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The debiased estimator is a crucial tool in statistical inference for high-dimensional model parameters. However, constructing such an estimator involves estimating the high-dimensional inverse Hessian matrix, incurring significant…

Machine Learning · Statistics 2023-12-18 Jiyuan Tu , Weidong Liu , Xiaojun Mao , Mingyue Xu

Motivated by the simultaneous association analysis with the presence of latent confounders, this paper studies the large-scale hypothesis testing problem for the high-dimensional confounded linear models with both non-asymptotic and…

Methodology · Statistics 2023-08-24 Yinrui Sun , Li Ma , Yin Xia

We propose a general method for distributed Bayesian model choice, using the marginal likelihood, where a data set is split in non-overlapping subsets. These subsets are only accessed locally by individual workers and no data is shared…

Computation · Statistics 2022-10-18 Alexander Buchholz , Daniel Ahfock , Sylvia Richardson

Developing efficient solutions for inference problems in intelligent sensor networks is crucial for the next generation of location, tracking, and mapping services. This paper develops a scalable distributed probabilistic inference…

Machine Learning · Computer Science 2023-10-24 Parth Paritosh , Nikolay Atanasov , Sonia Martinez

An algorithm is described that enables efficient deterministic approximate computation of the bootstrap distribution for any linear bootstrap method $T_n^*$, alleviating the need for repeated resampling from observations (resp.…

Methodology · Statistics 2019-04-10 Thomas Pitschel

We consider statistical inference for a single coordinate of regression coefficients in high-dimensional linear models. Recently, the debiased estimators are popularly used for constructing confidence intervals and hypothesis testing in…

Statistics Theory · Mathematics 2020-10-20 Sai Li

Large language models (LLMs) have demonstrated remarkable success across various application domains, but their enormous sizes and computational demands pose significant challenges for deployment on resource-constrained edge devices. To…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-03-20 Kai Zhang , Hengtao He , Shenghui Song , Jun Zhang , Khaled B. Letaief

Due to the rapid growth of data and computational resources, distributed optimization has become an active research area in recent years. While first-order methods seem to dominate the field, second-order methods are nevertheless attractive…

Machine Learning · Computer Science 2018-06-21 Celestine Dünner , Aurelien Lucchi , Matilde Gargiani , An Bian , Thomas Hofmann , Martin Jaggi

The quest for simplification in physics drives the exploration of concise mathematical representations for complex systems. This Dissertation focuses on the concept of dimensionality reduction as a means to obtain low-dimensional…

Machine Learning · Computer Science 2024-10-31 Eslam Abdelaleem

In multicenter research, individual-level data are often protected against sharing across sites. To overcome the barrier of data sharing, many distributed algorithms, which only require sharing aggregated information, have been developed.…

Methodology · Statistics 2021-03-25 Rui Duan , Yang Ning , Yong Chen

Fitting sparse models to high-dimensional time series is an important area of statistical inference. In this paper we consider sparse vector autoregressive models and develop appropriate bootstrap methods to infer properties of such…

Methodology · Statistics 2019-09-25 J. Krampe , J-P. Kreiss , E. Paparoditis

The last decade has witnessed an explosion in the development of models, theory and computational algorithms for "big data" analysis. In particular, distributed computing has served as a natural and dominating paradigm for statistical…

Machine Learning · Statistics 2018-11-02 Bayan Saparbayeva , Michael Minyi Zhang , Lizhen Lin

Bootstrap is a useful tool for making statistical inference, but it may provide erroneous results under complex survey sampling. Most studies about bootstrap-based inference are developed under simple random sampling and stratified random…

Statistics Theory · Mathematics 2019-01-08 Zhonglei Wang , Jae Kwang Kim , Liuhua Peng

We introduce a high-dimensional multiplier bootstrap for time series data based on capturing dependence through a sparsely estimated vector autoregressive model. We prove its consistency for inference on high-dimensional means under two…

Econometrics · Economics 2025-05-14 Robert Adamek , Stephan Smeekes , Ines Wilms

In this paper we develop statistical inference tools for high dimensional functional time series. We introduce a new concept of physical dependent processes in the space of square integrable functions, which adopts the idea of basis…

Statistics Theory · Mathematics 2020-03-16 Zhou Zhou , Holger Dette

The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challenges. To fully utilize the information contained in big…

Statistics Theory · Mathematics 2018-04-12 Stanislav Volgushev , Shih-Kang Chao , Guang Cheng

With the ever-increasing range of applications of Internet in Things (IoT) and sensor networks, challenges are emerging in various categories of classification tasks. Applications such as vehicular networking, UAV swarm coordination and…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-04-01 Andrew Nash , Dirk Pesch , Krishnendu Guha

We consider the problem of statistical inference on parameters of a target population when auxiliary observations are available from related populations. We propose a flexible empirical Bayes approach that can be applied on top of any…

Statistics Theory · Mathematics 2023-12-15 Michael Law , Peter Bühlmann , Ya'acov Ritov

The problem of constructing a simultaneous confidence surface for the 2-dimensional mean function of a non-stationary functional time series is challenging as these bands can not be built on classical limit theory for the maximum absolute…

Statistics Theory · Mathematics 2024-11-27 Holger Dette , Weichi Wu

To address the communication bottleneck problem in distributed optimization within a master-worker framework, we propose LocalNewton, a distributed second-order algorithm with local averaging. In LocalNewton, the worker machines update…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-05-18 Vipul Gupta , Avishek Ghosh , Michal Derezinski , Rajiv Khanna , Kannan Ramchandran , Michael Mahoney