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Pairwise Euclidean distance calculation is a fundamental step in many machine learning and data analysis algorithms. In real-world applications, however, these distances are frequently distorted by heteroskedastic noise$\unicode{x2014}$a…

Machine Learning · Statistics 2025-09-12 Keyi Li , Yuval Kluger , Boris Landa

This paper introduces a new way to calculate distance-based statistics, particularly when the data are multivariate. The main idea is to pre-calculate the optimal projection directions given the variable dimension, and to project…

Computation · Statistics 2019-11-11 Chuanping Yu , Xiaoming Huo

In the past couple of years, various approaches to representing and quantifying different types of predictive uncertainty in machine learning, notably in the setting of classification, have been proposed on the basis of second-order…

Machine Learning · Computer Science 2023-12-05 Yusuf Sale , Viktor Bengs , Michele Caprio , Eyke Hüllermeier

In this work, we give efficient algorithms for privately estimating a Gaussian distribution in both pure and approximate differential privacy (DP) models with optimal dependence on the dimension in the sample complexity. In the pure DP…

Data Structures and Algorithms · Computer Science 2023-06-02 Daniel Alabi , Pravesh K. Kothari , Pranay Tankala , Prayaag Venkat , Fred Zhang

Distribution testing deals with what information can be deduced about an unknown distribution over $\{1,\ldots,n\}$, where the algorithm is only allowed to obtain a relatively small number of independent samples from the distribution. In…

Computational Complexity · Computer Science 2016-09-23 Eldar Fischer , Oded Lachish , Yadu Vasudev

We introduce sparse random projection, an important dimension-reduction tool from machine learning, for the estimation of discrete-choice models with high-dimensional choice sets. Initially, high-dimensional data are compressed into a…

Machine Learning · Statistics 2016-04-21 Khai X. Chiong , Matthew Shum

We present a probabilistic divide-and-conquer (PDC) method for \emph{exact} sampling of conditional distributions of the form $\mathcal{L}( {\bf X}\, |\, {\bf X} \in E)$, where ${\bf X}$ is a random variable on $\mathcal{X}$, a complete,…

Probability · Mathematics 2016-09-15 Stephen DeSalvo

Selectivity estimation aims at estimating the number of database objects that satisfy a selection criterion. Answering this problem accurately and efficiently is essential to many applications, such as density estimation, outlier detection,…

Databases · Computer Science 2021-05-28 Yaoshu Wang , Chuan Xiao , Jianbin Qin , Rui Mao , Onizuka Makoto , Wei Wang , Rui Zhang , Yoshiharu Ishikawa

The No Unmeasured Confounding Assumption is widely used to identify causal effects in observational studies. Recent work on proximal inference has provided alternative identification results that succeed even in the presence of unobserved…

Machine Learning · Statistics 2022-10-17 Benjamin Kompa , David R. Bellamy , Thomas Kolokotrones , James M. Robins , Andrew L. Beam

Low-dimensional embedding, manifold learning, clustering, classification, and anomaly detection are among the most important problems in machine learning. The existing methods usually consider the case when each instance has a fixed,…

Machine Learning · Computer Science 2012-02-20 Barnabas Poczos , Liang Xiong , Jeff Schneider

To learn about a physical system of interest, experimental results must be able to discriminate among models. We introduce a geometrical measure to quantify the distance between models for pseudoscalar-meson photoproduction in amplitude…

High Energy Physics - Phenomenology · Physics 2016-06-22 J. Nys , J. Ryckebusch , D. G. Ireland , D. I. Glazier

Fractional statistical moments are utilized for various tasks of uncertainty quantification, including the estimation of probability distributions. However, an estimation of fractional statistical moments of costly mathematical models by…

Methodology · Statistics 2024-03-05 Lukáš Novák , Marcos Valdebenito , Matthias Faes

This paper considers the problem of estimation in the generalized semiparametric model for longitudinal data when the number of parameters diverges with the sample size. A penalization type of generalized estimating equation method is…

Methodology · Statistics 2020-06-09 M. Taavoni , M. Arashi

This paper presents a communication efficient distributed algorithm, $\mathcal{CIRFE}$ of the \emph{consensus}+\emph{innovations} type, to estimate a high-dimensional parameter in a multi-agent network, in which each agent is interested in…

Optimization and Control · Mathematics 2018-10-17 Anit Kumar Sahu , Dusan Jakovetic , Soummya Kar

We develop quantile regression methods for discrete responses by extending Parzen's definition of marginal mid-quantiles. As opposed to existing approaches, which are based on either jittering or latent constructs, we use interpolation and…

Methodology · Statistics 2021-08-25 Marco Geraci , Alessio Farcomeni

The goal of ordinal embedding is to represent items as points in a low-dimensional Euclidean space given a set of constraints in the form of distance comparisons like "item $i$ is closer to item $j$ than item $k$". Ordinal constraints like…

Machine Learning · Statistics 2016-06-24 Lalit Jain , Kevin Jamieson , Robert Nowak

Approximate inference in dynamic systems is the problem of estimating the state of the system given a sequence of actions and partial observations. High precision estimation is fundamental in many applications like diagnosis, natural…

Artificial Intelligence · Computer Science 2012-06-18 Hannaneh Hajishirzi , Eyal Amir

We study the problem of high-dimensional robust mean estimation in the presence of a constant fraction of adversarial outliers. A recent line of work has provided sophisticated polynomial-time algorithms for this problem with…

Machine Learning · Computer Science 2020-05-05 Yu Cheng , Ilias Diakonikolas , Rong Ge , Mahdi Soltanolkotabi

Given a bounded domain, we deal with the problem of estimating the distance function from the internal points of the domain to the boundary of the domain. Convolutional and differential distance estimation schemes are considered and, for…

Numerical Analysis · Mathematics 2024-12-13 Alexander Belyaev , Pierre-Alain Fayolle

We study person-level differentially private (DP) mean estimation in the case where each person holds multiple samples. DP here requires the usual notion of distributional stability when $\textit{all}$ of a person's datapoints can be…

Data Structures and Algorithms · Computer Science 2024-07-22 Sushant Agarwal , Gautam Kamath , Mahbod Majid , Argyris Mouzakis , Rose Silver , Jonathan Ullman
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