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Related papers: Testing Convex Truncation

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Convex combinations of i.i.d. random variables without a finite mean can behave in a strikingly different way from the finite-mean case: as the weight vector becomes more balanced, the resulting combination may become stochastically larger,…

Methodology · Statistics 2026-03-10 Tommaso Lando , Paulo Eduardo Oliveira

All data are digitized, and hence are essentially integers rather than true real numbers. Ordinarily this causes no difficulties since the truncation or rounding usually occurs below the noise level. However, in some instances, when the…

Data Analysis, Statistics and Probability · Physics 2016-02-16 Kevin H. Knuth , J. Patrick Castle , Kevin R. Wheeler

Motivated by a recent result of Daskalakis et al. 2018, we analyze the population version of Expectation-Maximization (EM) algorithm for the case of \textit{truncated} mixtures of two Gaussians. Truncated samples from a $d$-dimensional…

Machine Learning · Computer Science 2020-05-12 Sai Ganesh Nagarajan , Ioannis Panageas

Truncated linear regression is a classical challenge in Statistics, wherein a label, $y = w^T x + \varepsilon$, and its corresponding feature vector, $x \in \mathbb{R}^k$, are only observed if the label falls in some subset $S \subseteq…

Methodology · Statistics 2022-08-26 Constantinos Daskalakis , Patroklos Stefanou , Rui Yao , Manolis Zampetakis

We consider an $n$ agents distributed optimization problem with imperfect information characterized in a parametric sense, where the unknown parameter can be solved by a distinct distributed parameter learning problem. Though each agent…

Optimization and Control · Mathematics 2024-04-23 Yaqun Yang , Jinlong Lei

In the setting of entangled single-sample distributions, the goal is to estimate some common parameter shared by a family of distributions, given one \emph{single} sample from each distribution. We study mean estimation and linear…

Machine Learning · Computer Science 2020-07-08 Hui Yuan , Yingyu Liang

We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…

Machine Learning · Computer Science 2024-12-03 Maryam Aliakbarpour , Piotr Indyk , Ronitt Rubinfeld , Sandeep Silwal

We study a class of hypothesis testing problems in which, upon observing the realization of an $n$-dimensional Gaussian vector, one has to decide whether the vector was drawn from a standard normal distribution or, alternatively, whether…

Statistics Theory · Mathematics 2010-11-22 Louigi Addario-Berry , Nicolas Broutin , Luc Devroye , Gábor Lugosi

Adaptivity is an important feature of data analysis---typically the choice of questions asked about a dataset depends on previous interactions with the same dataset. However, generalization error is typically bounded in a non-adaptive…

Machine Learning · Computer Science 2015-11-11 Raef Bassily , Adam Smith , Thomas Steinke , Jonathan Ullman

Adaptivity is an important feature of data analysis---the choice of questions to ask about a dataset often depends on previous interactions with the same dataset. However, statistical validity is typically studied in a nonadaptive model,…

Machine Learning · Computer Science 2015-11-10 Raef Bassily , Kobbi Nissim , Adam Smith , Thomas Steinke , Uri Stemmer , Jonathan Ullman

In this paper, we study high-dimensional estimation from truncated samples. We focus on two fundamental and classical problems: (i) inference of sparse Gaussian graphical models and (ii) support recovery of sparse linear models. (i) For…

Machine Learning · Statistics 2020-06-18 Arnab Bhattacharyya , Rathin Desai , Sai Ganesh Nagarajan , Ioannis Panageas

Distribution testing is a fundamental statistical task with many applications, but we are interested in a variety of problems where systematic mislabelings of the sample prevent us from applying the existing theory. To apply distribution…

Data Structures and Algorithms · Computer Science 2023-04-05 Renato Ferreira Pinto , Nathaniel Harms

In this paper, we study a class of problems where the sum of truncated convex functions is minimized. In statistical applications, they are commonly encountered when $\ell_0$-penalized models are fitted and usually lead to NP-Hard…

Computation · Statistics 2017-06-28 Tzu-Ying Liu , Hui Jiang

We give a nearly-optimal algorithm for testing uniformity of distributions supported on $\{-1,1\}^n$, which makes $\tilde O (\sqrt{n}/\varepsilon^2)$ queries to a subcube conditional sampling oracle (Bhattacharyya and Chakraborty (2018)).…

Data Structures and Algorithms · Computer Science 2021-02-08 Clément L. Canonne , Xi Chen , Gautam Kamath , Amit Levi , Erik Waingarten

We are interested in testing properties of distributions with systematically mislabeled samples. Our goal is to make decisions about unknown probability distributions, using a sample that has been collected by a confused collector, such as…

Data Structures and Algorithms · Computer Science 2023-11-27 Renato Ferreira Pinto , Nathaniel Harms

A nonparametric anomalous hypothesis testing problem is investigated, in which there are totally n sequences with s anomalous sequences to be detected. Each typical sequence contains m independent and identically distributed (i.i.d.)…

Machine Learning · Computer Science 2016-12-15 Shaofeng Zou , Yingbin Liang , H. Vincent Poor , Xinghua Shi

In this paper, we consider the problem of testing properties of joint distributions under the Conditional Sampling framework. In the standard sampling model, the sample complexity of testing properties of joint distributions is exponential…

Computational Complexity · Computer Science 2022-08-03 Rishiraj Bhattacharyya , Sourav Chakraborty

We study randomized algorithms for constrained optimization, in abstract frameworks that include, in strictly increasing generality: convex programming; LP-type problems; violator spaces; and a setting we introduce, consistent spaces. Such…

Computational Geometry · Computer Science 2019-06-04 Kenneth L. Clarkson , Bernd Gärtner , Johannes Lengler , May Szedlak

Though learning has become a core component of modern information processing, there is now ample evidence that it can lead to biased, unsafe, and prejudiced systems. The need to impose requirements on learning is therefore paramount,…

Machine Learning · Computer Science 2022-10-20 Luiz F. O. Chamon , Santiago Paternain , Miguel Calvo-Fullana , Alejandro Ribeiro

From the sampling of data to the initialisation of parameters, randomness is ubiquitous in modern Machine Learning practice. Understanding the statistical fluctuations engendered by the different sources of randomness in prediction is…

Machine Learning · Statistics 2022-10-03 Bruno Loureiro , Cédric Gerbelot , Maria Refinetti , Gabriele Sicuro , Florent Krzakala