Related papers: A Private and Computationally-Efficient Estimator …
Gaussian random fields are popular models for spatially varying uncertainties, arising for instance in geotechnical engineering, hydrology or image processing. A Gaussian random field is fully characterised by its mean function and…
We study the problem of high-dimensional covariance estimation under the constraint that the partial correlations are nonnegative. The sign constraints dramatically simplify estimation: the Gaussian maximum likelihood estimator is well…
We constraint on computer the best linear unbiased generalized statistics of random field for the best linear unbiased generalized statistics of an unknown constant mean of random field and derive the numerical generalized least-squares…
We study the problem of estimating causal effects under hidden confounding in the following unpaired data setting: we observe some covariates $X$ and an outcome $Y$ under different experimental conditions (environments) but do not observe…
We consider the estimation of parametric fractional time series models in which not only is the memory parameter unknown, but one may not know whether it lies in the stationary/invertible region or the nonstationary or noninvertible…
We study the problem of high-dimensional sparse mean estimation in the presence of an $\epsilon$-fraction of adversarial outliers. Prior work obtained sample and computationally efficient algorithms for this task for identity-covariance…
We consider the classical problem of estimating a vector $\bolds{\mu}=(\mu_1,...,\mu_n)$ based on independent observations $Y_i\sim N(\mu_i,1)$, $i=1,...,n$. Suppose $\mu_i$, $i=1,...,n$ are independent realizations from a completely…
We derive concentration inequalities for differentially private median and mean estimators building on the "Propose, Test, Release" (PTR) mechanism introduced by Dwork and Lei (2009). We introduce a new general version of the PTR mechanism…
In this paper we revisit the classical problem of nonparametric regression, but impose local differential privacy constraints. Under such constraints, the raw data $(X_1,Y_1),\ldots,(X_n,Y_n)$, taking values in $\mathbb{R}^d \times…
Bayesian analysis is a framework for parameter estimation that applies even in uncertainty regimes where the commonly used local (frequentist) analysis based on the Cram\'er-Rao bound is not well defined. In particular, it applies when no…
Gaussian Boson Samplers aim to demonstrate quantum advantage by performing a sampling task believed to be classically hard. The probabilities of individual outcomes in the sampling experiment are determined by the Hafnian of an…
We study the algorithmic problem of robust mean estimation of an identity covariance Gaussian in the presence of mean-shift contamination. In this contamination model, we are given a set of points in $\mathbb{R}^d$ generated i.i.d. via the…
We consider robust covariance estimation with group symmetry constraints. Non-Gaussian covariance estimation, e.g., Tyler scatter estimator and Multivariate Generalized Gaussian distribution methods, usually involve non-convex minimization…
Gaussian processes are flexible probabilistic regression models which are widely used in statistics and machine learning. However, a drawback is their limited scalability to large data sets. To alleviate this, full-scale approximations…
We provide a general method to analyze the asymptotic properties of a variety of estimators of continuous time diffusion processes when the data are not only discretely sampled in time but the time separating successive observations may…
Given $n$ i.i.d. samples from an unknown discrete distribution over an unknown set, the unseen species problem is to predict how many new outcomes would be observed in $m$ additional samples. For small $m$ we show that the Good-Toulmin…
We consider the problem of estimating a signal corrupted by independent interference with the assistance of a cost-constrained helper who knows the interference causally or noncausally. When the interference is known causally, we…
The instrumental variable method is widely used in the health and social sciences for identification and estimation of causal effects in the presence of potentially unmeasured confounding. In order to improve efficiency, multiple…
We introduce an automata model for describing interesting classes of differential privacy mechanisms/algorithms that include known mechanisms from the literature. These automata can model algorithms whose inputs can be an unbounded sequence…
We consider the extreme eigenvalues of the sample covariance matrix $Q=YY^*$ under the generalized elliptical model that $Y=\Sigma^{1/2}XD.$ Here $\Sigma$ is a bounded $p \times p$ positive definite deterministic matrix representing the…