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We provide an improved analysis of standard differentially private gradient descent for linear regression under the squared error loss. Under modest assumptions on the input, we characterize the distribution of the iterate at each time…

Machine Learning · Computer Science 2024-02-22 Gavin Brown , Krishnamurthy Dvijotham , Georgina Evans , Daogao Liu , Adam Smith , Abhradeep Thakurta

Diffusion models achieve state-of-the-art performance in various generation tasks. However, their theoretical foundations fall far behind. This paper studies score approximation, estimation, and distribution recovery of diffusion models,…

Machine Learning · Computer Science 2023-02-15 Minshuo Chen , Kaixuan Huang , Tuo Zhao , Mengdi Wang

We study the question of testing structured properties (classes) of discrete distributions. Specifically, given sample access to an arbitrary distribution $D$ over $[n]$ and a property $\mathcal{P}$, the goal is to distinguish between…

Data Structures and Algorithms · Computer Science 2016-01-22 Clément L. Canonne , Ilias Diakonikolas , Themis Gouleakis , Ronitt Rubinfeld

An algorithm is described that enables efficient deterministic approximate computation of the bootstrap distribution for any linear bootstrap method $T_n^*$, alleviating the need for repeated resampling from observations (resp.…

Methodology · Statistics 2019-04-10 Thomas Pitschel

In this paper, we develop an approach for the exact determination of the minimum sample size for the estimation of a Poisson parameter with prescribed margin of error and confidence level. The exact computation is made possible by reducing…

Statistics Theory · Mathematics 2008-06-19 Xinjia Chen

The statistics of the sum of random weights where the number of weights is Poisson distributed has important applications in nuclear physics, particle physics and astrophysics. Events are frequently weighted according to their acceptance or…

Data Analysis, Statistics and Probability · Physics 2015-06-17 G. Bohm , G. Zech

We present an amelioration of current known algorithms for optimal spectral partitioning problems. The idea is to use the advantage of a representation using density functions while decreasing the computational time. This is done by…

Optimization and Control · Mathematics 2017-05-25 Beniamin Bogosel

This paper considers the problem of cardinality estimation in data stream applications. We present a statistical analysis of probabilistic counting algorithms, focusing on two techniques that use pseudo-random variates to form…

Computation · Statistics 2012-11-20 Peter Clifford , Ioana A. Cosma

Quantization for probability distributions refers broadly to estimating a given probability measure by a discrete probability measure supported by a finite number of points. We consider general geometric approaches to quantization using…

Dynamical Systems · Mathematics 2020-02-11 Joseph Rosenblatt , Mrinal Kanti Roychowdhury

The purpose of this paper is to explain the interest and importance of (approximate) models and model selection in Statistics. Starting from the very elementary example of histograms we present a general notion of finite dimensional model…

Statistics Theory · Mathematics 2007-06-13 Lucien Birgé

We investigate the estimation of the perimeter of a set by a graph cut of a random geometric graph. For $\Omega \subset D = (0,1)^d$, with $d \geq 2$, we are given $n$ random i.i.d. points on $D$ whose membership in $\Omega$ is known. We…

Statistics Theory · Mathematics 2016-08-16 Nicolás García Trillos , Dejan Slepčev , James von Brecht

We give heuristic arguments and computer results to support the hypothesis that, after appropriate rescaling, the statistics of spacings between adjacent prime numbers follows the Poisson distribution. The scaling transformation removes the…

Number Theory · Mathematics 2014-03-21 Marek Wolf

This paper introduces a framework for simulating finite dimensional representations of (jump) diffusion sample paths over finite intervals, without discretisation error (exactly), in such a way that the sample path can be restored at any…

Methodology · Statistics 2016-02-10 Murray Pollock , Adam M. Johansen , Gareth O. Roberts

Randomized algorithms, such as randomized sketching or stochastic optimization, are a promising approach to ease the computational burden in analyzing large datasets. However, randomized algorithms also produce non-deterministic outputs,…

Methodology · Statistics 2025-05-13 Zhixiang Zhang , Sokbae Lee , Edgar Dobriban

We first review existing sequential methods for estimating a binomial proportion. Afterward, we propose a new family of group sequential sampling schemes for estimating a binomial proportion with prescribed margin of error and confidence…

Statistics Theory · Mathematics 2013-11-05 Zhengjia Chen , Xinjia Chen

We introduce methods to bound the mean of a discrete distribution (or finite population) based on sample data, for random variables with a known set of possible values. In particular, the methods can be applied to categorical data with…

Statistics Theory · Mathematics 2021-11-16 Eric Bax , Frédéric Ouimet

We investigate the problem of testing the equivalence between two discrete histograms. A {\em $k$-histogram} over $[n]$ is a probability distribution that is piecewise constant over some set of $k$ intervals over $[n]$. Histograms have been…

Data Structures and Algorithms · Computer Science 2017-03-07 Ilias Diakonikolas , Daniel M. Kane , Vladimir Nikishkin

If several independent algorithms for a computer-calculated quantity exist, then one can expect their results (which differ because of numerical errors) to follow approximately Gaussian distribution. The mean of this distribution,…

General Mathematics · Mathematics 2017-07-03 Andrej Liptaj

We give sharp bounds for the reliability measure of a discrete r.v. defined on {0, ..., n}, conditionally on the knowledge of the first three moments of the r.v. The present work is as an extension of the results given in [Di Cecco, Stat.…

Statistics Theory · Mathematics 2012-02-01 Davide Di Cecco

Large-scale statistical analysis of data sets associated with genome sequences plays an important role in modern biology. A key component of such statistical analyses is the computation of $p$-values and confidence bounds for statistics…

Applications · Statistics 2011-01-06 Peter J. Bickel , Nathan Boley , James B. Brown , Haiyan Huang , Nancy R. Zhang
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