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We study how the divide and conquer principle --- partition the available data into subsamples, compute an estimate from each subsample and combine these appropriately to form the final estimator --- works in non-standard problems where…
We study the isotonic regression estimator over a general countable pre-ordered set. We obtain the limiting distribution of the estimator and study its properties. It is proved that, under some general assumptions, the limiting distribution…
Regression analysis under the assumption of monotonicity is a well-studied statistical problem and has been used in a wide range of applications. However, there remains a lack of a broadly applicable methodology that permits information…
We consider a general monotone regression estimation where we allow for independent and dependent regressors. We propose a modification of the classical isotonic least squares estimator and establish its rate of convergence for the…
The paper studies the problem of distributed parameter estimation in multi-agent networks with exponential family observation statistics. A certainty-equivalence type distributed estimator of the consensus + innovations form is proposed in…
In many problems, a sensible estimator of a possibly multivariate monotone function may itself fail to be monotone. We study the correction of such an estimator obtained via projection onto the space of functions monotone over a finite grid…
Isotonic regression or monotone function estimation is a problem of estimating function values under monotonicity constraints, which appears naturally in many scientific fields. This paper proposes a new Bayesian method with global-local…
In multicenter research, individual-level data are often protected against sharing across sites. To overcome the barrier of data sharing, many distributed algorithms, which only require sharing aggregated information, have been developed.…
We present a computational and statistical approach for fitting isotonic models under convex differentiable loss functions. We offer a recursive partitioning algorithm which provably and efficiently solves isotonic regression under any such…
Estimation and inference with modern longitudinal data from wearable devices, which consist of biological signals at high-frequency time points, is burdened by massive computational costs. We propose a distributed estimation and inference…
Isotonic regression is a shape-constrained nonparametric regression in which the regression is an increasing step function. For $n$ data points, the number of steps in the isotonic regression may be as large as $n$. As a result, standard…
Problems in astrophysics, space weather research and geophysics usually need to analyze noisy big data on the sphere. This paper develops distributed filtered hyperinterpolation for noisy data on the sphere, which assigns the data fitting…
In this paper, we focus on distributed estimation and support recovery for high-dimensional linear quantile regression. Quantile regression is a popular alternative tool to the least squares regression for robustness against outliers and…
Motivated by global warming issues, we consider a time se- ries that consists of a nondecreasing trend observed with station- ary fluctuations, nonparametric estimation of the trend under monotonicity assumption is considered. The rescaled…
This paper studies the estimation and inference for the isotonic regression at the boundary point, an object that is particularly interesting and required in the analysis of monotone regression discontinuity designs. We show that the…
In this paper, we propose a fully distributed algorithm for frequency offsets estimation in decentralized systems. With the proposed algorithm, each node estimates its frequency offsets by local computations and limited exchange of…
Distributed statistical inference has recently attracted enormous attention. Many existing work focuses on the averaging estimator. We propose a one-step approach to enhance a simple-averaging based distributed estimator. We derive the…
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.)…
This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…
We propose a new weighted average estimator for the high dimensional parameters under the distributed learning system, in which the weight assigned to each coordinate is precisely proportional to the inverse of the variance of the local…