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Modern data workflows are inherently adaptive, repeatedly querying the same dataset to refine and validate sequential decisions, but such adaptivity can lead to overfitting and invalid statistical inference. Adaptive Data Analysis (ADA)…

Machine Learning · Computer Science 2026-02-10 Joon Suk Huh

We study goodness-of-fit and independence testing of discrete distributions in a setting where samples are distributed across multiple users. The users wish to preserve the privacy of their data while enabling a central server to perform…

Data Structures and Algorithms · Computer Science 2021-01-21 Jayadev Acharya , Clément L. Canonne , Cody Freitag , Ziteng Sun , Himanshu Tyagi

We study the problem of quantization of discrete probability distributions, arising in universal coding, as well as other applications. We show, that in many situations this problem can be reduced to the covering problem for the unit…

Information Theory · Computer Science 2010-08-24 Yuriy A. Reznik

We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…

Machine Learning · Statistics 2020-12-25 Yunbei Xu , Assaf Zeevi

In this paper we consider a network of processors aiming at cooperatively solving linear programming problems subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…

Optimization and Control · Mathematics 2019-08-27 Mohammadreza Chamanbaz , Giuseppe Notarstefano , Roland Bouffanais

We consider the discrete three dimensional scan statistics. Viewed as the maximum of an 1-dependent stationary r.v.'s sequence, we provide approximations and error bounds for the probability distribution of the three dimensional scan…

Computation · Statistics 2013-03-18 Alexandru Amarioarei , Cristian Preda

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 discuss a general approach to handling "multiple hypotheses" testing in the case when a particular hypothesis states that the vector of parameters identifying the distribution of observations belongs to a convex compact set associated…

Statistics Theory · Mathematics 2016-02-24 A. Goldenshluger , A. Juditski , A. Nemirovski

Recent years have witnessed the success of adaptive (or unified) approaches in estimating symmetric properties of discrete distributions, where one first obtains a distribution estimator independent of the target property, and then plugs…

Statistics Theory · Mathematics 2021-03-04 Yanjun Han

We consider a data-driven robust hypothesis test where the optimal test will minimize the worst-case performance regarding distributions that are close to the empirical distributions with respect to the Wasserstein distance. This leads to a…

Statistics Theory · Mathematics 2021-06-01 Liyan Xie , Rui Gao , Yao Xie

A Poisson Binomial distribution over $n$ variables is the distribution of the sum of $n$ independent Bernoullis. We provide a sample near-optimal algorithm for testing whether a distribution $P$ supported on $\{0,...,n\}$ to which we have…

Data Structures and Algorithms · Computer Science 2014-10-15 Jayadev Acharya , Constantinos Daskalakis

We propose a new distributed optimization algorithm for solving a class of constrained optimization problems in which (a) the objective function is separable (i.e., the sum of local objective functions of agents), (b) the optimization…

Optimization and Control · Mathematics 2021-06-16 Van Sy Mai , Richard J. La , Tao Zhang , Abdella Battou

We study the density estimation problem defined as follows: given $k$ distributions $p_1, \ldots, p_k$ over a discrete domain $[n]$, as well as a collection of samples chosen from a ``query'' distribution $q$ over $[n]$, output $p_i$ that…

Data Structures and Algorithms · Computer Science 2024-10-31 Anders Aamand , Alexandr Andoni , Justin Y. Chen , Piotr Indyk , Shyam Narayanan , Sandeep Silwal , Haike Xu

Convex sample approximations of chance-constrained optimization problems are considered, in which chance constraints are replaced by sets of sampled constraints. We propose a randomized sample selection strategy that allows tight bounds to…

Optimization and Control · Mathematics 2018-05-22 Mark Cannon

Multi-distribution learning (MDL), which seeks to learn a shared model that minimizes the worst-case risk across $k$ distinct data distributions, has emerged as a unified framework in response to the evolving demand for robustness,…

Machine Learning · Computer Science 2025-08-12 Zihan Zhang , Wenhao Zhan , Yuxin Chen , Simon S. Du , Jason D. Lee

The maximum entropy principle is a powerful tool for solving underdetermined inverse problems. This paper considers the problem of discretizing a continuous distribution, which arises in various applied fields. We obtain the approximating…

Numerical Analysis · Mathematics 2020-08-05 Ken'ichiro Tanaka , Alexis Akira Toda

Algorithms are now routinely used to make consequential decisions that affect human lives. Examples include college admissions, medical interventions or law enforcement. While algorithms empower us to harness all information hidden in vast…

Machine Learning · Computer Science 2020-12-10 Bahar Taskesen , Jose Blanchet , Daniel Kuhn , Viet Anh Nguyen

In this paper, we study the problem of estimating uniformly well the mean values of several distributions given a finite budget of samples. If the variance of the distributions were known, one could design an optimal sampling strategy by…

Machine Learning · Computer Science 2015-07-17 Alexandra Carpentier , Alessandro Lazaric , Mohammad Ghavamzadeh , Rémi Munos , Peter Auer , András Antos

We study the problem of selecting limited features to observe such that models trained on them can perform well simultaneously across multiple subpopulations. This problem has applications in settings where collecting each feature is…

Machine Learning · Computer Science 2025-10-27 Maitreyi Swaroop , Tamar Krishnamurti , Bryan Wilder

Uniformity testing is one of the most well-studied problems in property testing, with many known test statistics, including ones based on counting collisions, singletons, and the empirical TV distance. It is known that the optimal sample…

Machine Learning · Statistics 2022-06-23 Shivam Gupta , Eric Price
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