4 accepted papers
We present two sharp, closed-form empirical Bernstein inequalities for symmetric random matrices with bounded eigenvalues. By sharp, we mean that both inequalities adapt to the unknown variance in a tight manner: the deviation captured by the first-order $1/\sqrt{n}$ term asymptotically matches the…
Confidence sequences are confidence intervals that can be sequentially tracked, and are valid at arbitrary data-dependent stopping times. This paper presents confidence sequences for a univariate mean of an unknown distribution with a known upper bound on the p-th central moment (p $>$ 1), but allow…
Event cameras sense the intensity changes asynchronously and produce event streams with high dynamic range and low latency. This has inspired research endeavors utilizing events to guide the challenging video super-resolution (VSR) task. In this paper, we make the first at tempt to address a novel p…
Recent studies have provided both empirical and theoretical evidence illustrating that heavy tails can emerge in stochastic gradient descent (SGD) in various scenarios. Such heavy tails potentially result in iterates with diverging variance, which hinders the use of conventional convergence analysis…