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We study minimax convergence rates of nonparametric density estimation under a large class of loss functions called "adversarial losses", which, besides classical $\mathcal{L}^p$ losses, includes maximum mean discrepancy (MMD), Wasserstein…

Statistics Theory · Mathematics 2018-10-30 Shashank Singh , Ananya Uppal , Boyue Li , Chun-Liang Li , Manzil Zaheer , Barnabás Póczos

Machine learning systems operate under the assumption that training and test data are sampled from a fixed probability distribution. However, this assumptions is rarely verified in practice, as the conditions upon which data was acquired…

Machine Learning · Computer Science 2025-07-09 Eduardo Fernandes Montesuma , Fred Maurice Ngolè Mboula , Antoine Souloumiac

In this paper, we consider a functional linear regression model, where both the covariate and the response variable are functional random variables. We address the problem of optimal nonparametric estimation of the conditional expectation…

Statistics Theory · Mathematics 2022-03-02 Gaëlle Chagny , Anouar Meynaoui , Angelina Roche

Nonparametric estimation of nonlocal interaction kernels is crucial in various applications involving interacting particle systems. The inference challenge, situated at the nexus of statistical learning and inverse problems, arises from the…

Statistics Theory · Mathematics 2025-04-24 Xiong Wang , Inbar Seroussi , Fei Lu

Traditional nonparametric estimation methods often lead to a slow convergence rate in large dimensions and require unrealistically enormous sizes of datasets for reliable conclusions. We develop an approach based on partial derivatives,…

Methodology · Statistics 2024-08-20 Xiaowu Dai

Adaptive networks rely on in-network and collaborative processing among distributed agents to deliver enhanced performance in estimation and inference tasks. Information is exchanged among the nodes, usually over noisy links. The…

Optimization and Control · Mathematics 2015-06-03 Xiaochuan Zhao , Sheng-Yuan Tu , Ali H. Sayed

This paper addresses a distributed optimization problem in a communication network where nodes are active sporadically. Each active node applies some learning method to control its action to maximize the global utility function, which is…

Optimization and Control · Mathematics 2021-04-20 Wenjie Li , Mohamad Assaad , Shiqi Zheng

In this paper, a distributed stochastic approximation algorithm is studied. Applications of such algorithms include decentralized estimation, optimization, control or computing. The algorithm consists in two steps: a local step, where each…

Optimization and Control · Mathematics 2013-12-03 Pascal Bianchi , Gersende Fort , Walid Hachem

We consider the estimation of a structural function which models a non-parametric relationship between a response and an endogenous regressor given an instrument in presence of dependence in the data generating process. Assuming an…

Statistics Theory · Mathematics 2016-04-08 Nicolas Asin , Jan Johannes

We address distributed learning problems, both nonconvex and convex, over undirected networks. In particular, we design a novel algorithm based on the distributed Alternating Direction Method of Multipliers (ADMM) to address the challenges…

Machine Learning · Computer Science 2026-03-23 Xiaoxing Ren , Nicola Bastianello , Karl H. Johansson , Thomas Parisini

We propose an adaptive scheme for distributed learning of nonlinear functions by a network of nodes. The proposed algorithm consists of a local adaptation stage utilizing multiple kernels with projections onto hyperslabs and a diffusion…

Signal Processing · Electrical Eng. & Systems 2018-09-05 Ban-Sok Shin , Masahiro Yukawa , Renato Luis Garrido Cavalcante , Armin Dekorsy

Consider the problem of nonparametric estimation of an unknown $\beta$-H\"older smooth density $p_{XY}$ at a given point, where $X$ and $Y$ are both $d$ dimensional. An infinite sequence of i.i.d.\ samples $(X_i,Y_i)$ are generated…

Information Theory · Computer Science 2023-08-29 Jingbo Liu

In this article we propose a locally adaptive strategy for estimating a function from its Exponential Radon Transform (ERT) data, without prior knowledge of the smoothness of functions that are to be estimated. We build a non-parametric…

Statistics Theory · Mathematics 2020-11-16 Anuj Abhishek , Sakshi Arya

The paper studies the problem of distributed parameter estimation in multi-agent networks with exponential family observation statistics. A certainty-equivalence type distributed estimator of the consensus + innovations form is proposed in…

Probability · Mathematics 2014-02-04 Soummya Kar , Jose Moura

We consider nonparametric Bayesian estimation inference using a rescaled smooth Gaussian field as a prior for a multidimensional function. The rescaling is achieved using a Gamma variable and the procedure can be viewed as choosing an…

Statistics Theory · Mathematics 2009-08-26 A. W. van der Vaart , J. H. van Zanten

Using the asymptotical minimax framework, we examine convergence rates equivalency between a continuous functional deconvolution model and its real-life discrete counterpart over a wide range of Besov balls and for the $L^2$-risk. For this…

Statistics Theory · Mathematics 2010-10-06 Marianna Pensky , Theofanis Sapatinas

We study distributed algorithms for expected loss minimization where the datasets are large and have to be stored on different machines. Often we deal with minimizing the average of a set of convex functions where each function is the…

Machine Learning · Computer Science 2019-07-24 Samira Sheikhi

We establish minimax optimal rates of convergence for estimation in a high dimensional additive model assuming that it is approximately sparse. Our results reveal an interesting phase transition behavior universal to this class of high…

Statistics Theory · Mathematics 2015-03-11 Ming Yuan , Ding-Xuan Zhou

In this paper we propose and analyze a distributed algorithm for achieving globally optimal decisions, either estimation or detection, through a self-synchronization mechanism among linearly coupled integrators initialized with local…

Information Theory · Computer Science 2016-11-15 Gesualdo Scutari , Sergio Barbarossa , Loreto Pescosolido

In a first part, we prove Bernstein-type deviation inequalities for bifurcating Markov chains (BMC) under a geometric ergodicity assumption, completing former results of Guyon and Bitseki Penda, Djellout and Guillin. These preliminary…

Statistics Theory · Mathematics 2015-09-11 S. Valère Bitseki Penda , Marc Hoffmann , Adélaïde Olivier
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