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We study the problem of estimating the mean of a random vector $X$ given a sample of $N$ independent, identically distributed points. We introduce a new estimator that achieves a purely sub-Gaussian performance under the only condition that…

Statistics Theory · Mathematics 2017-02-03 Gábor Lugosi , Shahar Mendelson

Indirect inference estimators (i.e., simulation-based minimum distance estimators) in a parametric model that are based on auxiliary non-parametric maximum likelihood density estimators are shown to be asymptotically normal. If the…

Statistics Theory · Mathematics 2012-01-24 Florian Gach , Benedikt M. Pötscher

The discrete kernel method was developed to estimate count data distributions, distinguishing discrete associated kernels based on their asymptotic behaviour. This study investigates the class of discrete asymmetric kernels and their…

Methodology · Statistics 2017-02-07 Tristan Senga Kiessé

We consider the binary classification problem in a setup that preserves the privacy of the original sample. We provide a privacy mechanism that is locally differentially private and then construct a classifier based on the private sample…

Statistics Theory · Mathematics 2019-12-11 Thomas Berrett , Cristina Butucea

We investigate a data-driven approach to constructing uncertainty sets for robust optimization problems, where the uncertain problem parameters are modeled as random variables whose joint probability distribution is not known. Relying only…

Optimization and Control · Mathematics 2020-09-22 Polina Alexeenko , Eilyan Bitar

This paper considers the problem of the private release of sample means of speed values from traffic datasets. Our key contribution is the development of user-level differentially private algorithms that incorporate carefully chosen…

Cryptography and Security · Computer Science 2024-04-26 V. Arvind Rameshwar , Anshoo Tandon , Prajjwal Gupta , Aditya Vikram Singh , Novoneel Chakraborty , Abhay Sharma

Differential privacy is becoming a gold standard for privacy research; it offers a guaranteed bound on loss of privacy due to release of query results, even under worst-case assumptions. The theory of differential privacy is an active…

Standard maximum likelihood estimation cannot be applied to discrete energy-based models in the general case because the computation of exact model probabilities is intractable. Recent research has seen the proposal of several new…

Machine Learning · Computer Science 2012-02-20 Benjamin Marlin , Nando de Freitas

In some estimation problems, especially in applications dealing with information theory, signal processing and biology, theory provides us with additional information allowing us to restrict the parameter space to a finite number of points.…

Methodology · Statistics 2012-07-25 Christine Choirat , Raffaello Seri

In this paper we have suggested difference-type estimator for estimation of population mean of the study variable y in the presence of measurement error using auxiliary information. The optimum estimator in the suggested estimator has been…

Statistics Theory · Mathematics 2014-10-02 Viplav Kr. Singh , Rajesh Singh , Florentin Smarandache

In this paper, we study differentially private (DP) algorithms for computing the geometric median (GM) of a dataset: Given $n$ points, $x_1,\dots,x_n$ in $\mathbb{R}^d$, the goal is to find a point $\theta$ that minimizes the sum of the…

Machine Learning · Computer Science 2024-06-12 Mahdi Haghifam , Thomas Steinke , Jonathan Ullman

We seek an entropy estimator for discrete distributions with fully empirical accuracy bounds. As stated, this goal is infeasible without some prior assumptions on the distribution. We discover that a certain information moment assumption…

Information Theory · Computer Science 2022-12-27 Doron Cohen , Aryeh Kontorovich , Aaron Koolyk , Geoffrey Wolfer

Hypothesis testing is a central problem in statistical analysis, and there is currently a lack of differentially private tests which are both statistically valid and powerful. In this paper, we develop several new differentially private…

Methodology · Statistics 2023-10-31 Jordan Awan , Yue Wang

Point process models are of great importance in real world applications. In certain critical applications, estimation of point process models involves large amounts of sensitive personal data from users. Privacy concerns naturally arise…

Machine Learning · Computer Science 2022-09-16 Simiao Zuo , Tianyi Liu , Tuo Zhao , Hongyuan Zha

An ever-increasing deluge of big data is becoming available to national statistical offices globally, but it is well documented that statistics produced by big data alone often suffer from selection bias and are not usually representative…

Methodology · Statistics 2023-06-29 Ryan Covey

Working under a model of privacy in which data remains private even from the statistician, we study the tradeoff between privacy guarantees and the risk of the resulting statistical estimators. We develop private versions of classical…

Statistics Theory · Mathematics 2017-11-16 John Duchi , Martin Wainwright , Michael Jordan

By employing various empirical estimators for the Mutual Information (MI) measure, we calculate and compare the estimates and their confidence intervals for both normal and non-normal bivariate data samples. We find that certain nonlinear…

Information Theory · Computer Science 2024-10-10 Theo Grigorenko , Leo Grigorenko

This paper addresses the challenging computational problem of estimating intractable expectations over discrete domains. Existing approaches, including Monte Carlo and Russian Roulette estimators, are consistent but often require a large…

Machine Learning · Statistics 2025-12-19 Sophia Seulkee Kang , François-Xavier Briol , Toni Karvonen , Zonghao Chen

We consider the problem of communication-constrained collaborative personalized mean estimation under a privacy constraint in an environment of several agents continuously receiving data according to arbitrary unknown agent-specific…

Social and Information Networks · Computer Science 2025-11-10 Yauhen Yakimenka , Hsuan-Yin Lin , Eirik Rosnes , Jörg Kliewer

This work proposes an algorithmic method to verify differential privacy for estimation mechanisms with performance guarantees. Differential privacy makes it hard to distinguish outputs of a mechanism produced by adjacent inputs. While…

Systems and Control · Electrical Eng. & Systems 2021-12-03 Yunhai Han , Sonia Martínez