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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

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

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

Estimating symmetric properties of a distribution, e.g. support size, coverage, entropy, distance to uniformity, are among the most fundamental problems in algorithmic statistics. While each of these properties have been studied extensively…

Data Structures and Algorithms · Computer Science 2019-05-22 Moses Charikar , Kirankumar Shiragur , Aaron Sidford

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

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

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 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

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…

Machine Learning · Statistics 2015-06-15 Zhaoshi Meng , Dennis Wei , Ami Wiesel , Alfred O. Hero

We propose an integral geometric approach for computing dual distributions for the parameter distributions of multilinear models. The dual distributions can be computed from, for example, the parameter distributions of conics, multiple view…

Computer Vision and Pattern Recognition · Computer Science 2018-12-04 Sami Sebastian Brandt

Designing scalable estimation algorithms is a core challenge in modern statistics. Here we introduce a framework to address this challenge based on parallel approximants, which yields estimators with provable properties that operate on the…

Methodology · Statistics 2023-08-04 Aritra Chakravorty , William S. Cleveland , Patrick J. Wolfe

Probabilistic models often have parameters that can be translated, scaled, permuted, or otherwise transformed without changing the model. These symmetries can lead to strong correlation and multimodality in the posterior distribution over…

Machine Learning · Statistics 2013-12-20 Robert Nishihara , Thomas Minka , Daniel Tarlow

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

This paper presents a general framework for the estimation of regression models with circular covariates, where the conditional distribution of the response given the covariate can be specified through a parametric model. The estimation of…

Methodology · Statistics 2023-06-06 María Alonso-Pena , Irène Gijbels , Rosa M. Crujeiras

Estimating properties of discrete distributions is a fundamental problem in statistical learning. We design the first unified, linear-time, competitive, property estimator that for a wide class of properties and for all underlying…

Machine Learning · Statistics 2019-04-02 Yi Hao , Alon Orlitsky , Ananda T. Suresh , Yihong Wu

For many data-intensive tasks, feature selection is an important preprocessing step. However, most existing methods do not directly and intuitively explore the intrinsic discriminative information of features. We propose a novel feature…

Machine Learning · Computer Science 2024-01-17 Chunxu Cao , Qiang Zhang

Two semimetrics on probability distributions are proposed, given as the sum of differences of expectations of analytic functions evaluated at spatial or frequency locations (i.e, features). The features are chosen so as to maximize the…

Machine Learning · Statistics 2016-10-31 Wittawat Jitkrittum , Zoltan Szabo , Kacper Chwialkowski , Arthur Gretton

We examine the extent to which sublinear-sample property testing and estimation apply to settings where samples are independently but not identically distributed. Specifically, we consider the following distributional property testing…

Data Structures and Algorithms · Computer Science 2025-11-05 Shivam Garg , Chirag Pabbaraju , Kirankumar Shiragur , Gregory Valiant

We study a new framework for property testing of probability distributions, by considering distribution testing algorithms that have access to a conditional sampling oracle.* This is an oracle that takes as input a subset $S \subseteq [N]$…

Data Structures and Algorithms · Computer Science 2015-01-19 Clement Canonne , Dana Ron , Rocco A. Servedio

Domain generalization aims to learn invariance across multiple training domains, thereby enhancing generalization against out-of-distribution data. While gradient or representation matching algorithms have achieved remarkable success, these…

Machine Learning · Computer Science 2024-06-17 Yuxin Dong , Tieliang Gong , Hong Chen , Shuangyong Song , Weizhan Zhang , Chen Li
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