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We provide an efficient unified plug-in approach for estimating symmetric properties of distributions given $n$ independent samples. Our estimator is based on profile-maximum-likelihood (PML) and is sample optimal for estimating various…

Machine Learning · Statistics 2022-10-14 Moses Charikar , Zhihao Jiang , Kirankumar Shiragur , Aaron Sidford

The advent of data science has spurred interest in estimating properties of distributions over large alphabets. Fundamental symmetric properties such as support size, support coverage, entropy, and proximity to uniformity, received most…

Information Theory · Computer Science 2016-11-29 Jayadev Acharya , Hirakendu Das , Alon Orlitsky , Ananda Theertha Suresh

In this paper we provide a new efficient algorithm for approximately computing the profile maximum likelihood (PML) distribution, a prominent quantity in symmetric property estimation. We provide an algorithm which matches the previous best…

Data Structures and Algorithms · Computer Science 2020-11-06 Nima Anari , Moses Charikar , Kirankumar Shiragur , Aaron Sidford

A striking result of [Acharya et al. 2017] showed that to estimate symmetric properties of discrete distributions, plugging in the distribution that maximizes the likelihood of observed multiset of frequencies, also known as the profile…

Statistics Theory · Mathematics 2020-11-03 Yanjun Han , Kirankumar Shiragur

We study three fundamental statistical-learning problems: distribution estimation, property estimation, and property testing. We establish the profile maximum likelihood (PML) estimator as the first unified sample-optimal approach to a wide…

Machine Learning · Statistics 2019-07-12 Yi Hao , Alon Orlitsky

We propose an efficient algorithm for approximate computation of the profile maximum likelihood (PML), a variant of maximum likelihood maximizing the probability of observing a sufficient statistic rather than the empirical sample. The PML…

Machine Learning · Computer Science 2017-12-21 Dmitri S. Pavlichin , Jiantao Jiao , Tsachy Weissman

In this paper we provide a general framework for estimating symmetric properties of distributions from i.i.d. samples. For a broad class of symmetric properties we identify the easy region where empirical estimation works and the difficult…

Data Structures and Algorithms · Computer Science 2020-03-03 Moses Charikar , Kirankumar Shiragur , Aaron Sidford

In this paper we consider the problem of computing the likelihood of the profile of a discrete distribution, i.e., the probability of observing the multiset of element frequencies, and computing a profile maximum likelihood (PML)…

Data Structures and Algorithms · Computer Science 2020-04-07 Nima Anari , Moses Charikar , Kirankumar Shiragur , Aaron Sidford

Recent years have witnessed the success of adaptive (or unified) approaches in estimating symmetric properties of discrete distributions, where one first obtains a distribution estimator independent of the target property, and then plugs…

Statistics Theory · Mathematics 2021-03-04 Yanjun Han

We consider the fundamental learning problem of estimating properties of distributions over large domains. Using a novel piecewise-polynomial approximation technique, we derive the first unified methodology for constructing sample- and…

Machine Learning · Computer Science 2020-03-18 Yi Hao , Alon Orlitsky

The best-known and most commonly used distribution-property estimation technique uses a plug-in estimator, with empirical frequency replacing the underlying distribution. We present novel linear-time-computable estimators that significantly…

Statistics Theory · Mathematics 2019-03-06 Yi Hao , Alon Orlitsky

We present \emph{Local Moment Matching (LMM)}, a unified methodology for symmetric functional estimation and distribution estimation under Wasserstein distance. We construct an efficiently computable estimator that achieves the minimax…

Methodology · Statistics 2018-07-02 Yanjun Han , Jiantao Jiao , Tsachy Weissman

We show how to compute any symmetric Boolean function on $n$ variables over any field (as well as the integers) with a probabilistic polynomial of degree $O(\sqrt{n \log(1/\epsilon)})$ and error at most $\epsilon$. The degree dependence on…

Data Structures and Algorithms · Computer Science 2016-11-18 Josh Alman , Ryan Williams

The pattern maximum likelihood (PML) estimate, introduced by Orlitsky et al., is an estimate of the multiset of probabilities in an unknown probability distribution $\mathbf{p}$, the estimate being obtained from $n$ i.i.d. samples drawn…

Discrete Mathematics · Computer Science 2015-06-03 Chun Lam Chan , Winston Fernandes , Navin Kashyap , Manjunath Krishnapur

This review article revisits and outlines the perfectly matched layer (PML) method and its various formulations developed over the past 25 years for the numerical modeling and simulation of wave propagation in unbounded media. Based on the…

Classical Physics · Physics 2021-04-21 Florent Pled , Christophe Desceliers

We design a new, fast algorithm for agnostically learning univariate probability distributions whose densities are well approximated by piecewise polynomial functions. Let $f$ be the density function of an arbitrary univariate distribution,…

Data Structures and Algorithms · Computer Science 2015-06-03 Jayadev Acharya , Ilias Diakonikolas , Jerry Li , Ludwig Schmidt

Analyzing high-dimensional data with manifold learning algorithms often requires searching for the nearest neighbors of all observations. This presents a computational bottleneck in statistical manifold learning when observations of…

Machine Learning · Computer Science 2022-03-11 Fan Cheng , Anastasios Panagiotelis , Rob J Hyndman

The EM (Expectation-Maximization) algorithm is regarded as an MM (Majorization-Minimization) algorithm for maximum likelihood estimation of statistical models. Expanding this view, this paper demonstrates that by choosing an appropriate…

Optimization and Control · Mathematics 2026-02-12 Kensuke Asai , Jun-ya Gotoh

Over the last decades, the family of $\alpha$-stale distributions has proven to be useful for modelling in telecommunication systems. Particularly, in the case of radar applications, finding a fast and accurate estimation for the amplitude…

Methodology · Statistics 2023-11-15 Mahdi Teimouri

The study of approximate matching in the Massively Parallel Computations (MPC) model has recently seen a burst of breakthroughs. Despite this progress, however, we still have a far more limited understanding of maximal matching which is one…

Data Structures and Algorithms · Computer Science 2023-10-17 Soheil Behnezhad , MohammadTaghi Hajiaghayi , David G. Harris
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