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We provide an efficient algorithm for the classical problem, going back to Galton, Pearson, and Fisher, of estimating, with arbitrary accuracy the parameters of a multivariate normal distribution from truncated samples. Truncated samples…

Statistics Theory · Mathematics 2020-10-26 Constantinos Daskalakis , Themis Gouleakis , Christos Tzamos , Manolis Zampetakis

Score matching is an approach to learning probability distributions parametrized up to a constant of proportionality (e.g. Energy-Based Models). The idea is to fit the score of the distribution, rather than the likelihood, thus avoiding the…

Machine Learning · Computer Science 2024-01-31 Yilong Qin , Andrej Risteski

Inference problems with conjectured statistical-computational gaps are ubiquitous throughout modern statistics, computer science and statistical physics. While there has been success evidencing these gaps from the failure of restricted…

Computational Complexity · Computer Science 2020-06-30 Matthew Brennan , Guy Bresler

We study the complexity of PAC learning halfspaces in the presence of Massart noise. In this problem, we are given i.i.d. labeled examples $(\mathbf{x}, y) \in \mathbb{R}^N \times \{ \pm 1\}$, where the distribution of $\mathbf{x}$ is…

Machine Learning · Computer Science 2022-07-29 Ilias Diakonikolas , Daniel M. Kane , Pasin Manurangsi , Lisheng Ren

We study the problem of list-decodable Gaussian mean estimation and the related problem of learning mixtures of separated spherical Gaussians. We develop a set of techniques that yield new efficient algorithms with significantly improved…

Data Structures and Algorithms · Computer Science 2017-11-21 Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart

Gaussian boson sampling is a model of photonic quantum computing that has attracted attention as a platform for building quantum devices capable of performing tasks that are out of reach for classical devices. There is therefore significant…

A class of discrete probability distributions contains distributions with limited support, i.e. possible argument values are limited to a set of numbers (typically consecutive). Examples of such data are results from subjective experiments…

Methodology · Statistics 2019-09-11 Lucjan Janowski , Bogdan Ćmiel , Krzysztof Rusek , Jakub Nawała , Zhi Li

Divide-and-conquer methods use large-sample approximations to provide frequentist guarantees when each block of data is both small enough to facilitate efficient computation and large enough to support approximately valid inferences. When…

Methodology · Statistics 2025-04-01 Emily C. Hector , Leonardo Cella , Ryan Martin

In classical statistics and distribution testing, it is often assumed that elements can be sampled from some distribution $P$, and that when an element $x$ is sampled, the probability $P$ of sampling $x$ is also known. Recent work in…

Data Structures and Algorithms · Computer Science 2022-08-03 Talya Eden , Jakob Bæk Tejs Houen , Shyam Narayanan , Will Rosenbaum , Jakub Tětek

We study efficient algorithms for linear regression and covariance estimation in the absence of Gaussian assumptions on the underlying distributions of samples, making assumptions instead about only finitely-many moments. We focus on how…

We establish a simple connection between robust and differentially-private algorithms: private mechanisms which perform well with very high probability are automatically robust in the sense that they retain accuracy even if a constant…

Machine Learning · Statistics 2022-12-02 Kristian Georgiev , Samuel B. Hopkins

Multivariate Gaussian is often used as a first approximation to the distribution of high-dimensional data. Determining the parameters of this distribution under various constraints is a widely studied problem in statistics, and is often…

Statistics Theory · Mathematics 2016-02-09 Samuel Balmand , Arnak Dalalyan

Graph sparsification is a well-established technique for accelerating graph-based learning algorithms, which uses edge sampling to approximate dense graphs with sparse ones. Because the sparsification error is random and unknown, users must…

Machine Learning · Computer Science 2025-03-12 Siyao Wang , Miles E. Lopes

The estimation of information measures of continuous distributions based on samples is a fundamental problem in statistics and machine learning. In this paper, we analyze estimates of differential entropy in $K$-dimensional Euclidean space,…

Information Theory · Computer Science 2021-11-29 Georg Pichler , Pablo Piantanida , Günther Koliander

We introduce a framework for statistical estimation that leverages knowledge of how samples are collected but makes no distributional assumptions on the data values. Specifically, we consider a population of elements $[n]={1,\ldots,n}$ with…

Data Structures and Algorithms · Computer Science 2020-10-27 Justin Y. Chen , Gregory Valiant , Paul Valiant

We propose a probabilistic enhancement of standard kernel Support Vector Machines for binary classification, in order to address the case when, along with given data sets, a description of uncertainty (e.g., error bounds) may be available…

Machine Learning · Computer Science 2020-03-19 Yongxin Chen , Tryphon T. Georgiou , Allen R. Tannenbaum

Estimating the Shannon entropy of a discrete distribution from which we have only observed a small sample is challenging. Estimating other information-theoretic metrics, such as the Kullback-Leibler divergence between two sparsely sampled…

Data Analysis, Statistics and Probability · Physics 2023-02-24 Angelo Piga , Lluc Font-Pomarol , Marta Sales-Pardo , Roger Guimerà

Gaussian processes (GPs) are nonparametric priors over functions. Fitting a GP implies computing a posterior distribution of functions consistent with the observed data. Similarly, deep Gaussian processes (DGPs) should allow us to compute a…

Conformal prediction is a simple and powerful tool that can quantify uncertainty without any distributional assumptions. Many existing methods only address the average coverage guarantee, which is not ideal compared to the stronger…

Machine Learning · Statistics 2023-02-21 Xing Han , Ziyang Tang , Joydeep Ghosh , Qiang Liu

Causal discovery algorithms often perform poorly with limited samples. While integrating expert knowledge (including from LLMs) as constraints promises to improve performance, guarantees for existing methods require perfect predictions or…

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