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We seek to characterize the estimation performance of a sensor network where the individual sensors exhibit the phenomenon of drift, i.e., a gradual change of the bias. Though estimation in the presence of random errors has been extensively…

Information Theory · Computer Science 2012-06-19 Swarnendu Kar , Pramod K. Varshney , Marimuthu Palaniswami

In this work, the probability of an event under some joint distribution is bounded by measuring it with the product of the marginals instead (which is typically easier to analyze) together with a measure of the dependence between the two…

Information Theory · Computer Science 2020-10-22 Amedeo Roberto Esposito , Michael Gastpar , Ibrahim Issa

A fundamental tool in network information theory is the covering lemma, which lower bounds the probability that there exists a pair of random variables, among a give number of independently generated candidates, falling within a given set.…

Information Theory · Computer Science 2019-04-18 Jingbo Liu , Mohammad H. Yassaee , Sergio Verdú

Let $X$ be a $d$-dimensional random vector and $X_\theta$ its projection onto the span of a set of orthonormal vectors $\{\theta_1,...,\theta_k\}$. Conditions on the distribution of $X$ are given such that if $\theta$ is chosen according to…

Probability · Mathematics 2011-02-16 Elizabeth Meckes

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 introduce a new approach to prediction in graphical models with latent-shift adaptation, i.e., where source and target environments differ in the distribution of an unobserved confounding latent variable. Previous work has shown that as…

Machine Learning · Statistics 2023-06-26 William I. Walker , Arthur Gretton , Maneesh Sahani

We study the geometry of probability distributions with respect to a generalized family of Csisz\'ar $f$-divergences. A member of this family is the relative $\alpha$-entropy which is also a R\'enyi analog of relative entropy in information…

Information Theory · Computer Science 2020-05-26 M. Ashok Kumar , Kumar Vijay Mishra

Recently, a widely-used computation expression for quantum Fisher information was shown to be discontinuous at the parameter points where the rank of the parametric density operator changes. The quantum Cram\'er-Rao bound can be violated on…

Quantum Physics · Physics 2022-09-14 Yating Ye , Xiao-Ming Lu

Given a cloud of $n$ data points in $\mathbb{R}^d$, consider all projections onto $m$-dimensional subspaces of $\mathbb{R}^d$ and, for each such projection, the empirical distribution of the projected points. What does this collection of…

Machine Learning · Statistics 2025-05-06 Andrea Montanari , Kangjie Zhou

We provide an upper bound as a random variable for the functions of estimators in high dimensions. This upper bound may help establish the rate of convergence of functions in high dimensions. The upper bound random variable may converge…

Econometrics · Economics 2020-08-07 Mehmet Caner , Xu Han

Some quasi-arithmetic means of random variables easily give unbiased strongly consistent closed-form estimators of the joint of the location and scale parameters of the Cauchy distribution. The one-step estimators of those quasi-arithmetic…

Statistics Theory · Mathematics 2022-08-19 Yuichi Akaoka , Kazuki Okamura , Yoshiki Otobe

For any finite point set in $D$-dimensional space equipped with the 1-norm, we present random linear embeddings to $k$-dimensional space, with a new metric, having the following properties. For any pair of points from the point set that are…

Probability · Mathematics 2020-11-09 Michael P. Casey

We establish a simple method to assess the quantum Fisher information required for resolving two incoherent point sources with an imaging system. The resulting Cram\'er-Rao bound shows that the standard Rayleigh limit can be surpassed by…

Quantum Physics · Physics 2016-06-28 Martin Paur , Bohumil Stoklasa , Zdenek Hradil , Luis L. Sanchez-Soto , Jaroslav Rehacek

We consider the inference problem for high-dimensional linear models, when covariates have an underlying spatial organization reflected in their correlation. A typical example of such a setting is high-resolution imaging, in which…

Methodology · Statistics 2021-06-07 Jérôme-Alexis Chevalier , Tuan-Binh Nguyen , Bertrand Thirion , Joseph Salmon

We consider the discrete three dimensional scan statistics. Viewed as the maximum of an 1-dependent stationary r.v.'s sequence, we provide approximations and error bounds for the probability distribution of the three dimensional scan…

Computation · Statistics 2013-03-18 Alexandru Amarioarei , Cristian Preda

Assessing the quality of parameter estimates for models describing the motion of single molecules in cellular environments is an important problem in fluorescence microscopy. We consider the fundamental data model, where molecules emit…

Quantitative Methods · Quantitative Biology 2021-09-15 A. Marie d'Avigneau , S. S. Singh , R. J. Ober

We consider density estimators based on the nearest neighbors method applied to discrete point distibutions in spaces of arbitrary dimensionality. If the density is constant, the volume of a hypersphere centered at a random location is…

Instrumentation and Methods for Astrophysics · Physics 2013-01-24 Przemek Wozniak , Andrzej Kruszewski

We study lower bounds for the problem of approximating a one dimensional distribution given (noisy) measurements of its moments. We show that there are distributions on $[-1,1]$ that cannot be approximated to accuracy $\epsilon$ in…

Data Structures and Algorithms · Computer Science 2023-07-04 Yujia Jin , Christopher Musco , Aaron Sidford , Apoorv Vikram Singh

For a finite set $A\subset \mathbb{R}^d$, let $\Delta(A)$ denote the spread of $A$, which is the ratio of the maximum pairwise distance to the minimum pairwise distance. For a positive integer $n$, let $\gamma_d(n)$ denote the largest…

Combinatorics · Mathematics 2022-12-20 Adrian Dumitrescu , Csaba D. Tóth

Diffusion models achieve state-of-the-art performance in various generation tasks. However, their theoretical foundations fall far behind. This paper studies score approximation, estimation, and distribution recovery of diffusion models,…

Machine Learning · Computer Science 2023-02-15 Minshuo Chen , Kaixuan Huang , Tuo Zhao , Mengdi Wang