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Working under a model of privacy in which data remains private even from the statistician, we study the tradeoff between privacy guarantees and the risk of the resulting statistical estimators. We develop private versions of classical…

Statistics Theory · Mathematics 2017-11-16 John Duchi , Martin Wainwright , Michael Jordan

The estimation of risk measures recently gained a lot of attention, partly because of the backtesting issues of expected shortfall related to elicitability. In this work we shed a new and fundamental light on optimal estimation procedures…

Risk Management · Quantitative Finance 2017-08-25 Marcin Pitera , Thorsten Schmidt

This paper studies the design of an optimal privacyaware estimator of a public random variable based on noisy measurements which contain private information. The public random variable carries non-private information, however, its estimate…

Optimization and Control · Mathematics 2018-08-08 Ehsan Nekouei , Henrik Sandberg , Mikael Skoglund , Karl H. Johansson

We consider the problem of cost-optimal utilization of a crowdsourcing platform for binary, unsupervised classification of a collection of items, given a prescribed error threshold. Workers on the crowdsourcing platform are assumed to be…

Machine Learning · Computer Science 2022-07-06 Yashvardhan Didwania , Jayakrishnan Nair , N. Hemachandra

We study a data marketplace where a broker intermediates between buyers, who seek to estimate the mean \(\mu\) of an unknown normal distribution \(\Ncal(\mu, \sigma^2)\), and contributors, who can collect data from this distribution at a…

Computer Science and Game Theory · Computer Science 2026-04-03 Keran Chen , Alex Clinton , Kirthevasan Kandasamy

We study a fundamental learning problem over multiple groups with unknown data distributions, where an analyst would like to learn the mean of each group. Moreover, we want to ensure that this data is collected in a relatively fair manner…

Machine Learning · Computer Science 2025-05-22 Abdellah Aznag , Rachel Cummings , Adam N. Elmachtoub

Many statistical estimators are defined as the fixed point of a data-dependent operator, with estimators based on minimizing a cost function being an important special case. The limiting performance of such estimators depends on the…

Machine Learning · Computer Science 2022-03-22 Nhat Ho , Koulik Khamaru , Raaz Dwivedi , Martin J. Wainwright , Michael I. Jordan , Bin Yu

A key challenge in many modern data analysis tasks is that user data are heterogeneous. Different users may possess vastly different numbers of data points. More importantly, it cannot be assumed that all users sample from the same…

Cryptography and Security · Computer Science 2023-08-01 Rachel Cummings , Vitaly Feldman , Audra McMillan , Kunal Talwar

We study the fundamental task of estimating the median of an underlying distribution from a finite number of samples, under pure differential privacy constraints. We focus on distributions satisfying the minimal assumption that they have a…

Statistics Theory · Mathematics 2020-11-13 Christos Tzamos , Emmanouil-Vasileios Vlatakis-Gkaragkounis , Ilias Zadik

Differential privacy is a restriction on data processing algorithms that provides strong confidentiality guarantees for individual records in the data. However, research on proper statistical inference, that is, research on properly…

Cryptography and Security · Computer Science 2021-07-06 Joerg Drechsler , Ira Globus-Harris , Audra McMillan , Jayshree Sarathy , Adam Smith

The purpose of writing this book is to suggest some improved estimators using auxiliary information in sampling schemes like simple random sampling and systematic sampling. This volume is a collection of five papers. The following problems…

Statistics Theory · Mathematics 2013-08-28 Rajesh Singh , Florentin Smarandache

In this paper we have proposed an almost unbiased estimator using known value of some population parameter(s) with known population proportion of an auxiliary variable. A class of estimators is defined which includes [1], [2] and [3]…

Applications · Statistics 2014-06-04 Sachin Malik , Rajesh Singh , SB Gupta

We study collaborative normal mean estimation, where $m$ strategic agents collect i.i.d samples from a normal distribution $\mathcal{N}(\mu, \sigma^2)$ at a cost. They all wish to estimate the mean $\mu$. By sharing data with each other,…

Computer Science and Game Theory · Computer Science 2023-11-22 Yiding Chen , Xiaojin Zhu , Kirthevasan Kandasamy

We study the problem of estimating finite sample confidence intervals of the mean of a normal population under the constraint of differential privacy. We consider both the known and unknown variance cases and construct differentially…

Cryptography and Security · Computer Science 2017-11-13 Vishesh Karwa , Salil Vadhan

High-quality machine learning models are dependent on access to high-quality training data. When the data are not already available, it is tedious and costly to obtain them. Data markets help with identifying valuable training data: model…

Machine Learning · Computer Science 2023-06-06 Boxin Zhao , Boxiang Lyu , Raul Castro Fernandez , Mladen Kolar

Many partial identification problems can be characterized by the optimal value of a function over a set where both the function and set need to be estimated by empirical data. Despite some progress for convex problems, statistical inference…

Methodology · Statistics 2022-08-31 Matthew Tudball , Rachael Hughes , Kate Tilling , Jack Bowden , Qingyuan Zhao

Data attribution methods aim to answer useful counterfactual questions like "what would a ML model's prediction be if it were trained on a different dataset?" However, estimation of data attribution models through techniques like empirical…

Machine Learning · Computer Science 2025-08-19 Ari Karchmer , Martin Pawelczyk , Seth Neel

This paper considers an empirical likelihood inference for parameters defined by general estimating equations, when data are missing at random. The efficiency of existing estimators depends critically on correctly specifying the conditional…

Methodology · Statistics 2016-12-06 Tianqing Liu , Xiaohui Yuan , Zhaohai Li , Aiyi Liu

Biases in existing datasets used to train algorithmic decision rules can raise ethical and economic concerns due to the resulting disparate treatment of different groups. We propose an algorithm for sequentially debiasing such datasets…

Machine Learning · Computer Science 2023-01-11 Yifan Yang , Yang Liu , Parinaz Naghizadeh

How much value does a dataset or a data production process have to an agent who wishes to use the data to assist decision-making? This is a fundamental question towards understanding the value of data as well as further pricing of data.…

Computer Science and Game Theory · Computer Science 2024-12-25 Rui Ai , Boxiang Lyu , Zhaoran Wang , Zhuoran Yang , Haifeng Xu
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