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This work addresses the distributed estimation problem in a set membership framework. The agents of a network collect measurements which are affected by bounded errors, thus implying that the unknown parameters to be estimated belong to a…

Optimization and Control · Mathematics 2018-12-11 Francesco Farina , Andrea Garulli , Antonio Giannitrapani

In this paper, we propose a new statistical inference method for massive data sets, which is very simple and efficient by combining divide-and-conquer method and empirical likelihood. Compared with two popular methods (the bag of little…

Methodology · Statistics 2020-04-21 Xuejun Ma , Shaochen Wang , Wang Zhou

Previous analysis of regularized functional linear regression in a reproducing kernel Hilbert space (RKHS) typically requires the target function to be contained in this kernel space. This paper studies the convergence performance of…

Machine Learning · Statistics 2024-02-20 Jiading Liu , Lei Shi

This paper presents foundational theoretical results on distributed parameter estimation for undirected probabilistic graphical models. It introduces a general condition on composite likelihood decompositions of these models which…

Machine Learning · Statistics 2014-06-13 Yariv Dror Mizrahi , Misha Denil , Nando de Freitas

A distributed inference scheme which uses bounded transmission functions over a Gaussian multiple access channel is considered. When the sensor measurements are decreasingly reliable as a function of the sensor index, the conditions on the…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-06-16 Sivaraman Dasarathan , Cihan Tepedelenlioglu

The vast majority of theoretical results in machine learning and statistics assume that the available training data is a reasonably reliable reflection of the phenomena to be learned or estimated. Similarly, the majority of machine learning…

Machine Learning · Computer Science 2017-06-13 Moses Charikar , Jacob Steinhardt , Gregory Valiant

We consider the problem of estimating the joint distribution of $n$ independent random variables. Our approach is based on a family of candidate probabilities that we shall call a model and which is chosen to either contain the true…

Statistics Theory · Mathematics 2021-06-01 Yannick Baraud

In this paper, we analyze and study a hybrid model for testing and learning probability distributions. Here, in addition to samples, the testing algorithm is provided with one of two different types of oracles to the unknown distribution…

Data Structures and Algorithms · Computer Science 2014-02-18 Clément Canonne , Ronitt Rubinfeld

This paper takes a different approach for the distributed linear parameter estimation over a multi-agent network. The parameter vector is considered to be stochastic with a Gaussian distribution. The sensor measurements at each agent are…

Systems and Control · Electrical Eng. & Systems 2022-04-19 Subhro Das

It is not unusual for a data analyst to encounter data sets distributed across several computers. This can happen for reasons such as privacy concerns, efficiency of likelihood evaluations, or just the sheer size of the whole data set. This…

Computation · Statistics 2018-05-22 Randy C. S. Lai , J. Hannig , Thomas C. M. Lee

ABC algorithms are notoriously expensive in computing time, as they require simulating many complete artificial datasets from the model. We advocate in this paper a "divide and conquer" approach to ABC, where we split the likelihood into n…

Computation · Statistics 2015-12-02 Simon Barthelmé , Nicolas Chopin , Vincent Cottet

This paper considers distributed statistical inference for general symmetric statistics %that encompasses the U-statistics and the M-estimators in the context of massive data where the data can be stored at multiple platforms in different…

Statistics Theory · Mathematics 2018-05-30 Song Xi Chen , Liuhua Peng

High-dimensional statistical inference with general estimating equations are challenging and remain less explored. In this paper, we study two problems in the area: confidence set estimation for multiple components of the model parameters,…

Methodology · Statistics 2021-04-28 Jinyuan Chang , Song Xi Chen , Cheng Yong Tang , Tong Tong Wu

Motivated by multi-center biomedical studies that cannot share individual data due to privacy and ownership concerns, we develop communication-efficient iterative distributed algorithms for estimation and inference in the high-dimensional…

Methodology · Statistics 2024-06-25 Pierre Bayle , Jianqing Fan , Zhipeng Lou

The focus of modern biomedical studies has gradually shifted to explanation and estimation of joint effects of high dimensional predictors on disease risks. Quantifying uncertainty in these estimates may provide valuable insight into…

Methodology · Statistics 2021-03-09 Zhe Fei , Yi Li

This paper studies the problem of distributed classification with a network of heterogeneous agents. The agents seek to jointly identify the underlying target class that best describes a sequence of observations. The problem is first…

Artificial Intelligence · Computer Science 2020-11-24 James Z. Hare , Cesar A. Uribe , Lance Kaplan , Ali Jadbabaie

The comparison of a parameter in $k$ populations is a classical problem in statistics. Testing for the equality of means or variances are typical examples. Most procedures designed to deal with this problem assume that $k$ is fixed and that…

Independent samples from an unknown probability distribution $\bf p$ on a domain of size $k$ are distributed across $n$ players, with each player holding one sample. Each player can communicate $\ell$ bits to a central referee in a…

Data Structures and Algorithms · Computer Science 2019-05-24 Jayadev Acharya , Clément L. Canonne , Himanshu Tyagi

If learning methods are to scale to the massive sizes of modern datasets, it is essential for the field of machine learning to embrace parallel and distributed computing. Inspired by the recent development of matrix factorization methods…

Machine Learning · Computer Science 2013-10-29 Lester Mackey , Ameet Talwalkar , Michael I. Jordan

The proliferation of science and technology has led to the prevalence of voluminous data sets that are distributed across multiple machines. It is an established fact that conventional statistical methodologies may be unfeasible in the…

Statistics Theory · Mathematics 2023-10-24 Lu Yan , Jiang Hu