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We consider a single stage stochastic program without recourse with a strictly convex loss function. We assume a compact decision space and grid it with a finite set of points. In addition, we assume that the decision maker can generate…

Computation · Statistics 2018-11-20 Prateek Jaiswal , Harsha Honnappa , Raghu Pasupathy

We introduce a new small area predictor when the Fay-Herriot normal error model is fitted to a logarithmically transformed response variable, and the covariate is measured with error. This framework has been previously studied by Mosaferi…

Methodology · Statistics 2023-08-23 Sepideh Mosaferi , Malay Ghosh , Shonosuke Sugasawa

We present techniques that improve the performance of asymmetric stabilizer codes in the presence of unital channels with unknown parameters. Our method estimates the channel parameters using information recovered from syndrome measurements…

Quantum Physics · Physics 2017-05-30 Jan Florjanczyk , Todd A. Brun

We study the problem of estimating the average of a Lipschitz continuous function $f$ defined over a metric space, by querying $f$ at only a single point. More specifically, we explore the role of randomness in drawing this sample. Our goal…

Data Structures and Algorithms · Computer Science 2011-01-21 Abhimanyu Das , David Kempe

We study the mean estimation problem under communication and local differential privacy constraints. While previous work has proposed \emph{order}-optimal algorithms for the same problem (i.e., asymptotically optimal as we spend more bits),…

Machine Learning · Computer Science 2023-10-31 Berivan Isik , Wei-Ning Chen , Ayfer Ozgur , Tsachy Weissman , Albert No

We characterize the squared prediction risk of ensemble estimators obtained through subagging (subsample bootstrap aggregating) regularized M-estimators and construct a consistent estimator for the risk. Specifically, we consider a…

Statistics Theory · Mathematics 2025-09-30 Takuya Koriyama , Pratik Patil , Jin-Hong Du , Kai Tan , Pierre C. Bellec

We show that the uniform distribution minimizes entropy among all one-dimensional symmetric log-concave distributions with fixed variance, as well as various generalizations of this fact to R\'enyi entropies of orders less than 1 and with…

Information Theory · Computer Science 2021-10-20 Mokshay Madiman , Piotr Nayar , Tomasz Tkocz

Score estimation has recently emerged as a key modern statistical challenge, due to its pivotal role in generative modelling via diffusion models. Moreover, it is an essential ingredient in a new approach to linear regression via convex…

Statistics Theory · Mathematics 2025-12-17 Rebecca M. Lewis , Oliver Y. Feng , Henry W. J. Reeve , Min Xu , Richard J. Samworth

In this work we analyze the mean-square performance of different strategies for distributed estimation over least-mean-squares (LMS) adaptive networks. The results highlight some useful properties for distributed adaptation in comparison to…

Information Theory · Computer Science 2015-06-05 Xiaochuan Zhao , Ali H. Sayed

We consider a problem of statistical mean estimation in which the samples are not observed directly, but are instead observed by a relay (``teacher'') that transmits information through a memoryless channel to the decoder (``student''), who…

Information Theory · Computer Science 2025-05-15 Yan Hao Ling , Zhouhao Yang , Jonathan Scarlett

The method of random projections has become very popular for large-scale applications in statistical learning, information retrieval, bio-informatics and other applications. Using a well-designed coding scheme for the projected data, which…

Machine Learning · Computer Science 2013-08-12 Ping Li , Michael Mitzenmacher , Anshumali Shrivastava

The minimum mean-square error of the estimation of a signal where observed from the additive white Gaussian noise (WGN) channel's output, is analyzed. It is assumed that the channel input's signal is composed of a (normalized) sum of N…

Information Theory · Computer Science 2007-07-13 Jacob Binia

Despite ongoing theoretical research on cross-validation (CV), many theoretical questions remain widely open. This motivates our investigation into how properties of algorithm-distribution pairs can affect the choice for the number of folds…

Statistics Theory · Mathematics 2026-01-09 Ido Nachum , Rüdiger Urbanke , Thomas Weinberger

In this paper, we provide $R$-estimators of the location of a rotationally symmetric distribution on the unit sphere of $\R^k$. In order to do so we first prove the local asymptotic normality property of a sequence of rotationally symmetric…

Applications · Statistics 2012-03-28 Christophe Ley , Yvik Swan , Baba Thiam , Thomas Verdebout

We provide new results for noise-tolerant and sample-efficient learning algorithms under $s$-concave distributions. The new class of $s$-concave distributions is a broad and natural generalization of log-concavity, and includes many…

Machine Learning · Statistics 2018-01-30 Maria-Florina Balcan , Hongyang Zhang

In linear regression we wish to estimate the optimum linear least squares predictor for a distribution over $d$-dimensional input points and real-valued responses, based on a small sample. Under standard random design analysis, where the…

Machine Learning · Statistics 2022-06-08 Michał Dereziński , Manfred K. Warmuth , Daniel Hsu

In this paper, we study a stochastic strongly convex optimization problem and propose three classes of variable sample-size stochastic first-order methods including the standard stochastic gradient descent method, its accelerated variant,…

Optimization and Control · Mathematics 2024-05-08 Jinlong Lei , Uday V. Shanbhag

We consider the problem of estimating the arithmetic average of a finite collection of real vectors stored in a distributed fashion across several compute nodes subject to a communication budget constraint. Our analysis does not rely on any…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-11-24 Jakub Konečný , Peter Richtárik

We study the problem, introduced by Qiao and Valiant, of learning from untrusted batches. Here, we assume $m$ users, all of whom have samples from some underlying distribution $p$ over $1, \ldots, n$. Each user sends a batch of $k$ i.i.d.…

Data Structures and Algorithms · Computer Science 2019-11-07 Sitan Chen , Jerry Li , Ankur Moitra

We study the computational phase transition in a multi-frequency group synchronization problem, where pairwise relative measurements of group elements are observed across multiple frequency channels and corrupted by Gaussian noise. Using…

Statistics Theory · Mathematics 2026-01-29 Zhangsong Li