Shivam Nadimpalli

Xi Chen, Anindya De, Yizhi Huang et al.

The problem of super-resolution, roughly speaking, is to reconstruct an unknown signal to high accuracy, given (potentially noisy) information about its low-degree Fourier coefficients. Prior results on super-resolution have imposed strong modeling assumptions on the signal, typically requiring that it is a linear combination of spatially separated point sources. In this work we analyze a very general version of the super-resolution problem by considering completely general non-negative signals (equivalently, distributions) over the $d$-dimensional torus $[0,1)^d$; we do not assume any spatial separation between point sources, or even that the distribution is a finite linear combination of point sources. The question naturally arises: what can be said about super-resolution in such a general setting? - As a warm-up, we first give a set of results for reconstructing distributions under the Wasserstein distance. We establish essentially matching upper and lower bounds on the cutoff frequency $T$ and the magnitude $κ$ of the noise for which accurate reconstruction is possible: we show that for $d$-dimensional distributions, estimates of $\approx \exp(d)$ many Fourier coefficients are both necessary and sufficient for accurate Wasserstein reconstruction. - As our main result, we define a new notion of "heavy hitter" reconstruction for distributions, which essentially amounts to achieving high-accuracy reconstruction of all "sufficiently dense" regions of the distribution. We give essentially matching upper and lower bounds on the cutoff frequency $T$ and the magnitude $κ$ of the noise for which accurate reconstruction is possible under this notion. Our results show that (in sharp contrast with Wasserstein reconstruction) accurate estimates of only $\approx \exp(\sqrt{d})$ many Fourier coefficients are both necessary and sufficient for heavy hitter reconstruction.

Renato Ferreira Pinto, Cassandra Marcussen, Elchanan Mossel et al.

We consider the problems of \emph{learning} and \emph{testing} real-valued convex functions over Gaussian space. Despite the extensive study of function convexity across mathematics, statistics, and computer science, its learnability and testability have largely been examined only in discrete or restricted settings -- typically with respect to the Hamming distance, which is ill-suited for real-valued functions. In contrast, we study these problems in high dimensions under the standard Gaussian measure, assuming sample access to the function and a mild smoothness condition, namely Lipschitzness. A smoothness assumption is natural and, in fact, necessary even in one dimension: without it, convexity cannot be inferred from finitely many samples. As our main results, we give: - Learning Convex Functions: An agnostic proper learning algorithm for Lipschitz convex functions that achieves error $\varepsilon$ using $n^{O(1/\varepsilon^2)}$ samples, together with a complementary lower bound of $n^{\mathrm{poly}(1/\varepsilon)}$ samples in the \emph{correlational statistical query (CSQ)} model. - Testing Convex Functions: A tolerant (two-sided) tester for convexity of Lipschitz functions with the same sample complexity (as a corollary of our learning result), and a one-sided tester (which never rejects convex functions) using $O(\sqrt{n}/\varepsilon)^n$ samples.

Xi Chen, Anindya De, Yizhi Huang et al.

Several recent works [DHLNSY25, CPPS25a, CPPS25b] have studied a model of property testing of Boolean functions under a \emph{relative-error} criterion. In this model, the distance from a target function $f: \{0,1\}^n \to \{0,1\}$ that is being tested to a function $g$ is defined relative to the number of inputs $x$ for which $f(x)=1$; moreover, testing algorithms in this model have access both to a black-box oracle for $f$ and to independent uniform satisfying assignments of $f$. The motivation for this model is that it provides a natural framework for testing \emph{sparse} Boolean functions that have few satisfying assignments, analogous to well-studied models for property testing of sparse graphs. The main result of this paper is a lower bound for testing \emph{halfspaces} (i.e., linear threshold functions) in the relative error model: we show that $\tildeΩ(\log n)$ oracle calls are required for any relative-error halfspace testing algorithm over the Boolean hypercube $\{0,1\}^n$. This stands in sharp contrast both with the constant-query testability (independent of $n$) of halfspaces in the standard model [MORS10], and with the positive results for relative-error testing of many other classes given in [DHLNSY25, CPPS25a, CPPS25b]. Our lower bound for halfspaces gives the first example of a well-studied class of functions for which relative-error testing is provably more difficult than standard-model testing.

Xi Chen, Anindya De, Yizhi Huang et al.

The relative-error property testing model was introduced in [CDHLNSY24] to facilitate the study of property testing for "sparse" Boolean-valued functions, i.e. ones for which only a small fraction of all input assignments satisfy the function. In this framework, the distance from the unknown target function $f$ that is being tested to a function $g$ is defined as $\mathrm{Vol}(f \mathop{\triangle} g)/\mathrm{Vol}(f)$, where the numerator is the fraction of inputs on which $f$ and $g$ disagree and the denominator is the fraction of inputs that satisfy $f$. Recent work [CDHNSY26] has shown that over the Boolean domain $\{0,1\}^n$, any relative-error testing algorithm for the fundamental class of halfspaces (i.e. linear threshold functions) must make $Ω(\log n)$ oracle calls. In this paper we complement the [CDHNSY26] lower bound by showing that halfspaces can be relative-error tested over $\mathbb{R}^n$ under the standard $N(0,I_n)$ Gaussian distribution using a sublinear number of oracle calls -- in particular, substantially fewer than would be required for learning. Our results use a wide range of tools including Hermite analysis, Gaussian isoperimetric inequalities, and geometric results on noise sensitivity and surface area.

Anindya De, Shivam Nadimpalli, Ryan O'Donnell et al.

We give a dimension-independent sparsification result for suprema of centered Gaussian processes: Let $T$ be any (possibly infinite) bounded set of vectors in $\mathbb{R}^n$, and let $\{\boldsymbol{X}_t := t \cdot \boldsymbol{g} \}_{t\in T}$ be the canonical Gaussian process on $T$, where $\boldsymbol{g}\sim N(0, I_n)$. We show that there is an $O_\varepsilon(1)$-size subset $S \subseteq T$ and a set of real values $\{c_s\}_{s \in S}$ such that the random variable $\sup_{s \in S} \{\boldsymbol{X}_s + c_s\}$ is an $\varepsilon$-approximator\,(in $L^1$) of the random variable $\sup_{t \in T} {\boldsymbol{X}}_t$. Notably, the size of the sparsifier $S$ is completely independent of both $|T|$ and the ambient dimension $n$. We give two applications of this sparsification theorem: - A "Junta Theorem" for Norms: We show that given any norm $ν(x)$ on $\mathbb{R}^n$, there is another norm $ψ(x)$ depending only on the projection of $x$ onto $O_\varepsilon(1)$ directions, for which $ψ({\boldsymbol{g}})$ is a multiplicative $(1 \pm \varepsilon)$-approximation of $ν({\boldsymbol{g}})$ with probability $1-\varepsilon$ for ${\boldsymbol{g}} \sim N(0,I_n)$. - Sparsification of Convex Sets: We show that any intersection of (possibly infinitely many) halfspaces in $\mathbb{R}^n$ that are at distance $r$ from the origin is $\varepsilon$-close (under $N(0,I_n)$) to an intersection of only $O_{r,\varepsilon}(1)$ halfspaces. This yields new polynomial-time \emph{agnostic learning} and \emph{tolerant property testing} algorithms for intersections of halfspaces.