Related papers: Toward a generic representation of random variable…
Distributed statistical learning problems arise commonly when dealing with large datasets. In this setup, datasets are partitioned over machines, which compute locally, and communicate short messages. Communication is often the bottleneck.…
Driven by applications in telecommunication networks, we explore the simulation task of estimating rare event probabilities for tandem queues in their steady state. Existing literature has recognized that importance sampling methods can be…
To analyse a very large data set containing lengthy variables, we adopt a sequential estimation idea and propose a parallel divide-and-conquer method. We conduct several conventional sequential estimation procedures separately, and properly…
We revisit the classical problem of comparing regression functions, a fundamental question in statistical inference with broad relevance to modern applications such as data integration, transfer learning, and causal inference. Existing…
Time series of counts occurring in various applications are often overdispersed, meaning their variance is much larger than the mean. This paper proposes a novel variable selection approach for processing such data. Our approach consists in…
The statistical analysis of massive and complex data sets will require the development of algorithms that depend on distributed computing and collaborative inference. Inspired by this, we propose a collaborative framework that aims to…
In distributed computing environments, collaborative machine learning enables multiple clients to train a global model collaboratively. To preserve privacy in such settings, a common technique is to utilize frequent updates and…
We propose a novel method for estimating nonseparable selection models. We show that, for a given selection function, the potential outcome distributions are nonparametrically identified from the selected outcome distributions and can be…
In this paper, we consider a general distributed estimation problem in relay-assisted sensor networks by taking into account time-varying asymmetric communications, fading channels and intermittent measurements. Motivated by centralized…
A variance reduction technique in nonparametric smoothing is proposed: at each point of estimation, form a linear combination of a preliminary estimator evaluated at nearby points with the coefficients specified so that the asymptotic bias…
This paper considers the private release of statistics of disjoint subsets of a dataset, in the setting of data heterogeneity, where users could contribute more than one sample, with different users contributing potentially different…
New asymptotic approximations of the non-central $t$ distribution are given, a generalization of the Student's $t$ distribution. Using new integral representations, we give new asymptotic expansions for large values of the noncentrality…
Learning to sample from complex unnormalized distributions is a fundamental challenge in computational physics and machine learning. While score-based and variational methods have achieved success in continuous domains, extending them to…
Machine learning models are often evaluated using point estimates of performance metrics such as accuracy, F1 score, or mean squared error. Such summaries fail to capture the inherent variability induced by stochastic elements of the…
This article introduces an iterative distributed computing estimator for the multinomial logistic regression model with large choice sets. Compared to the maximum likelihood estimator, the proposed iterative distributed estimator achieves…
This paper develops a general asymptotic theory for nonparametric kernel regression in the presence of cluster dependence. We examine nonparametric density estimation, Nadaraya-Watson kernel regression, and local linear estimation. Our…
Signal decomposition and multiscale signal analysis provide many useful tools for time-frequency analysis. We proposed a random feature method for analyzing time-series data by constructing a sparse approximation to the spectrogram. The…
Deep latent-variable models learn representations of high-dimensional data in an unsupervised manner. A number of recent efforts have focused on learning representations that disentangle statistically independent axes of variation by…
This work delves into the complexities of machine unlearning in the face of distributional shifts, particularly focusing on the challenges posed by non-uniform feature and label removal. With the advent of regulations like the GDPR…
We consider the problem of distributed learning, where a network of agents collectively aim to agree on a hypothesis that best explains a set of distributed observations of conditionally independent random processes. We propose a…