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4 Pith papers cite this work. Polarity classification is still indexing.

4 Pith papers citing it

years

2026 4

verdicts

UNVERDICTED 4

representative citing papers

The Threshold Breakdown Point

math.ST · 2026-05-05 · unverdicted · novelty 7.0 · 2 refs

Defines threshold breakdown point and m-sensitivity for M-estimators, derives their properties, extends to hypothesis testing, and supplies consistency, asymptotic normality, and multiplier bootstrap results.

Optimal e-variables under constraints

stat.ME · 2026-04-23 · unverdicted · novelty 7.0

Constrained log-optimal e-variables are obtained by post-processing the unconstrained optimal e-variable via an appropriate transformation.

On efficient robust regression with subquadratic samples

cs.DS · 2026-05-18 · unverdicted · novelty 6.0

Near-linear time algorithm for robust regression under Gaussian covariates achieves O(sqrt(ε κ)) error with Õ(d/ε⁴) samples when ε κ ≲ 1, plus SQ and low-degree lower bounds.

When Determinants Are Not Enough: Private Rare Switching

cs.LG · 2026-05-22 · unverdicted · novelty 5.0

Replaces determinant growth with generalized Rayleigh quotient for rare switching in private linear bandits to control worst-direction volume despite non-monotonic design matrices from noise.

citing papers explorer

Showing 4 of 4 citing papers.

  • The Threshold Breakdown Point math.ST · 2026-05-05 · unverdicted · none · ref 60 · 2 links

    Defines threshold breakdown point and m-sensitivity for M-estimators, derives their properties, extends to hypothesis testing, and supplies consistency, asymptotic normality, and multiplier bootstrap results.

  • Optimal e-variables under constraints stat.ME · 2026-04-23 · unverdicted · none · ref 67

    Constrained log-optimal e-variables are obtained by post-processing the unconstrained optimal e-variable via an appropriate transformation.

  • On efficient robust regression with subquadratic samples cs.DS · 2026-05-18 · unverdicted · none · ref 122

    Near-linear time algorithm for robust regression under Gaussian covariates achieves O(sqrt(ε κ)) error with Õ(d/ε⁴) samples when ε κ ≲ 1, plus SQ and low-degree lower bounds.

  • When Determinants Are Not Enough: Private Rare Switching cs.LG · 2026-05-22 · unverdicted · none · ref 116

    Replaces determinant growth with generalized Rayleigh quotient for rare switching in private linear bandits to control worst-direction volume despite non-monotonic design matrices from noise.