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In the context of distributed fusion estimation, directly transmitting local estimates to the fusion center may cause a privacy leakage concerning exogenous inputs. Thus, it is crucial to protect exogenous inputs against full eavesdropping…

Systems and Control · Electrical Eng. & Systems 2025-12-30 Liping Guo , Jimin Wang , Yanlong Zhao , Ji-Feng Zhang

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Numerical Analysis · Mathematics 2019-09-17 Darko Volkov

The purpose of Inventory Pricing is to bid the right prices to online ad opportunities, which is crucial for a Demand-Side Platform (DSP) to win advertising auctions in Real-Time Bidding (RTB). In the planning stage, advertisers need the…

Machine Learning · Computer Science 2021-10-27 Xu Li , Michelle Ma Zhang , Youjun Tong , Zhenya Wang

Univariate and multivariate normal probability distributions are widely used when modeling decisions under uncertainty. Computing the performance of such models requires integrating these distributions over specific domains, which can vary…

Machine Learning · Statistics 2024-07-31 Abhranil Das , Wilson S Geisler

Providing public access to unprotected digital data can pose a threat of unwanted disclosing the restricted information. The problem of protecting such information can be divided into two main subclasses, namely, individual and group data…

Cryptography and Security · Computer Science 2010-11-05 Oleg Chertov , Dan Tavrov

Natural gradient methods have been used to optimise the parameters of probability distributions in a variety of settings, often resulting in fast-converging procedures. Unfortunately, for many distributions of interest, computing the…

Machine Learning · Statistics 2024-05-28 Jonathan So , Richard E. Turner

Filtered Poisson processes are often used as reference models for intermittent fluc- tuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical…

Data Analysis, Statistics and Probability · Physics 2018-05-04 Audun Theodorsen , Odd Erik Garcia , Martin Rypdal

Privacy-preserving state estimation for linear time-invariant dynamical systems with crowd sensors is considered. At any time step, the estimator has access to measurements from a randomly selected sensor from a pool of sensors with…

Cryptography and Security · Computer Science 2026-05-21 Farhad Farokhi

Alternating direction method of multiplier (ADMM) is a popular method used to design distributed versions of a machine learning algorithm, whereby local computations are performed on local data with the output exchanged among neighbors in…

Machine Learning · Computer Science 2018-06-07 Xueru Zhang , Mohammad Mahdi Khalili , Mingyan Liu

For recursive circular filtering based on circular statistics, we introduce a general framework for estimation of a circular state based on different circular distributions, specifically the wrapped normal distribution and the von Mises…

Systems and Control · Computer Science 2018-01-01 Gerhard Kurz , Igor Gilitschenski , Uwe D. Hanebeck

We consider a situation where the distribution of a random variable is being estimated by the empirical distribution of noisy measurements of that variable. This is common practice in, for example, teacher value-added models and other…

Econometrics · Economics 2021-12-08 Koen Jochmans , Martin Weidner

Federated learning enables training machine learning models while preserving the privacy of participants. Surprisingly, there is no differentially private distributed method for smooth, non-convex optimization problems. The reason is that…

Machine Learning · Computer Science 2025-02-20 Egor Shulgin , Sarit Khirirat , Peter Richtárik

How to achieve differential privacy in the distributed setting, where the dataset is distributed among the distrustful parties, is an important problem. We consider in what condition can a protocol inherit the differential privacy property…

Cryptography and Security · Computer Science 2017-04-06 Genqiang Wu , Yeping He , Jingzheng Wu , Xianyao Xia

The statistical theory of certain complex wave interference phenomena, like the statistical fluctuations of transmission and reflection of waves, is of considerable interest in many fields of physics. In this article we shall be mainly…

Disordered Systems and Neural Networks · Physics 2016-08-16 P. A. Mello , M. Yépez , L. S. Froufe , J. J. Sáenz

In this brief paper, we present a naive aggregation algorithm for a typical learning problem with expert advice setting, in which the task of improving generalization, i.e., model validation, is embedded in the learning process as a…

Machine Learning · Computer Science 2024-09-09 Getachew K Befekadu

In this paper we propose and study a family of continuous wavelets on general domains, and a corresponding stochastic discretization that we call Monte Carlo wavelets. First, using tools from the theory of reproducing kernel Hilbert spaces…

Functional Analysis · Mathematics 2021-03-09 Zeljko Kereta , Stefano Vigogna , Valeriya Naumova , Lorenzo Rosasco , Ernesto De Vito

Consider statistical learning (e.g. discrete distribution estimation) with local $\epsilon$-differential privacy, which preserves each data provider's privacy locally, we aim to optimize statistical data utility under the privacy…

Information Theory · Computer Science 2016-07-28 Shaowei Wang , Liusheng Huang , Pengzhan Wang , Yiwen Nie , Hongli Xu , Wei Yang , Xiang-Yang Li , Chunming Qiao

This paper considers a distributed multi-agent optimization problem, with the global objective consisting of the sum of local objective functions of the agents. The agents solve the optimization problem using local computation and…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-11-07 Shripad Gade , Nitin H. Vaidya

The characterization of particle diffusion is a classical problem in physics and probability theory. The field of microrheology is based on experiments in which microscopic tracer beads are placed into a non-Newtonian fluid and tracked…

Methodology · Statistics 2012-07-03 Gustavo Didier , John Fricks

Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…

Methodology · Statistics 2023-09-06 Yunyun Wang , Tatsushi Oka , Dan Zhu