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In distributed, or privacy-preserving learning, we are often given a set of probabilistic models estimated from different local repositories, and asked to combine them into a single model that gives efficient statistical estimation. A…

Machine Learning · Statistics 2017-03-01 Jun Han , Qiang Liu

Although robust learning and local differential privacy are both widely studied fields of research, combining the two settings is just starting to be explored. We consider the problem of estimating a discrete distribution in total variation…

Statistics Theory · Mathematics 2022-04-21 Julien Chhor , Flore Sentenac

The problem of distributed estimation of a parametric physical field is stated as a maximum likelihood estimation problem. Sensor observations are distorted by additive white Gaussian noise. Prior to data transmission, each sensor quantizes…

Information Theory · Computer Science 2012-09-21 Natalia A. Schmid , Marwan Alkhweldi , Matthew C. Valenti

This paper studies a Bayesian approach to non-asymptotic minimax adaptation in nonparametric estimation. Estimating an input function on the basis of output functions in a Gaussian white-noise model is discussed. The input function is…

Statistics Theory · Mathematics 2018-08-30 Keisuke Yano , Fumiyasu Komaki

In this paper, we consider the uncertainty quantification problem for regression models. Specifically, we consider an individual calibration objective for characterizing the quantiles of the prediction model. While such an objective is…

Machine Learning · Computer Science 2023-10-27 Shang Liu , Zhongze Cai , Xiaocheng Li

This paper considers the distributed computation of confidence regions tethered to multidimensional parameter estimation under linear measurement models. In particular, the considered confidence regions are non-asymptotic, this meaning that…

Systems and Control · Computer Science 2014-10-01 Vincenzo Zambianchi , Michel Kieffer , Gianni Pasolini , Francesca Bassi , Davide Dardari

This paper focuses on the problem of recursive nonlinear least squares parameter estimation in multi-agent networks, in which the individual agents observe sequentially over time an independent and identically distributed (i.i.d.)…

Optimization and Control · Mathematics 2016-10-20 Anit Kumar Sahu , Soummya Kar , Jose' M. F. Moura , H. Vincent Poor

We present DUAL-LOCO, a communication-efficient algorithm for distributed statistical estimation. DUAL-LOCO assumes that the data is distributed according to the features rather than the samples. It requires only a single round of…

Machine Learning · Statistics 2016-08-04 Christina Heinze , Brian McWilliams , Nicolai Meinshausen

The design of communication systems dedicated to machine learning tasks is one key aspect of goal-oriented communications. In this framework, this article investigates the interplay between data reconstruction and learning from the same…

Information Theory · Computer Science 2024-04-30 Jiahui Wei , Elsa Dupraz , Philippe Mary

In this paper we revisit the classical problem of nonparametric regression, but impose local differential privacy constraints. Under such constraints, the raw data $(X_1,Y_1),\ldots,(X_n,Y_n)$, taking values in $\mathbb{R}^d \times…

Statistics Theory · Mathematics 2020-11-03 Thomas Berrett , László Györfi , Harro Walk

Non-parametric maximum likelihood estimation encompasses a group of classic methods to estimate distribution-associated functions from potentially censored and truncated data, with extensive applications in survival analysis. These methods,…

Methodology · Statistics 2021-08-05 Justin D. Tubbs , Lane Guolan Chen , Thuan Quoc Thach , Pak C. Sham

This paper studies transfer learning for estimating the mean of random functions based on discretely sampled data, where, in addition to observations from the target distribution, auxiliary samples from similar but distinct source…

Statistics Theory · Mathematics 2024-03-29 T. Tony Cai , Dongwoo Kim , Hongming Pu

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…

Information Theory · Computer Science 2016-04-20 Shanying Zhu , Yeng Chai Soh , Lihua Xie

We consider the problem of regularized regression in a network of communication-constrained devices. Each node has local data and objectives, and the goal is for the nodes to optimize a global objective. We develop a distributed…

Optimization and Control · Mathematics 2016-03-22 Neil McGlohon , Stacy Patterson

Nonparametric regression for massive numbers of samples (n) and features (p) is an increasingly important problem. In big n settings, a common strategy is to partition the feature space, and then separately apply simple models to each…

Machine Learning · Statistics 2014-06-10 Rajarshi Guhaniyogi , David B. Dunson

We consider a multitask estimation problem where nodes in a network are divided into several connected clusters, with each cluster performing a least-mean-squares estimation of a different random parameter vector. Inspired by the…

Systems and Control · Computer Science 2017-04-26 Yuan Wang , Wee Peng Tay , Wuhua Hu

We explore the connection between dimensionality and communication cost in distributed learning problems. Specifically we study the problem of estimating the mean $\vec{\theta}$ of an unknown $d$ dimensional gaussian distribution in the…

Machine Learning · Computer Science 2014-11-11 Ankit Garg , Tengyu Ma , Huy L. Nguyen

A number of models for generating statistical data in various fields of insurance, including life insurance, pensions, and general insurance have been considered. It is shown that the insurance statistics data, as a rule, are truncated and…

Methodology · Statistics 2019-04-16 Valery Baskakov , Anna Bartunova

Estimating linear, mean-square continuous functionals is a pivotal challenge in statistics. In high-dimensional contexts, this estimation is often performed under the assumption of exact model sparsity, meaning that only a small number of…

Statistics Theory · Mathematics 2025-08-04 Jelena Bradic , Victor Chernozhukov , Whitney K. Newey , Yinchu Zhu

In a nonparametric instrumental regression model, we strengthen the conventional moment independence assumption towards full statistical independence between instrument and error term. This allows us to prove identification results and…

Econometrics · Economics 2019-06-13 Isaac Loh