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We present two classes of improved estimators for mutual information $M(X,Y)$, from samples of random points distributed according to some joint probability density $\mu(x,y)$. In contrast to conventional estimators based on binnings, they…

Statistical Mechanics · Physics 2009-11-10 Alexander Kraskov , Harald Stoegbauer , Peter Grassberger

Fields like public health, public policy, and social science often want to quantify the degree of dependence between variables whose relationships take on unknown functional forms. Typically, in fact, researchers in these fields are…

Statistics Theory · Mathematics 2019-12-10 Octavio César Mesner , Cosma Rohilla Shalizi

We address the optimal sampling of a Wiener process under sampling and transmission costs, with the samples being forwarded to a remote estimator over a channel with IID delay. The goal of the estimator is to reconstruct the real-time…

Networking and Internet Architecture · Computer Science 2025-02-20 Süleyman Çıtır , Orhan T. Yavaşcan , Elif Uysal

Margin has played an important role on the design and analysis of learning algorithms during the past years, mostly working with the maximization of the minimum margin. Recent years have witnessed the increasing empirical studies on the…

Machine Learning · Computer Science 2022-06-01 Meng-Zhang Qian , Zheng Ai , Teng Zhang , Wei Gao

We study the problem of distributed zero-order optimization for a class of strongly convex functions. They are formed by the average of local objectives, associated to different nodes in a prescribed network of connections. We propose a…

Optimization and Control · Mathematics 2021-06-29 Arya Akhavan , Massimiliano Pontil , Alexandre B. Tsybakov

In this paper, we consider a general distributed estimation problem in relay-assisted sensor networks by taking into account time-varying asymmetric communications, fading channels and intermittent measurements. Motivated by centralized…

Information Theory · Computer Science 2016-04-20 Shanying Zhu , Yeng Chai Soh , Lihua Xie

We introduce conferencing-based distributed channel quantizers for two-user interference networks where interference signals are treated as noise. Compared with the conventional distributed quantizers where each receiver quantizes its own…

Information Theory · Computer Science 2014-04-01 Xiaoyi Leo Liu , Erdem Koyuncu , Hamid Jafarkhani

We consider a problem of statistical mean estimation in which the samples are not observed directly, but are instead observed by a relay (``teacher'') that transmits information through a memoryless channel to the decoder (``student''), who…

Information Theory · Computer Science 2025-05-15 Yan Hao Ling , Zhouhao Yang , Jonathan Scarlett

Estimating mutual information (MI) from samples is a fundamental problem in statistics, machine learning, and data analysis. Recently it was shown that a popular class of non-parametric MI estimators perform very poorly for strongly…

Information Theory · Computer Science 2016-02-18 Shuyang Gao , Greg Ver Steeg , Aram Galstyan

A distributed consensus algorithm for estimating the maximum value of the initial measurements in a sensor network with communication noise is proposed. In the absence of communication noise, max estimation can be done by updating the state…

Systems and Control · Computer Science 2016-02-04 Sai Zhang , Cihan Tepedelenlioglu , Mahesh K. Banavar , Andreas Spanias

We consider the problem of mean estimation assuming only finite variance. We study a new class of mean estimators constructed by integrating over random noise applied to a soft-truncated empirical mean estimator. For appropriate choices of…

Statistics Theory · Mathematics 2019-06-26 Matthew J. Holland

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

Diffusion bridge models have recently become a powerful tool in the field of generative modeling. In this work, we leverage their power to address another important problem in machine learning and information theory, the estimation of the…

Machine Learning · Computer Science 2026-03-02 Sergei Kholkin , Ivan Butakov , Evgeny Burnaev , Nikita Gushchin , Alexander Korotin

We study the distributed average consensus problem in multi-agent systems with directed communication links that are subject to quantized information flow. The goal of distributed average consensus is for the nodes, each associated with…

Systems and Control · Electrical Eng. & Systems 2019-07-26 Apostolos I. Rikos , Christoforos N. Hadjicostis

We consider statistical inference for a finite-dimensional parameter in a regular semiparametric model under a distributed setting with blockwise missingness, where entire blocks of variables are unavailable at certain sites and sharing…

Methodology · Statistics 2025-08-26 Jingyue Huang , Huiyuan Wang , Yuqing Lei , Yong Chen

We consider an online estimation problem involving a set of agents. Each agent has access to a (personal) process that generates samples from a real-valued distribution and seeks to estimate its mean. We study the case where some of the…

Machine Learning · Computer Science 2022-12-20 Mahsa Asadi , Aurélien Bellet , Odalric-Ambrym Maillard , Marc Tommasi

We study error exponents for source coding with side information. Both achievable exponents and converse bounds are obtained for the following two cases: lossless source coding with coded information (SCCSI) and lossy source coding with…

Information Theory · Computer Science 2015-03-19 Benjamin G. Kelly , Aaron B. Wagner

Distributed algorithms, particularly Diffusion Least Mean Square, are widely favored for their reliability, robustness, and fast convergence in various industries. However, limited observability of the target can compromise the integrity of…

Signal Processing · Electrical Eng. & Systems 2023-10-18 Mahdi Shamsi , Farokh Marvasti

We consider distributed statistical optimization in one-shot setting, where there are $m$ machines each observing $n$ i.i.d. samples. Based on its observed samples, each machine sends a $B$-bit-long message to a server. The server then…

Machine Learning · Computer Science 2020-01-01 Saber Salehkaleybar , Arsalan Sharifnassab , S. Jamaloddin Golestani

In diffusion-based algorithms for adaptive distributed estimation, each node of an adaptive network estimates a target parameter vector by creating an intermediate estimate and then combining the intermediate estimates available within its…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-12-08 Reza Arablouei , Stefan Werner , Kutluyıl Doğançay , Yih-Fang Huang