risk assumption

Mathematical StatisticsOptimization & Variational MethodsLearning Theory

Sourced from the work of Pierre C Bellec, Kai Tan

Unsolved

Machine-learning debiased efficient estimation under generalized data-fusion alignments

Mathematical StatisticsLearning TheoryInformation Theory

Sourced from the work of Ellen Sandra Graham, Marco Carone, Andrea Rotnitzky

Unsolved

Beyond smooth finite-dimensional targets in unified semiparametric data fusion

Mathematical StatisticsLearning TheoryInformation Theory

Sourced from the work of Ellen Sandra Graham, Marco Carone, Andrea Rotnitzky

Unsolved

Non-asymptotic AMP distributional theory beyond polynomially many iterations

Mathematical StatisticsInformation Theory

Sourced from the work of Gen Li, Yuting Wei

Unsolved

Characterize adaptive distribution classes where two-point rates are attainable

Mathematical StatisticsInformation TheoryCombinatorics & Graph Theory

Sourced from the work of Spencer Compton, Gregory Valiant

Unsolved

Remove polylogarithmic slack in attainable two-point rates

Mathematical StatisticsInformation TheoryCombinatorics & Graph Theory

Sourced from the work of Spencer Compton, Gregory Valiant

Unsolved

Sharp boundary for attainability in finite-sample location models

Mathematical StatisticsInformation TheoryCombinatorics & Graph Theory

Sourced from the work of Spencer Compton, Gregory Valiant

Unsolved

Remove polylogarithmic dimension factors in high-dimensional Berry--Esseen bounds for $m$-dependent sums

Mathematical StatisticsProbability TheoryInformation Theory

Sourced from the work of Heejong Bong, Arun Kumar Kuchibhotla, Alessandro Rinaldo

Unsolved

Complete optimality characterization in the independent-vector specialization under minimal moments

Mathematical StatisticsProbability TheoryInformation Theory

Sourced from the work of Heejong Bong, Arun Kumar Kuchibhotla, Alessandro Rinaldo

UnsolvedNotable

Polynomial-time warm initialization at statistically optimal thresholds

Mathematical StatisticsProbability TheoryLearning Theory

Sourced from the work of Wanteng Ma, Dong Xia

Unsolved

Sharp computational lower bounds for valid inference in the intermediate regime

Mathematical StatisticsProbability TheoryLearning Theory

Sourced from the work of Wanteng Ma, Dong Xia

Unsolved

General-rank intrinsic Cramér–Rao lower bound on Tucker manifolds

Mathematical StatisticsProbability TheoryLearning Theory

Sourced from the work of Wanteng Ma, Dong Xia

Unsolved

Lower-bound the spanning-tree polynomial to sharpen Gaussian \(\chi^2\) bounds

Mathematical Statistics

Sourced from the work of Yanjun Han, Jonathan Niles-Weed

Unsolved

Exploit structure of the overlap matrix beyond trace/spectral gap

Mathematical Statistics

Sourced from the work of Yanjun Han, Jonathan Niles-Weed

UnsolvedNotable

Critical SNR for outlier emergence at fixed summary statistics

Mathematical StatisticsOptimization & Variational MethodsInformation Theory

Sourced from the work of Gerard Ben Arous, Reza Gheissari, Jiaoyang Huang, Aukosh Jagannath

UnsolvedNotable

Small-SNR no-outlier regime and monotonicity in SNR

Mathematical StatisticsOptimization & Variational MethodsInformation Theory

Sourced from the work of Gerard Ben Arous, Reza Gheissari, Jiaoyang Huang, Aukosh Jagannath

Unsolved

Sharp dynamic emergence thresholds for XOR/multilayer GMM classification

Mathematical StatisticsOptimization & Variational MethodsInformation Theory

Sourced from the work of Gerard Ben Arous, Reza Gheissari, Jiaoyang Huang, Aukosh Jagannath

Unsolved

Outlier theory beyond non-degeneracy/invertibility assumptions (ReLU and zero diagonal entries)

Mathematical StatisticsOptimization & Variational MethodsInformation Theory

Sourced from the work of Gerard Ben Arous, Reza Gheissari, Jiaoyang Huang, Aukosh Jagannath

Unsolved

Outlier characterization for unbounded link functions (e.g., phase retrieval)

Mathematical StatisticsOptimization & Variational MethodsInformation Theory

Sourced from the work of Gerard Ben Arous, Reza Gheissari, Jiaoyang Huang, Aukosh Jagannath