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Consider the problem of estimating the mean of a Gaussian random vector when the mean vector is assumed to be in a given convex set. The most natural solution is to take the Euclidean projection of the data vector on to this convex set; in…
This paper proposes a Bayesian method for estimating the parameters of a normal distribution when only limited summary statistics (sample mean, minimum, maximum, and sample size) are available. To estimate the parameters of a normal…
We consider a problem of statistical mean estimation in which the samples are not observed directly, but are instead observed by a relay (``teacher'') that transmits information through a memoryless channel to the decoder (``student''), who…
As opposed to standard empirical risk minimization (ERM), distributionally robust optimization aims to minimize the worst-case risk over a larger ambiguity set containing the original empirical distribution of the training data. In this…
This work establishes regularity conditions for consistency and asymptotic normality of the multiple parameter maximum likelihood estimator(MLE) from censored data, where the censoring mechanism is in the form of $1$-bit measurements. The…
Towards understanding the fundamental limits of estimation from data of varied quality, we study the problem of estimating a mean parameter from heteroskedastic Gaussian observations where the variances are unknown and may vary arbitrarily…
Parameter estimation is a critical step in continuous-variable quantum key distribution (CV-QKD), especially in the finite-size regime where worst-case confidence intervals can significantly reduce the achievable secret-key rate. We provide…
Protection against disclosure is a legal and ethical obligation for agencies releasing microdata files for public use. Consider a microdata sample of size $n$ from a finite population of size $\bar{n}=n+\lambda n$, with $\lambda>0$, such…
Structural matrix-variate observations routinely arise in diverse fields such as multi-layer network analysis and brain image clustering. While data of this type have been extensively investigated with fruitful outcomes being delivered, the…
We consider the minimax setup for Gaussian one-armed bandit problem, i.e. the two-armed bandit problem with Gaussian distributions of incomes and known distribution corresponding to the first arm. This setup naturally arises when the…
Optimal estimation of a coin's bias using noisy data is surprisingly different from the same problem with noiseless data. We study this problem using entropy risk to quantify estimators' accuracy. We generalize the "add Beta" estimators…
The problem we concentrate on is as follows: given (1) a convex compact set $X$ in ${\mathbb{R}}^n$, an affine mapping $x\mapsto A(x)$, a parametric family $\{p_{\mu}(\cdot)\}$ of probability densities and (2) $N$ i.i.d. observations of the…
In the era of big data, it is necessary to split extremely large data sets across multiple computing nodes and construct estimators using the distributed data. When designing distributed estimators, it is desirable to minimize the amount of…
Many statistical estimators are defined as the fixed point of a data-dependent operator, with estimators based on minimizing a cost function being an important special case. The limiting performance of such estimators depends on the…
The advent of large-scale inference has spurred reexamination of conventional statistical thinking. In a Gaussian model for $n$ many $z$-scores with at most $k < \frac{n}{2}$ nonnulls, Efron suggests estimating the location and scale…
The purpose of this paper is to study the problem of estimating a compactly supported density of probability from noisy observations of its moments. In fact, we provide a statistical approach to the famous Hausdorff classical moment…
We develop a minimax theory for operator learning, where the goal is to estimate an unknown operator between separable Hilbert spaces from finitely many noisy input-output samples. For uniformly bounded Lipschitz operators, we prove…
This paper extends the standard chaining technique to prove excess risk upper bounds for empirical risk minimization with random design settings even if the magnitude of the noise and the estimates is unbounded. The bound applies to many…
In nonparametric statistics an optimality criterion for estimation procedures is provided by the minimax rate of convergence. However this classical point of view is subject to controversy as it requires to look for the worst behaviour…
Many algorithms in machine learning and computational geometry require, as input, the intrinsic dimension of the manifold that supports the probability distribution of the data. This parameter is rarely known and therefore has to be…