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It is needed to solve generalized eigenvalue problems (GEP) in many applications, such as the numerical simulation of vibration analysis, quantum mechanics, electronic structure, etc. The subspace iteration is a kind of widely used…

Numerical Analysis · Mathematics 2023-01-02 Biyi Wang , Hengbin An , Hehu Xie , Zeyao Mo

We consider distributed convex optimization problems originated from sample average approximation of stochastic optimization, or empirical risk minimization in machine learning. We assume that each machine in the distributed computing…

Optimization and Control · Mathematics 2015-01-05 Yuchen Zhang , Lin Xiao

Sparse generalized eigenvalue problem (GEP) plays a pivotal role in a large family of high-dimensional statistical models, including sparse Fisher's discriminant analysis, canonical correlation analysis, and sufficient dimension reduction.…

Machine Learning · Statistics 2018-09-05 Kean Ming Tan , Zhaoran Wang , Han Liu , Tong Zhang

The multivariate generalized Gaussian distribution (MGGD), also known as the multivariate exponential power (MEP) distribution, is widely used in signal and image processing. However, estimating MGGD parameters, which is required in…

Methodology · Statistics 2023-12-13 Nora Ouzir , Frédéric Pascal , Jean-Christophe Pesquet

In multicenter biomedical research, integrating data from multiple decentralized sites provides more robust and generalizable findings due to its larger sample size and the ability to account for the between-site heterogeneity. However,…

Methodology · Statistics 2025-12-29 Xiaokang Liu , Yuchen Yang , Yifei Sun , Jiang Bian , Yanyuan Ma , Raymond J. Carroll , Yong Chen

A common divide-and-conquer approach for Bayesian computation with big data is to partition the data, perform local inference for each piece separately, and combine the results to obtain a global posterior approximation. While being…

In this work, we study distributed sketching methods for large scale regression problems. We leverage multiple randomized sketches for reducing the problem dimensions as well as preserving privacy and improving straggler resilience in…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-06-23 Burak Bartan , Mert Pilanci

This paper is concerned with distributed computation of several commonly used centrality measures in complex networks. In particular, we propose deterministic algorithms, which converge in finite time, for the distributed computation of the…

Systems and Control · Computer Science 2016-11-15 Keyou You , Roberto Tempo , Li Qiu

In recent years, the accumulation of data across various institutions has garnered attention for the technology of confidential data analysis, which improves analytical accuracy by sharing data between multiple institutions while protecting…

Machine Learning · Computer Science 2024-04-23 Yuta Kawakami , Yuichi Takano , Akira Imakura

Expectation Maximization (EM) is the standard method to learn Gaussian mixtures. Yet its classic, centralized form is often infeasible, due to privacy concerns and computational and communication bottlenecks. Prior work dealt with data…

Machine Learning · Computer Science 2022-01-26 Pedro Valdeira , Cláudia Soares , João Xavier

We study private synthetic data generation for query release, where the goal is to construct a sanitized version of a sensitive dataset, subject to differential privacy, that approximately preserves the answers to a large collection of…

Machine Learning · Computer Science 2021-12-10 Terrance Liu , Giuseppe Vietri , Zhiwei Steven Wu

Privacy estimation techniques for differentially private (DP) algorithms are useful for comparing against analytical bounds, or to empirically measure privacy loss in settings where known analytical bounds are not tight. However, existing…

Machine Learning · Computer Science 2024-04-19 Galen Andrew , Peter Kairouz , Sewoong Oh , Alina Oprea , H. Brendan McMahan , Vinith M. Suriyakumar

One-shot federated learning enables multi-site inference with minimal communication. However, sharing summary statistics can still leak sensitive individual-level information when sites have only a small number of patients. In particular,…

Methodology · Statistics 2026-04-02 Keisuke Hanada , Toshio Shimokawa , Kazushi Maruo

We introduce a new multivariate statistical problem that we refer to as the Ensemble Inverse Problem (EIP). The aim of EIP is to invert for an ensemble that is distributed according to the pushforward of a prior under a forward process. In…

Machine Learning · Computer Science 2026-01-30 Zhengyan Huan , Camila Pazos , Martin Klassen , Vincent Croft , Pierre-Hugues Beauchemin , Shuchin Aeron

Data privacy has increasingly become a daunting challenge because it limits data availability, which is essential in estimating statistical models such as generalized linear mixed models. Access to personal data often involves considerable…

Methodology · Statistics 2026-05-05 Marie Analiz April Limpoco , Christel Faes , Niel Hens

Modern statistical estimation is often performed in a distributed setting where each sample belongs to a single user who shares their data with a central server. Users are typically concerned with preserving the privacy of their samples,…

Machine Learning · Computer Science 2023-05-16 Gecia Bravo-Hermsdorff , Róbert Busa-Fekete , Mohammad Ghavamzadeh , Andres Muñoz Medina , Umar Syed

Processing data collected by a network of agents often boils down to solving an optimization problem. The distributed nature of these problems calls for methods that are, themselves, distributed. While most collaborative learning problems…

Machine Learning · Computer Science 2018-08-29 Inês Almeida , João Xavier

Distributed systems have been widely used in practice to accomplish data analysis tasks of huge scales. In this work, we target on the estimation problem of generalized linear models on a distributed system with nonrandomly distributed…

Methodology · Statistics 2020-04-07 Feifei Wang , Danyang Huang , Yingqiu Zhu , Hansheng Wang

It is not unusual for a data analyst to encounter data sets distributed across several computers. This can happen for reasons such as privacy concerns, efficiency of likelihood evaluations, or just the sheer size of the whole data set. This…

Computation · Statistics 2018-05-22 Randy C. S. Lai , J. Hannig , Thomas C. M. Lee

The proliferation of science and technology has led to the prevalence of voluminous data sets that are distributed across multiple machines. It is an established fact that conventional statistical methodologies may be unfeasible in the…

Statistics Theory · Mathematics 2023-10-24 Lu Yan , Jiang Hu