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Informative interim adaptations lead to random sample sizes. The random sample size becomes a component of the sufficient statistic and estimation based solely on observed samples or on the likelihood function does not use all available…

Methodology · Statistics 2022-10-25 Sergey Tarima , Nancy Flournoy

Some improved estimators are proposed for estimating the population mean in stratified sampling in the presence of auxiliary information. Mean square error (MSE) of the proposed estimators have been derived under large sample approximation.…

Statistics Theory · Mathematics 2013-09-13 Rajesh Singh , Viplav K. Singh , A. A. Adewara

We investigate schemes for Hamiltonian parameter estimation of a two-level system using repeated measurements in a fixed basis. The simplest (Fourier based) schemes yield an estimate with a mean square error (MSE) that decreases at best as…

For the lognormal distribution, an unbiased estimator of the squared coefficient of variation is derived from the relative ratio of sample arithmetic to harmonic means. Analytical proofs and simulation results are presented.

Statistics Theory · Mathematics 2015-03-12 Edward Y. Ji , Brian L. Ji

A popular approach for estimating an unknown signal from noisy, linear measurements is via solving a so called \emph{regularized M-estimator}, which minimizes a weighted combination of a convex loss function and of a convex (typically,…

Information Theory · Computer Science 2016-01-26 Christos Thrampoulidis , Ehsan Abbasi , Babak Hassibi

We propose the use of a simple intuitive principle for measuring algorithmic classification bias: the significance of the differences in a classifier's error rates across the various demographics is inversely commensurate with the sample…

Methodology · Statistics 2026-01-08 Ioannis Ivrissimtzis , Shauna Concannon , Matthew Houliston , Graham Roberts

We consider the problem of distributed mean estimation (DME), in which $n$ machines are each given a local $d$-dimensional vector $x_v \in \mathbb{R}^d$, and must cooperate to estimate the mean of their inputs $\mu = \frac 1n\sum_{v = 1}^n…

Machine Learning · Computer Science 2021-04-08 Peter Davies , Vijaykrishna Gurunathan , Niusha Moshrefi , Saleh Ashkboos , Dan Alistarh

We theoretically explore the relationship between sample-efficiency and adaptivity in reinforcement learning. An algorithm is sample-efficient if it uses a number of queries $n$ to the environment that is polynomial in the dimension $d$ of…

Machine Learning · Computer Science 2024-05-29 Emmeran Johnson , Ciara Pike-Burke , Patrick Rebeschini

In this paper, we propose a Singular-Value-Decomposition-based variable-resolution Analog to Digital Converter (ADC) bit allocation design for a single-user Millimeter wave massive Multiple-Input Multiple-Output receiver. We derive the…

Signal Processing · Electrical Eng. & Systems 2018-04-27 I. Zakir Ahmed , Hamid Sadjadpour , Shahram Yousefi

Given univariate random variables $Y_1, \ldots, Y_n$ with the $\text{Uniform}(\theta_0 - 1, \theta_0 + 1)$ distribution, the sample midrange $\frac{Y_{(n)}+Y_{(1)}}{2}$ is the MLE for $\theta_0$ and estimates $\theta_0$ with error of order…

Statistics Theory · Mathematics 2023-08-21 Yu-Chun Kao , Min Xu , Cun-Hui Zhang

The Count-Min sketch is an important and well-studied data summarization method. It allows one to estimate the count of any item in a stream using a small, fixed size data sketch. However, the accuracy of the sketch depends on…

Data Structures and Algorithms · Computer Science 2018-11-13 Daniel Ting

We describe a general framework -- compressive statistical learning -- for resource-efficient large-scale learning: the training collection is compressed in one pass into a low-dimensional sketch (a vector of random empirical generalized…

Machine Learning · Statistics 2021-06-23 Rémi Gribonval , Gilles Blanchard , Nicolas Keriven , Yann Traonmilin

In data-driven learning and inference tasks, the high cost of acquiring samples from the target distribution often limits performance. A common strategy to mitigate this challenge is to augment the limited target samples with data from a…

Statistics Theory · Mathematics 2025-02-06 Barron Han , Danil Akhtiamov , Reza Ghane , Babak Hassibi

Based on $\alpha$-stable random projections with small $\alpha$, we develop a simple algorithm for compressed sensing (sparse signal recovery) by utilizing only the signs (i.e., 1-bit) of the measurements. Using only 1-bit information of…

Methodology · Statistics 2015-11-12 Ping Li

We consider the least-squares regression problem and provide a detailed asymptotic analysis of the performance of averaged constant-step-size stochastic gradient descent (a.k.a. least-mean-squares). In the strongly-convex case, we provide…

Machine Learning · Computer Science 2014-12-02 Alexandre Défossez , Francis Bach

The problem of adaptive sampling for estimating probability mass functions (pmf) uniformly well is considered. Performance of the sampling strategy is measured in terms of the worst-case mean squared error. A Bayesian variant of the…

Methodology · Statistics 2020-12-09 Dhruva Kartik , Neeraj Sood , Urbashi Mitra , Tara Javidi

We study the problem of robustly estimating the mean or location parameter without moment assumptions. We show that for a large class of symmetric distributions, the same error as in the Gaussian setting can be achieved efficiently. The…

Data Structures and Algorithms · Computer Science 2023-11-09 Gleb Novikov , David Steurer , Stefan Tiegel

When estimating area means, direct estimators based on area-specific data, are usually consistent under the sampling design without model assumptions. However, they are inefficient if the area sample size is small. In small area estimation,…

Methodology · Statistics 2026-03-05 William Acero , Isabel Molina , J. Miguel Marín

We study the task of high-dimensional entangled mean estimation in the subset-of-signals model. Specifically, given $N$ independent random points $x_1,\ldots,x_N$ in $\mathbb{R}^D$ and a parameter $\alpha \in (0, 1)$ such that each $x_i$ is…

Data Structures and Algorithms · Computer Science 2025-01-10 Ilias Diakonikolas , Daniel M. Kane , Sihan Liu , Thanasis Pittas

In this paper, we consider a statistical problem of learning a linear model from noisy samples. Existing work has focused on approximating the least squares solution by using leverage-based scores as an importance sampling distribution.…

Machine Learning · Statistics 2016-02-11 Siheng Chen , Rohan Varma , Aarti Singh , Jelena Kovačević