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We study the multivariate nonparametric change point detection problem, where the data are a sequence of independent $p$-dimensional random vectors whose distributions are piecewise-constant with Lipschitz densities changing at unknown…

Statistics Theory · Mathematics 2020-06-26 Oscar Hernan Madrid Padilla , Yi Yu , Daren Wang , Alessandro Rinaldo

In this paper, tight upper and lower bounds are derived on the weighted sum of minimum mean-squared errors for additive Gaussian noise channels. The bounds are obtained by constraining the input distribution to be close to a Gaussian…

Information Theory · Computer Science 2020-01-23 Michael Fauß , Abdelhak M. Zoubir , Alex Dytso , H. Vincent Poor , K. G. Nagananda

We derive information-theoretic converses (i.e., lower bounds) for the minimum time required by any algorithm for distributed function computation over a network of point-to-point channels with finite capacity, where each node of the…

Information Theory · Computer Science 2017-01-04 Aolin Xu , Maxim Raginsky

We consider an $n$ agents distributed optimization problem with imperfect information characterized in a parametric sense, where the unknown parameter can be solved by a distinct distributed parameter learning problem. Though each agent…

Optimization and Control · Mathematics 2024-04-23 Yaqun Yang , Jinlong Lei

We provide lower error bounds for randomized algorithms that approximate integrals of functions depending on an unrestricted or even infinite number of variables. More precisely, we consider the infinite-dimensional integration problem on…

Numerical Analysis · Mathematics 2021-02-09 Michael Gnewuch

A common approach to statistical learning with big-data is to randomly split it among $m$ machines and learn the parameter of interest by averaging the $m$ individual estimates. In this paper, focusing on empirical risk minimization, or…

Machine Learning · Statistics 2016-06-14 Jonathan Rosenblatt , Boaz Nadler

We consider the random design regression model with square loss. We propose a method that aggregates empirical minimizers (ERM) over appropriately chosen random subsets and reduces to ERM in the extreme case, and we establish sharp oracle…

Statistics Theory · Mathematics 2017-07-04 Alexander Rakhlin , Karthik Sridharan , Alexandre B. Tsybakov

The existing upper and lower bounds between entropy and error are mostly derived through an inequality means without linking to joint distributions. In fact, from either theoretical or application viewpoint, there exists a need to achieve a…

Information Theory · Computer Science 2013-03-06 Bao-Gang Hu , Hong-Jie Xing

We introduce a new $hp$-adaptive strategy for self-adjoint elliptic boundary value problems that does not rely on using classical a posteriori error estimators. Instead, our approach is based on a generally applicable prediction strategy…

Numerical Analysis · Mathematics 2023-11-23 Patrick Bammer , Andreas Schröder , Thomas P. Wihler

The problem of sampling according to the probability distribution minimizing a given free energy, using interacting particles unadjusted kinetic Langevin Monte Carlo, is addressed. In this setting, three sources of error arise, related to…

Probability · Mathematics 2024-12-05 Pierre Monmarché , Katharina Schuh

We study the problem of estimating a multivariate convex function defined on a convex body in a regression setting with random design. We are interested in optimal rates of convergence under a squared global continuous $l_2$ loss in the…

Statistics Theory · Mathematics 2016-01-27 Qiyang Han , Jon A. Wellner

This paper studies distance estimation for diffusive molecular communication. The Cramer-Rao lower bound on the variance of the distance estimation error is derived. The lower bound is derived for a physically unbounded environment with…

Information Theory · Computer Science 2015-11-20 Adam Noel , Karen C. Cheung , Robert Schober

We consider the problem of learning a discrete distribution in the presence of an $\epsilon$ fraction of malicious data sources. Specifically, we consider the setting where there is some underlying distribution, $p$, and each data source…

Machine Learning · Computer Science 2017-11-23 Mingda Qiao , Gregory Valiant

We explore the connection between dimensionality and communication cost in distributed learning problems. Specifically we study the problem of estimating the mean $\vec{\theta}$ of an unknown $d$ dimensional gaussian distribution in the…

Machine Learning · Computer Science 2014-11-11 Ankit Garg , Tengyu Ma , Huy L. Nguyen

In this work, we first consider distributed convex constrained optimization problems where the objective function is encoded by multiple local and possibly nonsmooth objectives privately held by a group of agents, and propose a distributed…

Optimization and Control · Mathematics 2020-02-20 Changxin Liu , Huiping Li , Yang Shi

We study robust testing and estimation of discrete distributions in the strong contamination model. We consider both the "centralized setting" and the "distributed setting with information constraints" including communication and local…

Information Theory · Computer Science 2021-04-23 Jayadev Acharya , Ziteng Sun , Huanyu Zhang

One of the oldest problems in the data stream model is to approximate the $p$-th moment $\|\mathcal{X}\|_p^p = \sum_{i=1}^n |\mathcal{X}_i|^p$ of an underlying vector $\mathcal{X} \in \mathbb{R}^n$, which is presented as a sequence of…

Data Structures and Algorithms · Computer Science 2019-07-15 Rajesh Jayaram , David P. Woodruff

The $\ell_p$ linear regression problem is to minimize $f(x)=||Ax-b||_p$ over $x\in\mathbb{R}^d$, where $A\in\mathbb{R}^{n\times d}$, $b\in \mathbb{R}^n$, and $p>0$. To avoid overfitting and bound $||x||_2$, the constrained $\ell_p$…

Machine Learning · Computer Science 2019-02-28 Ibrahim Jubran , David Cohn , Dan Feldman

We investigate distributed online convex optimization with compressed communication, where $n$ learners connected by a network collaboratively minimize a sequence of global loss functions using only local information and compressed data…

Machine Learning · Computer Science 2026-01-12 Sifan Yang , Wenhao Yang , Wei Jiang , Lijun Zhang

In this paper, we study the problem of mean estimation under 1-bit communication constraints. We propose a novel adaptive mean estimator based solely on randomized threshold queries, where each 1-bit outcome indicates whether a given sample…

Machine Learning · Statistics 2026-05-25 Ivan Lau , Jonathan Scarlett