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How can we perform efficient inference and learning in directed probabilistic models, in the presence of continuous latent variables with intractable posterior distributions, and large datasets? We introduce a stochastic variational…

Machine Learning · Statistics 2022-12-13 Diederik P Kingma , Max Welling

In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…

Methodology · Statistics 2025-02-07 Neil K. Chada , Ajay Jasra , Mohamed Maama , Raul Tempone

The Median of Medians (also known as BFPRT) algorithm, although a landmark theoretical achievement, is seldom used in practice because it and its variants are slower than simple approaches based on sampling. The main contribution of this…

Data Structures and Algorithms · Computer Science 2016-08-05 Andrei Alexandrescu

We revisit the problem of estimating the mean of a high-dimensional distribution in the presence of an $\varepsilon$-fraction of adversarial outliers. When $\varepsilon$ is at most some sufficiently small constant, previous works can…

Data Structures and Algorithms · Computer Science 2024-11-22 Hongjie Chen , Deepak Narayanan Sridharan , David Steurer

The unsupervised task of aligning two or more distributions in a shared latent space has many applications including fair representations, batch effect mitigation, and unsupervised domain adaptation. Existing flow-based approaches estimate…

Machine Learning · Computer Science 2022-03-17 Zeyu Zhou , Ziyu Gong , Pradeep Ravikumar , David I. Inouye

Given a multivariate function taking deterministic and uncertain inputs, we consider the problem of estimating a quantile set: a set of deterministic inputs for which the probability that the output belongs to a specific region remains…

Applications · Statistics 2025-07-25 Romain Ait Abdelmalek-Lomenech , Julien Bect , Emmanuel Vazquez

Some new results are derived concerning random coding error exponents and expurgated exponents for list decoding with a deterministic list size $L$. Two asymptotic regimes are considered, the fixed list-size regime, where $L$ is fixed…

Information Theory · Computer Science 2016-11-17 Neri Merhav

We study the sample complexity of estimating the covariance matrix $T$ of a distribution $\mathcal{D}$ over $d$-dimensional vectors, under the assumption that $T$ is Toeplitz. This assumption arises in many signal processing problems, where…

Signal Processing · Electrical Eng. & Systems 2019-10-31 Yonina C. Eldar , Jerry Li , Cameron Musco , Christopher Musco

A fundamental problem in statistics is estimating the shape matrix of an Elliptical distribution. This generalizes the familiar problem of Gaussian covariance estimation, for which the sample covariance achieves optimal estimation error.…

Statistics Theory · Mathematics 2025-10-16 Lap Chi Lau , Akshay Ramachandran

Diffusion inversion aims to recover the initial noise corresponding to a given image such that this noise can reconstruct the original image through the denoising diffusion process. The key component of diffusion inversion is to minimize…

Computer Vision and Pattern Recognition · Computer Science 2025-12-10 Yifei Chen , Kaiyu Song , Yan Pan , Jianxing Yu , Jian Yin , Hanjiang Lai

Estimation and inference with modern longitudinal data from wearable devices, which consist of biological signals at high-frequency time points, is burdened by massive computational costs. We propose a distributed estimation and inference…

Methodology · Statistics 2023-09-13 Cole Manschot , Emily C. Hector

We study the problem of distributed mean estimation and optimization under communication constraints. We propose a correlated quantization protocol whose leading term in the error guarantee depends on the mean deviation of data points…

Machine Learning · Computer Science 2022-07-12 Ananda Theertha Suresh , Ziteng Sun , Jae Hun Ro , Felix Yu

The estimation of covariance matrices of gene expressions has many applications in cancer systems biology. Many gene expression studies, however, are hampered by low sample size and it has therefore become popular to increase sample size by…

The choice of the parameter value for regularized inverse problems is critical to the results and remains a topic of interest. This article explores a criterion for selecting a good parameter value by maximizing the probability of the data,…

Numerical Analysis · Mathematics 2020-02-11 Toby Sanders , Rodrigo B. Platte , Robert D. Skeel

We consider the problem of estimating the direction of arrival of a signal embedded in $K$-distributed noise, when secondary data which contains noise only are assumed to be available. Based upon a recent formula of the Fisher information…

Applications · Statistics 2015-10-28 Yuri Abramovich , Olivier Besson , Ben Johnson

We consider versions of the FIND algorithm where the pivot element used is the median of a subset chosen uniformly at random from the data. For the median selection we assume that subsamples of size asymptotic to $c \cdot n^\alpha$ are…

Probability · Mathematics 2013-11-20 Henning Sulzbach , Ralph Neininger , Michael Drmota

We consider the distributed single-winner metric voting problem on a line, where agents and alternative are represented by points on the line of real numbers, the agents are partitioned into disjoint districts, and the goal is to choose a…

Computer Science and Game Theory · Computer Science 2023-01-05 Alexandros A. Voudouris

State estimation or filtering serves as a fundamental task to enable intelligent decision-making in applications such as autonomous vehicles, robotics, healthcare monitoring, smart grids, intelligent transportation, and predictive…

Machine Learning · Computer Science 2025-06-16 Aamir Hussain Chughtai

We consider the following basic learning task: given independent draws from an unknown distribution over a discrete support, output an approximation of the distribution that is as accurate as possible in $\ell_1$ distance (i.e. total…

Machine Learning · Computer Science 2015-11-12 Gregory Valiant , Paul Valiant

Given data drawn from a collection of Gaussian variables with a common mean but different and unknown variances, what is the best algorithm for estimating their common mean? We present an intuitive and efficient algorithm for this task. As…

Statistics Theory · Mathematics 2023-12-06 Spencer Compton , Gregory Valiant