English
Related papers

Related papers: A Distributed One-Step Estimator

200 papers

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.…

Statistics Theory · Mathematics 2022-10-25 Edgar Dobriban , Yue Sheng

In this paper we study application of Le Cam's one-step method to parameter estimation in ordinary differential equations models. This computationally simple technique can serve as an alternative to numerical evaluation of the popular…

Methodology · Statistics 2018-04-20 Itai Dattner , Shota Gugushvili

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…

Econometrics · Economics 2024-12-03 Yanqin Fan , Yigit Okar , Xuetao Shi

We consider the problem of collaborative distributed estimation in a large scale sensor network with statistically dependent sensor observations. In collaborative setup, the aim is to maximize the overall estimation performance by modeling…

Signal Processing · Electrical Eng. & Systems 2022-03-21 Shan Zhang , Pranay Sharma , Baocheng Geng , Pramod K. Varshney

We extend nonparametric regression smoothing splines to a context where there is endogeneity and instrumental variables are available. Unlike popular existing estimators, the resulting estimator is one-step and relies on a unique…

Econometrics · Economics 2024-12-10 Jad Beyhum , Elia Lapenta , Pascal Lavergne

This paper addresses distributed parameter estimation in randomized one-hidden-layer neural networks. A group of agents sequentially receive measurements of an unknown parameter that is only partially observable to them. In this paper, we…

Systems and Control · Electrical Eng. & Systems 2020-03-23 Yinsong Wang , Shahin Shahrampour

This paper considers the problem of distributed state estimation using multi-robot systems. The robots have limited communication capabilities and, therefore, communicate their measurements intermittently only when they are physically close…

Robotics · Computer Science 2019-03-12 Reza Khodayi-mehr , Yiannis Kantaros , Michael M. Zavlanos

When the data are stored in a distributed manner, direct application of traditional statistical inference procedures is often prohibitive due to communication cost and privacy concerns. This paper develops and investigates two…

Machine Learning · Statistics 2021-08-04 Jianqing Fan , Yongyi Guo , Kaizheng Wang

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

The problem of generalization and transportation of treatment effect estimates from a study sample to a target population is central to empirical research and statistical methodology. In both randomized experiments and observational…

Methodology · Statistics 2023-06-19 Ambarish Chattopadhyay , Eric R. Cohn , Jose R. Zubizarreta

Distributed systems have been widely used in practice to accomplish data analysis tasks of huge scales. In this work, we target on the estimation problem of generalized linear models on a distributed system with nonrandomly distributed…

Methodology · Statistics 2020-04-07 Feifei Wang , Danyang Huang , Yingqiu Zhu , Hansheng Wang

We study distributed estimation of a high-dimensional static parameter vector through a group of sensors whose communication network is modeled by a fixed directed graph. Different from existing time-triggered communication schemes, an…

Systems and Control · Electrical Eng. & Systems 2021-08-10 Xingkang He , Yu Xing , Junfeng Wu , Karl H. Johansson

The paper considers the problem of distributed adaptive linear parameter estimation in multi-agent inference networks. Local sensing model information is only partially available at the agents and inter-agent communication is assumed to be…

Optimization and Control · Mathematics 2012-08-07 Soummya Kar , Jose' M. F. Moura , H. Vincent Poor

In this paper, robust nonparametric estimators, instead of local linear estimators, are adapted for infinitesimal coefficients associated with integrated jump-diffusion models to avoid the impact of outliers on accuracy. Furthermore,…

Statistics Theory · Mathematics 2018-06-26 Yuping Song , Hanchao Wang

In this paper we have proposed a median based estimator using known value of some population parameter(s) in simple random sampling. Various existing estimators are shown particular members of the proposed estimator. The bias and mean…

Statistics Theory · Mathematics 2014-08-15 Hemant K. Verma , Rajesh Singh , Florentin Smarandache

In this paper, we study a distributed parameter estimation problem with an asynchronous communication protocol over multi-agent systems. Different from traditional time-driven communication schemes, in this work, data can be transmitted…

Systems and Control · Computer Science 2019-03-04 Xingkang He , Qian Liu , Junfeng Wu , Karl Henrik Johansson

The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challenges. To fully utilize the information contained in big…

Statistics Theory · Mathematics 2018-04-12 Stanislav Volgushev , Shih-Kang Chao , Guang Cheng

A common approach to synthetic data is to sample from a fitted model. We show that under general assumptions, this approach results in a sample with inefficient estimators and whose joint distribution is inconsistent with the true…

Statistics Theory · Mathematics 2026-02-18 Jordan Awan , Zhanrui Cai

For a high-dimensional linear model with a finite number of covariates measured with error, we study statistical inference on the parameters associated with the error-prone covariates, and propose a new corrected decorrelated score test and…

Methodology · Statistics 2020-01-29 Mengyan Li , Runze Li , Yanyuan Ma

The distributed Hill estimator is a divide-and-conquer algorithm for estimating the extreme value index when data are stored in multiple machines. In applications, estimates based on the distributed Hill estimator can be sensitive to the…

Methodology · Statistics 2021-12-21 Liujun Chen , Deyuan Li , Chen Zhou