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We present \textit{universal} estimators for the statistical mean, variance, and scale (in particular, the interquartile range) under pure differential privacy. These estimators are universal in the sense that they work on an arbitrary,…

Cryptography and Security · Computer Science 2023-04-04 Wei Dong , Ke Yi

A model-assisted semiparametric method of estimating finite population totals is investigated to improve the precision of survey estimators by incorporating multivariate auxiliary information. The proposed superpopulation model is a…

Methodology · Statistics 2019-03-19 Lily Wang

In this paper, we propose the application of shrinkage strategies to estimate coefficients in the Bell regression models when prior information about the coefficients is available. The Bell regression models are well-suited for modeling…

Statistics Theory · Mathematics 2024-01-03 Solmaz Seifollahi , Hossein Bevrani , Zakariya Yahya Algamal

In modern statistics, interests shift from pursuing the uniformly minimum variance unbiased estimator to reducing mean squared error (MSE) or residual squared error. Shrinkage based estimation and regression methods offer better prediction…

Methodology · Statistics 2025-02-25 Tianyu Zhan , Haoda Fu , Jian Kang

High accuracy in cancer prediction is important to improve the quality of the treatment and to improve the rate of survivability of patients. As the data volume is increasing rapidly in the healthcare research, the analytical challenge…

Machine Learning · Computer Science 2014-03-13 J S Saleema , N Bhagawathi , S Monica , P Deepa Shenoy , K R Venugopal , L M Patnaik

Sampling is often a necessary evil to reduce the processing and storage costs of distributed tracing. In this work, we describe a scalable and adaptive sampling approach that can preserve events of interest better than the widely used…

Data Structures and Algorithms · Computer Science 2021-07-19 Otmar Ertl

There are circumstances under which stratified sampling is worse than simple random sampling, even if the allocation of the sample sizes is optimal. This phenomenon was discovered more than sixty years ago, but is not as widely known as one…

Methodology · Statistics 2008-02-15 Chris A. J. Klaassen , Andries J. Lenstra

Motivated by the need for distributed learning and optimization algorithms with low communication cost, we study communication efficient algorithms for distributed mean estimation. Unlike previous works, we make no probabilistic assumptions…

Machine Learning · Computer Science 2017-09-26 Ananda Theertha Suresh , Felix X. Yu , Sanjiv Kumar , H. Brendan McMahan

We consider the problem of sequentially learning to estimate, in the mean squared error (MSE) sense, a Gaussian $K$-vector of unknown covariance by observing only $m < K$ of its entries in each round. We propose two MSE estimators, and…

Machine Learning · Computer Science 2025-05-05 Ayon Ghosh , L. A. Prashanth , Dipayan Sen , Aditya Gopalan

Minimum mean squared error (MMSE) estimators of signals from samples corrupted by jitter (timing noise) and additive noise are nonlinear, even when the signal prior and additive noise have normal distributions. This paper develops a…

Applications · Statistics 2015-03-24 Daniel S. Weller , Vivek K Goyal

We use bias-reduced estimators of high quantiles, of heavy-tailed distributions, to introduce a new estimator of the mean in the case of infinite second moment. The asymptotic normality of the proposed estimator is established and checked,…

Methodology · Statistics 2014-05-09 Brahim Brahimi , Djamel Meraghni , Abdelhakim Necir , Djabrane Yahia

Finite-sample upper bounds on the estimation error of a winsorized mean estimator of the population mean in the presence of heavy tails and adversarial contamination are established. In comparison to existing results, the winsorized mean…

Statistics Theory · Mathematics 2026-03-27 Anders Bredahl Kock , David Preinerstorfer

Distributed statistical inference has recently attracted immense attention. The asymptotic efficiency of the maximum likelihood estimator (MLE), the one-step MLE, and the aggregated estimating equation estimator are established for…

Methodology · Statistics 2020-08-14 Ping Zhou , Zhen Yu , Jingyi Ma , Maozai Tian , Ye Fan

In continuation to a recent work on the statistical--mechanical analysis of minimum mean square error (MMSE) estimation in Gaussian noise via its relation to the mutual information (the I-MMSE relation), here we propose a simple and more…

Information Theory · Computer Science 2016-11-17 Neri Merhav

In survey sampling, survey data do not necessarily represent the target population, and the samples are often biased. However, information on the survey weights aids in the elimination of selection bias. The Horvitz-Thompson estimator is a…

Methodology · Statistics 2024-04-05 Kosuke Morikawa , Yoshikazu Terada , Jae Kwang Kim

In this paper, we propose a stratified sampling algorithm in which the random drawings made in the strata to compute the expectation of interest are also used to adaptively modify the proportion of further drawings in each stratum. These…

Methodology · Statistics 2007-12-04 Pierre Etore , Benjamin Jourdain

This paper considers distributed M-estimation under heterogeneous distributions among distributed data blocks. A weighted distributed estimator is proposed to improve the efficiency of the standard "Split-And-Conquer" (SaC) estimator for…

Statistics Theory · Mathematics 2022-09-15 Jia Gu , Songxi Chen

Combining several independent measurements of the same physical quantity is one of the most important tasks in metrology. Small samples, biased input estimates, not always adequate reported uncertainties, and unknown error distribution make…

Data Analysis, Statistics and Probability · Physics 2026-04-22 Zinovy Malkin

We consider the problem of estimating the mean of a symmetric log-concave distribution under the constraint that only a single bit per sample from this distribution is available to the estimator. We study the mean squared error as a…

Information Theory · Computer Science 2023-08-29 Alon Kipnis , John C. Duchi

We present general principles for the design and analysis of unbiased Monte Carlo estimators in a wide range of settings. Our estimators posses finite work-normalized variance under mild regularity conditions. We apply our estimators to…

Statistics Theory · Mathematics 2019-04-23 Jose H. Blanchet , Peter W. Glynn , Yanan Pei