Author

Hui-Bo Xu

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Preprint Sep 2026

Sharp Norms from Finite Structure: Graph Matrices and Structured Chaoses

Graph matrices encode dependencies in random matrices built from shared random variables and arise in spectral algorithms, sum-of-squares (SoS), and high-dimensional statistics. We determine how finite graph structure controls their sharp spectral growth. For every fixed simple graph shape in the dense Rademacher model...

Hui-Bo Xu, Shi Fu, Youming Qiao et al. · 0 citations

#machine learning Preprint Sep 2026

Restricted Eigenvalues Beyond Gaussian Width: Threshold Occupancy under Heavy Tails

Restricted eigenvalue (RE) bounds govern stable recovery by norm-regularized estimators. For isotropic sub-Gaussian measurements, the benchmark sample size is $1+w(A)^2$, where $w(A)$ is the Gaussian width of the normalized descent cone. The COLT 2015 open-problem note (Banerjee et al., 2015) asked whether the same law...

Shi Fu, Hui-Bo Xu, Qi-Xin Zhang et al. · 0 citations

#machine learning Preprint Aug 2026

Feature Priming in Online Linear Regression: Sparse-Regret Lower Bounds and a Tight Univariate Rate

This analysis identifies a common obstruction: cheap nuisance interpolation causes the refit to underweight the truly predictive coordinate, and an exact target-mass identity and a two-sign argument turn this effect into clipped prediction loss.

Huibo Xu, Shi Fu, Qixin Zhang et al. · 0 citations