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In this paper we consider a regression model that allows for time series covariates as well as heteroscedasticity with a regression function that is modelled nonparametrically. We assume that the regression function changes at some unknown…

Statistics Theory · Mathematics 2019-09-17 Maria Mohr , Leonie Selk

Neural estimators are simulation-based estimators for the parameters of a family of statistical models, which build a direct mapping from the sample to the parameter vector. They benefit from the versatility of available network…

Machine Learning · Statistics 2025-06-24 Almut Rödder , Manuel Hentschel , Sebastian Engelke

We address the problem of nonparametric estimation of characteristics for stationary and ergodic time series. We consider finite-alphabet time series and real-valued ones and the following four problems: i) estimation of the (limiting)…

Information Theory · Computer Science 2007-11-01 Boris Ryabko

We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…

Methodology · Statistics 2019-09-09 Alexandre Belloni , Abhishek Kaul , Mathieu Rosenbaum

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

Composition methodologies in the current literature are mainly to promote estimation efficiency via direct composition, either, of initial estimators or of objective functions. In this paper, composite estimation is investigated for both…

Methodology · Statistics 2013-12-31 Lu Lin , Feng Li , Kangning Wang , Lixing Zhu

This paper considers a sequential sensor scheduling and remote estimation problem with one sensor and one estimator. The sensor makes sequential observations about the state of an underlying memoryless stochastic process and makes a…

Optimization and Control · Mathematics 2016-10-19 Xiaobin Gao , Emrah Akyol , Tamer Basar

Memory bandwidth is known to be a performance bottleneck for FPGA accelerators, especially when they deal with large multi-dimensional data-sets. A large body of work focuses on reducing of off-chip transfers, but few authors try to improve…

Hardware Architecture · Computer Science 2024-01-23 Corentin Ferry , Nicolas Derumigny , Steven Derrien , Sanjay Rajopadhye

In his breakthrough paper, Raz showed that any parity learning algorithm requires either quadratic memory or an exponential number of samples [FOCS'16, JACM'19]. A line of work that followed extended this result to a large class of learning…

Machine Learning · Computer Science 2023-10-13 Xin Lyu , Avishay Tal , Hongxun Wu , Junzhao Yang

While selecting the hyper-parameters of Neural Networks (NNs) has been so far treated as an art, the emergence of more complex, deeper architectures poses increasingly more challenges to designers and Machine Learning (ML) practitioners,…

Machine Learning · Computer Science 2017-12-08 Dimitrios Stamoulis , Ermao Cai , Da-Cheng Juan , Diana Marculescu

We study high-dimensional robust statistics tasks in the streaming model. A recent line of work obtained computationally efficient algorithms for a range of high-dimensional robust estimation tasks. Unfortunately, all previous algorithms…

Data Structures and Algorithms · Computer Science 2023-05-04 Ilias Diakonikolas , Daniel M. Kane , Ankit Pensia , Thanasis Pittas

We present the One Pass ImageNet (OPIN) problem, which aims to study the effectiveness of deep learning in a streaming setting. ImageNet is a widely known benchmark dataset that has helped drive and evaluate recent advancements in deep…

Machine Learning · Computer Science 2021-11-04 Huiyi Hu , Ang Li , Daniele Calandriello , Dilan Gorur

We propose a rate optimal estimator for the linear regression model on network data with interacted (unobservable) individual effects. The estimator achieves a faster rate of convergence $N$ compared to the standard estimators' $\sqrt{N}$…

Econometrics · Economics 2023-04-26 Yassine Sbai Sassi

We propose a strategy for computing the isotonic least-squares estimate of a monotone function in a general regression setting where the data are distributed across different servers and the observations across servers, though independent,…

Statistics Theory · Mathematics 2018-06-25 Moulinath Banerjee , Cecile Durot

One of the primary challenges in large-scale distributed learning stems from stringent communication constraints. While several recent works address this challenge for static optimization problems, sequential decision-making under…

Machine Learning · Computer Science 2022-03-03 Aritra Mitra , Hamed Hassani , George J. Pappas

Storing a counter incremented $N$ times would naively consume $O(\log N)$ bits of memory. In 1978 Morris described the very first streaming algorithm: the "Morris Counter". His algorithm's space bound is a random variable, and it has been…

Data Structures and Algorithms · Computer Science 2022-04-01 Jelani Nelson , Huacheng Yu

We introduce a novel approach to perform first-order optimization with orthogonal and unitary constraints. This approach is based on a parametrization stemming from Lie group theory through the exponential map. The parametrization…

Machine Learning · Computer Science 2019-09-23 Mario Lezcano-Casado , David Martínez-Rubio

Compressed indexing is a powerful technique that enables efficient querying over data stored in compressed form, significantly reducing memory usage and often accelerating computation. While extensive progress has been made for…

Data Structures and Algorithms · Computer Science 2025-10-23 Rajat De , Dominik Kempa

Studies on simulation input uncertainty often built on the availability of input data. In this paper, we investigate an inverse problem where, given only the availability of output data, we nonparametrically calibrate the input models and…

Optimization and Control · Mathematics 2018-01-09 Aleksandrina Goeva , Henry Lam , Huajie Qian , Bo Zhang

The knowledge of channel statistics can be very helpful in making sound opportunistic spectrum access decisions. It is therefore desirable to be able to efficiently and accurately estimate channel statistics. In this paper we study the…

Information Theory · Computer Science 2015-03-17 Quanquan Liang , Mingyan Liu
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