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It is common practice to collect observations of feature and response pairs from different environments. A natural question is how to identify features that have consistent prediction power across environments. The invariant causal…

Information Theory · Computer Science 2022-07-01 Austin Goddard , Yu Xiang , Ilya Soloveychik

Simultaneous estimation of multiple parameters is required in many practical applications. A lower bound on the variance of simultaneous estimation is given by the quantum Fisher information matrix. This lower bound is, however, not…

Quantum Physics · Physics 2020-04-22 Shingo Kukita

Transformation models provide a common tool for regression analysis of censored failure time data. The most common approach towards parameter estimation in these models is based on the nonparametric profile likelihood method. Several…

Statistics Theory · Mathematics 2007-06-13 Dorota M. Dabrowska

We provide optimal lower bounds for two well-known parameter estimation (also known as statistical estimation) tasks in high dimensions with approximate differential privacy. First, we prove that for any $\alpha \le O(1)$, estimating the…

Statistics Theory · Mathematics 2024-01-05 Shyam Narayanan

Many problems of interest for cyber-physical network systems can be formulated as Mixed-Integer Linear Programs in which the constraints are distributed among the agents. In this paper we propose a distributed algorithmic framework to solve…

Optimization and Control · Mathematics 2019-06-05 Andrea Testa , Alessandro Rucco , Giuseppe Notarstefano

This paper proposes a novel Distributed Unknown Input Observer (DUIO) framework for state estimation in large-scale systems subject to local unknown inputs. We consider systems where outputs are measured by a network of spatially…

Systems and Control · Electrical Eng. & Systems 2026-04-14 Ruixuan Zhao , Guitao Yang , Nicola Bastianello , Boli Chen

Structural matrix-variate observations routinely arise in diverse fields such as multi-layer network analysis and brain image clustering. While data of this type have been extensively investigated with fruitful outcomes being delivered, the…

Statistics Theory · Mathematics 2022-01-25 Zhongyuan Lyu , Dong Xia

Many causal and structural parameters in economics can be identified and estimated by computing the value of an optimization program over all distributions consistent with the model and the data. Existing tools apply when the data is…

Econometrics · Economics 2025-07-31 Andrei Voronin

We prove an optimal $\Omega(n)$ lower bound on the randomized communication complexity of the much-studied Gap-Hamming-Distance problem. As a consequence, we obtain essentially optimal multi-pass space lower bounds in the data stream model…

Computational Complexity · Computer Science 2012-07-02 Amit Chakrabarti , Oded Regev

We establish empirical risk minimization principles for active learning by deriving a family of upper bounds on the generalization error. Aligning with empirical observations, the bounds suggest that superior query algorithms can be…

Machine Learning · Statistics 2024-09-17 Vincent Menden , Yahya Saleh , Armin Iske

Motivated by the construction of tractable robust estimators via convex relaxations, we present conditions on the sample size which guarantee an augmented notion of Restricted Eigenvalue-type condition for Gaussian designs. Such a notion is…

Statistics Theory · Mathematics 2018-12-04 Philip Thompson , Arnak S. Dalalyan

Performative prediction is a framework accounting for the shift in the data distribution induced by the prediction of a model deployed in the real world. Ensuring rapid convergence to a stable solution where the data distribution remains…

Machine Learning · Computer Science 2026-01-30 Pedram Khorsandi , Rushil Gupta , Mehrnaz Mofakhami , Simon Lacoste-Julien , Gauthier Gidel

This paper takes a different approach for the distributed linear parameter estimation over a multi-agent network. The parameter vector is considered to be stochastic with a Gaussian distribution. The sensor measurements at each agent are…

Systems and Control · Electrical Eng. & Systems 2022-04-19 Subhro Das

In this paper we establish lower bounds on information divergence from a distribution to certain important classes of distributions as Gaussian, exponential, Gamma, Poisson, geometric, and binomial. These lower bounds are tight and for…

Information Theory · Computer Science 2011-02-15 Peter Harremoës , Christophe Vignat

We study the problem of estimating an unknown parameter in a distributed and online manner. Existing work on distributed online learning typically either focuses on asymptotic analysis, or provides bounds on regret. However, these results…

Systems and Control · Electrical Eng. & Systems 2022-09-15 Lei Xin , George Chiu , Shreyas Sundaram

Interactive statistical decision making (ISDM) features algorithm-dependent data generated through interaction. Existing information-theoretic lower bounds in ISDM largely target expected risk, while tail-sensitive objectives are less…

Information Theory · Computer Science 2026-01-21 Raghav Bongole , Tobias J. Oechtering , Mikael Skoglund

We introduce a distributed, cooperative framework and method for Bayesian estimation and control in decentralized agent networks. Our framework combines joint estimation of time-varying global and local states with information-seeking…

Systems and Control · Computer Science 2015-09-24 Florian Meyer , Henk Wymeersch , Markus Fröhle , Franz Hlawatsch

We consider the design of identical one-bit probabilistic quantizers for distributed estimation in sensor networks. We assume the parameter-range to be finite and known and use the maximum Cram\'er-Rao Lower Bound (CRB) over the…

Information Theory · Computer Science 2012-06-01 Swarnendu Kar , Hao Chen , Pramod K. Varshney

We consider the problem of estimating the common mean of independently sampled data, where samples are drawn in a possibly non-identical manner from symmetric, unimodal distributions with a common mean. This generalizes the setting of…

Statistics Theory · Mathematics 2019-07-09 Ankit Pensia , Varun Jog , Po-Ling Loh

Consider the communication-constrained estimation of discrete distributions under $\ell^p$ losses, where each distributed terminal holds multiple independent samples and uses limited number of bits to describe the samples. We obtain the…

Machine Learning · Computer Science 2024-11-11 Deheng Yuan , Tao Guo , Zhongyi Huang
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