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$\ell_1$ optimization is a well known heuristic often employed for solving various forms of sparse linear problems. In this paper we look at its a variant that we refer to as the \emph{partial} $\ell_1$ and discuss its mathematical…

Optimization and Control · Mathematics 2016-12-23 Mihailo Stojnic

Distributed parameter estimation for large-scale systems is an active research problem. The goal is to derive a distributed algorithm in which each agent obtains a local estimate of its own subset of the global parameter vector, based on…

Multiagent Systems · Computer Science 2018-06-26 Tianju Sui , Damián Marelli , Minyue Fu , Renquan Lu

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 introduce estimation and test procedures through divergence minimization for models satisfying linear constraints with unknown parameter. Several statistical examples and motivations are given. These procedures extend the empirical…

Statistics Theory · Mathematics 2008-11-24 Michel Broniatowski , Amor Keziou

We present a new adaptive algorithm for learning discrete distributions under distribution drift. In this setting, we observe a sequence of independent samples from a discrete distribution that is changing over time, and the goal is to…

Machine Learning · Computer Science 2024-03-11 Alessio Mazzetto

Distributed minimax estimation and distributed adaptive estimation under communication constraints for Gaussian sequence model and white noise model are studied. The minimax rate of convergence for distributed estimation over a given Besov…

Statistics Theory · Mathematics 2021-07-02 T. Tony Cai , Hongji Wei

We commonly encounter the problem of identifying an optimally weight adjusted version of the empirical distribution of observed data, adhering to predefined constraints on the weights. Such constraints often manifest as restrictions on the…

Machine Learning · Statistics 2024-01-17 Abhisek Chakraborty , Anirban Bhattacharya , Debdeep Pati

Penalized estimation methods for diffusion processes and dependent data have recently gained significant attention due to their effectiveness in handling high-dimensional stochastic systems. In this work, we introduce an adaptive…

Statistics Theory · Mathematics 2024-12-24 Alessandro De Gregorio , Dario Frisardi , Francesco Iafrate , Stefano Iacus

Hypoelliptic diffusion processes can be used to model a variety of phenomena in applications ranging from molecular dynamics to audio signal analysis. We study parameter estimation for such processes in situations where we observe some…

Methodology · Statistics 2007-10-30 Y. Pokern , A. M. Stuart , P. Wiberg

We consider the problem of allocating samples to a finite set of discrete distributions in order to learn them uniformly well in terms of four common distance measures: $\ell_2^2$, $\ell_1$, $f$-divergence, and separation distance. To…

Machine Learning · Statistics 2019-12-10 Shubhanshu Shekhar , Tara Javidi , Mohammad Ghavamzadeh

A distributed adaptive algorithm is proposed to solve a node-specific parameter estimation problem where nodes are interested in estimating parameters of local interest and parameters of global interest to the whole network. To address the…

Systems and Control · Computer Science 2014-07-02 Nikola Bogdanović , Jorge Plata-Chaves , Kostas Berberidis

In this paper we present an adaptive discretization technique for solving elliptic partial differential equations via a collocation radial basis function partition of unity method. In particular, we propose a new adaptive scheme based on…

Numerical Analysis · Mathematics 2018-11-13 R. Cavoretto , A. De Rossi

A method for adaptive model order reduction for nonsmooth discrete element simulation is developed and analysed in numerical experiments. Regions of the granular media that collectively move as rigid bodies are substituted with rigid bodies…

Computational Physics · Physics 2015-12-02 Martin Servin , Da Wang

We investigate the problem of best policy identification in discounted linear Markov Decision Processes in the fixed confidence setting under a generative model. We first derive an instance-specific lower bound on the expected number of…

Machine Learning · Computer Science 2022-08-12 Jerome Taupin , Yassir Jedra , Alexandre Proutiere

In this work, we study the experts problem in the distributed setting where an expert's cost needs to be aggregated across multiple servers. Our study considers various communication models such as the message-passing model and the…

Machine Learning · Computer Science 2025-01-07 Zhihao Jia , Qi Pang , Trung Tran , David Woodruff , Zhihao Zhang , Wenting Zheng

The approximation of a discrete probability distribution $\mathbf{t}$ by an $M$-type distribution $\mathbf{p}$ is considered. The approximation error is measured by the informational divergence $\mathbb{D}(\mathbf{t}\Vert\mathbf{p})$, which…

Information Theory · Computer Science 2016-07-28 Bernhard C. Geiger , Georg Böcherer

We propose, analyze, and test new iterative solvers for large-scale systems of linear algebraic equations arising from the finite element discretization of reduced optimality systems defining the finite element approximations to the…

Numerical Analysis · Mathematics 2023-12-20 Ulrich Langer , Richard Löscher , Olaf Steinbach , Huidong Yang

In this paper, we study communication efficient distributed algorithms for distributionally robust federated learning via periodic averaging with adaptive sampling. In contrast to standard empirical risk minimization, due to the minimax…

Machine Learning · Computer Science 2021-02-26 Yuyang Deng , Mohammad Mahdi Kamani , Mehrdad Mahdavi

Local differential privacy has recently received increasing attention from the statistics community as a valuable tool to protect the privacy of individual data owners without the need of a trusted third party. Similar to the classical…

Statistics Theory · Mathematics 2022-07-04 Cristina Butucea , Angelika Rohde , Lukas Steinberger

Control of network systems with uncertain local dynamics has remained an open problem for a long time. In this paper, a distributed minimax adaptive control algorithm is proposed for such networks whose local dynamics has an uncertain…

Systems and Control · Electrical Eng. & Systems 2023-11-03 Venkatraman Renganathan , Anders Rantzer , Olle Kjellqvist