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Computing and storing probabilities is a hard problem as soon as one has to deal with complex distributions over multiple random variables. The problem of efficient representation of probability distributions is central in term of…
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…
Many estimators of dynamic discrete choice models with persistent unobserved heterogeneity have desirable statistical properties but are computationally intensive. In this paper we propose a method to quicken estimation for a broad class of…
Social sampling is a novel randomized message passing protocol inspired by social communication for opinion formation in social networks. In a typical social sampling algorithm, each agent holds a sample from the empirical distribution of…
Statistical and structural modeling represent two distinct approaches to data analysis. In this paper, we propose a set of novel methods for combining statistical and structural models for improved prediction and causal inference. Our first…
Recent works have proposed optimal subsampling algorithms to improve computational efficiency in large datasets and to design validation studies in the presence of measurement error. Existing approaches generally fall into two categories:…
The recent success of generative adversarial networks and variational learning suggests training a classifier network may work well in addressing the classical two-sample problem. Network-based tests have the computational advantage that…
Data-Augmentation (DA) is known to improve performance across tasks and datasets. We propose a method to theoretically analyze the effect of DA and study questions such as: how many augmented samples are needed to correctly estimate the…
Statistical inference, a central tool of science, revolves around the study and the usage of statistical estimators: functions that map finite samples to predictions about unknown distribution parameters. In the frequentist framework,…
The problem of estimation of the proportion of units with a given attribute in a~finite population is considered. From the population a sample is drawn due to the simple random sampling without replacement. There are limited funds for…
With the recent bloom of data, there is a huge surge in threats against individuals' private information. Various techniques for optimizing privacy-preserving data analysis are at the focus of research in the recent years. In this paper, we…
The most basic assumption used in statistical learning theory is that training data and test data are drawn from the same underlying distribution. Unfortunately, in many applications, the "in-domain" test data is drawn from a distribution…
We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…
Quality data is a fundamental contributor to success in statistics and machine learning. If a statistical assessment or machine learning leads to decisions that create value, data contributors may want a share of that value. This paper…
In many problems in data mining and machine learning, data items that need to be clustered or classified are not points in a high-dimensional space, but are distributions (points on a high dimensional simplex). For distributions, natural…
The topic of deep learning has seen a surge of interest in recent years both within and outside of the field of Statistics. Deep models leverage both nonlinearity and interaction effects to provide superior predictions in many cases when…
Sampling is often a necessary evil to reduce the processing and storage costs of distributed tracing. In this work, we describe a scalable and adaptive sampling approach that can preserve events of interest better than the widely used…
Problem definition: A key challenge in supervised learning is data scarcity, which can cause prediction models to overfit to the training data and perform poorly out of sample. A contemporary approach to combat overfitting is offered by…
We propose a class of nonparametric two-sample tests with a cost linear in the sample size. Two tests are given, both based on an ensemble of distances between analytic functions representing each of the distributions. The first test uses…
Model performance evaluation is a critical and expensive task in machine learning and computer vision. Without clear guidelines, practitioners often estimate model accuracy using a one-time completely random selection of the data. However,…