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We consider parameter estimation in distributed networks, where each sensor in the network observes an independent sample from an underlying distribution and has $k$ bits to communicate its sample to a centralized processor which computes…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-23 Yanjun Han , Ayfer Özgür , Tsachy Weissman

We propose two families of asymptotically local minimax lower bounds on parameter estimation performance. The first family of bounds applies to any convex, symmetric loss function that depends solely on the difference between the estimate…

Statistics Theory · Mathematics 2024-09-20 Neri Merhav

We study distributed estimation methods under communication constraints in a distributed version of the nonparametric random design regression model. We derive minimax lower bounds and exhibit methods that attain those bounds. Moreover, we…

Statistics Theory · Mathematics 2019-02-06 Botond Szabo , Harry van Zanten

In the era of big data, it is necessary to split extremely large data sets across multiple computing nodes and construct estimators using the distributed data. When designing distributed estimators, it is desirable to minimize the amount of…

Statistics Theory · Mathematics 2022-04-25 Azeem Zaman , Botond Szabó

Large data sets often require performing distributed statistical estimation, with a full data set split across multiple machines and limited communication between machines. To study such scenarios, we define and study some refinements of…

Information Theory · Computer Science 2014-06-24 John C. Duchi , Michael I. Jordan , Martin J. Wainwright , Yuchen Zhang

We study distributed estimation of a Gaussian mean under communication constraints in a decision theoretical framework. Minimax rates of convergence, which characterize the tradeoff between the communication costs and statistical accuracy,…

Statistics Theory · Mathematics 2020-02-11 T. Tony Cai , Hongji Wei

In this paper, tight upper and lower bounds are derived on the weighted sum of minimum mean-squared errors for additive Gaussian noise channels. The bounds are obtained by constraining the input distribution to be close to a Gaussian…

Information Theory · Computer Science 2020-01-23 Michael Fauß , Abdelhak M. Zoubir , Alex Dytso , H. Vincent Poor , K. G. Nagananda

We derive lower bounds on the Bayes risk in decentralized estimation, where the estimator does not have direct access to the random samples generated conditionally on the random parameter of interest, but only to the data received from…

Information Theory · Computer Science 2016-07-05 Aolin Xu , Maxim Raginsky

We study the role of interactivity in distributed statistical inference under information constraints, e.g., communication constraints and local differential privacy. We focus on the tasks of goodness-of-fit testing and estimation of…

Data Structures and Algorithms · Computer Science 2021-10-26 Jayadev Acharya , Clément L. Canonne , Yuhan Liu , Ziteng Sun , Himanshu Tyagi

Working under a model of privacy in which data remains private even from the statistician, we study the tradeoff between privacy guarantees and the risk of the resulting statistical estimators. We develop private versions of classical…

Statistics Theory · Mathematics 2017-11-16 John Duchi , Martin Wainwright , Michael Jordan

We prove lower bounds on the error of any estimator for the mean of a real probability distribution under the knowledge that the distribution belongs to a given set. We apply these lower bounds both to parametric and nonparametric…

Statistics Theory · Mathematics 2024-03-05 Rémy Degenne , Timothée Mathieu

We present a new proof of the quantum Cramer-Rao bound for precision parameter estimation [1-3] and extend it to a more general class of measurement procedures. We analyze a generalized framework for parameter estimation that covers most…

Quantum Physics · Physics 2010-01-28 Garry Goldstein , Mikhail D. Lukin , Paola Cappellaro

We characterize the communication complexity of the following distributed estimation problem. Alice and Bob observe infinitely many iid copies of $\rho$-correlated unit-variance (Gaussian or $\pm1$ binary) random variables, with unknown…

Information Theory · Computer Science 2019-04-19 Uri Hadar , Jingbo Liu , Yury Polyanskiy , Ofer Shayevitz

We derive minimax testing errors in a distributed framework where the data is split over multiple machines and their communication to a central machine is limited to $b$ bits. We investigate both the $d$- and infinite-dimensional signal…

Statistics Theory · Mathematics 2022-12-13 Botond Szabó , Lasse Vuursteen , Harry van Zanten

We develop lower bounds for estimation under local privacy constraints---including differential privacy and its relaxations to approximate or R\'{e}nyi differential privacy---by showing an equivalence between private estimation and…

Statistics Theory · Mathematics 2019-05-07 John Duchi , Ryan Rogers

Working under a model of privacy in which data remains private even from the statistician, we study the tradeoff between privacy guarantees and the utility of the resulting statistical estimators. We prove bounds on information-theoretic…

Statistics Theory · Mathematics 2014-08-28 John C. Duchi , Michael I. Jordan , Martin J. Wainwright

We study a basic private estimation problem: each of $n$ users draws a single i.i.d. sample from an unknown Gaussian distribution, and the goal is to estimate the mean of this Gaussian distribution while satisfying local differential…

Machine Learning · Computer Science 2019-10-29 Matthew Joseph , Janardhan Kulkarni , Jieming Mao , Zhiwei Steven Wu

We consider the problem of estimating the underlying graph associated with a Markov random field, with the added twist that the decoding algorithm can iteratively choose which subsets of nodes to sample based on the previous samples,…

Information Theory · Computer Science 2017-02-08 Jonathan Scarlett , Volkan Cevher

We prove lower bounds on the number of samples needed to privately estimate the covariance matrix of a Gaussian distribution. Our bounds match existing upper bounds in the widest known setting of parameters. Our analysis relies on the…

Data Structures and Algorithms · Computer Science 2024-04-30 Victor S. Portella , Nick Harvey

We present an information-theoretic lower bound for the problem of parameter estimation with time-uniform coverage guarantees. Via a new a reduction to sequential testing, we obtain stronger lower bounds that capture the hardness of the…

Information Theory · Computer Science 2024-06-13 John C. Duchi , Saminul Haque
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