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Related papers: Mean Estimation from Adaptive One-bit Measurements

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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

In this work, we study the problem of distributed mean estimation with $1$-bit communication constraints when the variance is unknown. We focus on the specific case where each user has access to one i.i.d. sample drawn from a distribution…

Information Theory · Computer Science 2025-10-10 Ritesh Kumar , Shashank Vatedka

In this paper, we study the problem of mean estimation under 1-bit communication constraints. We propose a novel adaptive mean estimator based solely on randomized threshold queries, where each 1-bit outcome indicates whether a given sample…

Machine Learning · Statistics 2026-05-25 Ivan Lau , Jonathan Scarlett

In this paper, we study the problem of distributed mean estimation with 1-bit communication constraints. We propose a mean estimator that is based on (randomized and sequentially-chosen) interval queries, whose 1-bit outcome indicates…

Machine Learning · Statistics 2026-04-07 Ivan Lau , Jonathan Scarlett

Motivated by the prevalence of environments in which data is abundant while resources for storage and/or transmission might be scarce, we study linear regression when predictors, their squares, and responses are subject to single-bit…

Statistics Theory · Mathematics 2026-04-01 Daniel Hill , Martin Slawski

We develop efficient binary (i.e., 1-bit) and multi-bit coding schemes for estimating the scale parameter of $\alpha$-stable distributions. The work is motivated by the recent work on one scan 1-bit compressed sensing (sparse signal…

Methodology · Statistics 2016-02-02 Ping Li

We consider estimation of a one-dimensional location parameter by means of M-estimators S_n with monotone influence curve psi. For growing sample size n, on suitably thinned out convex contamination ball BQ_n of shrinking radius r/sqrt(n)…

Statistics Theory · Mathematics 2010-06-02 Peter Ruckdeschel

We provide an asymptotic expansion of the maximal mean squared error (MSE) of the sample median to be attained on shrinking gross error neighborhoods about an ideal central distribution. More specifically, this expansion comes in powers of…

Statistics Theory · Mathematics 2010-06-02 Peter Ruckdeschel

We consider the problem of inference for projection parameters in linear regression with increasing dimensions. This problem has been studied under a variety of assumptions in the literature. The classical asymptotic normality result for…

Statistics Theory · Mathematics 2024-01-12 Woonyoung Chang , Arun Kumar Kuchibhotla , Alessandro Rinaldo

We consider the classical problem of estimating the covariance matrix of a subgaussian distribution from i.i.d. samples in the novel context of coarse quantization, i.e., instead of having full knowledge of the samples, they are quantized…

Information Theory · Computer Science 2022-04-25 Sjoerd Dirksen , Johannes Maly , Holger Rauhut

Weak consistency and asymptotic normality of the ordinary least-squares estimator in a linear regression with adaptive learning is derived when the crucial, so-called, `gain' parameter is estimated in a first step by nonlinear least squares…

Econometrics · Economics 2023-01-11 Alexander Mayer

We consider the fundamental problem of communicating an estimate of a real number $x\in[0,1]$ using a single bit. A sender that knows $x$ chooses a value $X\in\set{0,1}$ to transmit. In turn, a receiver estimates $x$ based on the value of…

Data Structures and Algorithms · Computer Science 2021-05-21 Ran Ben-Basat , Michael Mitzenmacher , Shay Vargaftik

The central problem of quantum statistics is to devise measurement schemes for the estimation of an unknown state, given an ensemble of $n$ independent identically prepared systems. For locally quadratic loss functions, the risk of standard…

Quantum Physics · Physics 2019-01-04 Anirudh Acharya , Madalin Guta

Recent results in quantization theory show that the mean-squared expected distortion can reach a rate of convergence of $\mathcal{O}(1/n)$, where $n$ is the sample size [see, e.g., IEEE Trans. Inform. Theory 60 (2014) 7279-7292 or Electron.…

Statistics Theory · Mathematics 2015-04-02 Clément Levrard

Estimation and inference in statistics pose significant challenges when data are collected adaptively. Even in linear models, the Ordinary Least Squares (OLS) estimator may fail to exhibit asymptotic normality for single coordinate…

Statistics Theory · Mathematics 2023-10-31 Licong Lin , Mufang Ying , Suvrojit Ghosh , Koulik Khamaru , Cun-Hui Zhang

In this article we propose a method to estimate with high accuracy pure quantum states of a single qudit. Our method is based on the minimization of the squared error between the complex probability amplitudes of the unknown state and its…

Quantum Physics · Physics 2021-07-14 A. Rojas , L. Pereira , S. Niklitschek , A. Delgado

The sample mean is often used to aggregate different unbiased estimates of a parameter, producing a final estimate that is unbiased but possibly high-variance. This paper introduces the Bayesian median of means, an aggregation rule that…

Statistics Theory · Mathematics 2019-06-05 Paulo Orenstein

This paper studies the problem of nonparametric estimation of a smooth function with data distributed across multiple machines. We assume an independent sample from a white noise model is collected at each machine, and an estimator of the…

Machine Learning · Statistics 2018-06-26 Yuancheng Zhu , John Lafferty

We consider the problem of mean estimation assuming only finite variance. We study a new class of mean estimators constructed by integrating over random noise applied to a soft-truncated empirical mean estimator. For appropriate choices of…

Statistics Theory · Mathematics 2019-06-26 Matthew J. Holland

We study the fundamental problem of estimating the mean of a $d$-dimensional distribution with covariance $\Sigma \preccurlyeq \sigma^2 I_d$ given $n$ samples. When $d = 1$, \cite{catoni} showed an estimator with error $(1+o(1)) \cdot…

Statistics Theory · Mathematics 2024-02-20 Shivam Gupta , Samuel B. Hopkins , Eric Price
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