Latent Variable models and Subset Smoothing
summary
Defines Subset Smoothed polytope K' as the convex hull of averages over k‑subsets of the n noisy samples and proves K' ≈ K when many latent points lie near each vertex (Dirichlet‑type condition) and noise is Gaussian. Shows averaging reduces variance by ~√k and K' admits a polynomial‑time optimization oracle (maximize a linear functional by picking top averages), so random linear probes recover vertex candidates with 1/poly(k) success given distance Ω(diameter). Provides a provable algorithm to find vertices under small k and standard noise.
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chapters (7)
- 0:00Latent polytopes introduction
- 3:27Latent variable model examples
- 8:17Defining subset smoothing
- 16:53Convex hull and optimization
- 17:13Separating hyperplanes in geometry
- 21:10Random vectors and separation
- 24:49Q&A
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