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Quantization for probability distributions concerns the best approximation of a $d$-dimensional probability distribution $P$ by a discrete probability with a given number $n$ of supporting points. In this paper, we have considered a…

Dynamical Systems · Mathematics 2022-05-17 Lakshmi Roychowdhury , Mrinal Kanti Roychowdhury

We study a setting where a data holder wishes to share data with a receiver, without revealing certain summary statistics of the data distribution (e.g., mean, standard deviation). It achieves this by passing the data through a…

Cryptography and Security · Computer Science 2023-10-31 Zinan Lin , Shuaiqi Wang , Vyas Sekar , Giulia Fanti

Uncertainty quantification for full-waveform inversion provides a probabilistic characterization of the ill-conditioning of the problem, comprising the sensitivity of the solution with respect to the starting model and data noise. This…

Geophysics · Physics 2020-04-20 Gabrio Rizzuti , Ali Siahkoohi , Philipp A. Witte , Felix J. Herrmann

We study a class of distributed convex constrained optimization problems where a group of agents aim to minimize the sum of individual objective functions while each desires that any information about its objective function is kept private.…

Optimization and Control · Mathematics 2016-09-30 Erfan Nozari , Pavankumar Tallapragada , Jorge Cortés

Feature selection is the process of sieving features, in which informative features are separated from the redundant and irrelevant ones. This process plays an important role in machine learning, data mining and bioinformatics. However,…

Cryptography and Security · Computer Science 2020-08-19 Javad Rahimipour Anaraki , Saeed Samet

We propose a new approach to quantize the marginals of the discrete Euler diffusion process. The method is built recursively and involves the conditional distribution of the marginals of the discrete Euler process. Analytically, the method…

Probability · Mathematics 2015-05-25 Gilles Pagès , Abass Sagna

We consider inverse problems estimating distributed parameters from indirect noisy observations through discretization of continuum models described by partial differential or integral equations. It is well understood that the errors…

Numerical Analysis · Mathematics 2023-10-09 Albero Bocchinfuso , Daniela Calvetti , Erkki Somersalo

As inductive inference and machine learning methods in computer science see continued success, researchers are aiming to describe ever more complex probabilistic models and inference algorithms. It is natural to ask whether there is a…

Logic · Mathematics 2019-11-19 Nathanael L. Ackerman , Cameron E. Freer , Daniel M. Roy

This paper presents a novel Wasserstein distributionally robust control and state estimation algorithm for partially observable linear stochastic systems, where the probability distributions of disturbances and measurement noises are…

Systems and Control · Electrical Eng. & Systems 2024-06-05 Minhyuk Jang , Astghik Hakobyan , Insoon Yang

The selection of grouped variables using the random forest algorithm is considered. First a new importance measure adapted for groups of variables is proposed. Theoretical insights into this criterion are given for additive regression…

Methodology · Statistics 2015-05-20 Baptiste Gregorutti , Bertrand Michel , Philippe Saint-Pierre

One of the most common problems of scientific applications is computation of the derivative of a function specified by possibly noisy or imprecise experimental data. Application of conventional techniques for numerically calculating…

Functional Analysis · Mathematics 2015-04-14 Ildar R. Muftahov , Denis N. Sidorov , Nikolai A. Sidorov

Repeated use of a data sample via adaptively chosen queries can rapidly lead to overfitting, wherein the empirical evaluation of queries on the sample significantly deviates from their mean with respect to the underlying data distribution.…

Machine Learning · Computer Science 2024-04-26 Moshe Shenfeld , Katrina Ligett

We study the possibility of completing data bases of a sample of governance, diversification and value creation variables by providing a well adapted method to reconstruct the missing parts in order to obtain a complete sample to be applied…

Statistical Finance · Quantitative Finance 2012-12-27 Ines Kahloul , Anouar Ben Mabrouk , Slah-Eddine Hallara

This paper develops likelihood-based methods for estimation, inference, model selection, and forecasting of continuous-time integer-valued trawl processes. The full likelihood of integer-valued trawl processes is, in general, highly…

Methodology · Statistics 2023-02-24 Mikkel Bennedsen , Asger Lunde , Neil Shephard , Almut E. D. Veraart

Multilayer (or deep) networks are powerful probabilistic models based on multiple stages of a linear transform followed by a non-linear (possibly random) function. In general, the linear transforms are defined by matrices and the non-linear…

Information Theory · Computer Science 2017-10-13 Galen Reeves

The particle-in-cell numerical method of plasma physics balances a trade-off between computational cost and intrinsic noise. Inference on data produced by these simulations generally consists of binning the data to recover the particle…

Plasma Physics · Physics 2022-02-03 John Donaghy , Kai Germaschewski

Distributed machine learning has been widely studied in order to handle exploding amount of data. In this paper, we study an important yet less visited distributed learning problem where features are inherently distributed or vertically…

Machine Learning · Computer Science 2019-07-19 Yaochen Hu , Peng Liu , Linglong Kong , Di Niu

The problem of distributed estimation of a parametric physical field is stated as a maximum likelihood estimation problem. Sensor observations are distorted by additive white Gaussian noise. Prior to data transmission, each sensor quantizes…

Information Theory · Computer Science 2012-09-21 Natalia A. Schmid , Marwan Alkhweldi , Matthew C. Valenti

Alternating Direction Method of Multipliers (ADMM) is a popular algorithm for distributed learning, where a network of nodes collaboratively solve a regularized empirical risk minimization by iterative local computation associated with…

Machine Learning · Computer Science 2020-05-19 Zonghao Huang , Yanmin Gong

Privacy preserving data publishing has attracted considerable research interest in recent years. Among the existing solutions, {\em $\epsilon$-differential privacy} provides one of the strongest privacy guarantees. Existing data publishing…

Databases · Computer Science 2009-10-01 Xiaokui Xiao , Guozhang Wang , Johannes Gehrke