Probability Theory

MSC 60

Probability theory, stochastic processes, random matrices, concentration inequalities, large deviations.

30 problems

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

KLS Conjecture (Kannan–Lovász–Simonovits)

Probability TheoryOptimization & Variational MethodsAnalysis & PDEs

Posed by Ravi Kannan, László Lovász, Miklós Simonovits (1995)

UnsolvedNotable

Universality for Wigner Matrices: Optimal Moment Conditions

Probability TheoryMathematical StatisticsMathematical Physics
UnsolvedNotable

Cover Time of Random Walk on General Graphs

Probability TheoryCombinatorics & Graph Theory

Posed by Peter Winkler, David Zuckerman (1996)

UnsolvedNotable

Minimax Rate for Wasserstein Distance Estimation in High Dimensions

Mathematical StatisticsProbability TheoryOptimization & Variational Methods
UnsolvedNotable

Exact Recovery Threshold in Multi-Community SBM

Mathematical StatisticsProbability TheoryLearning Theory
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

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

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

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

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

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