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In diffusion-based algorithms for adaptive distributed estimation, each node of an adaptive network estimates a target parameter vector by creating an intermediate estimate and then combining the intermediate estimates available within its…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-12-08 Reza Arablouei , Stefan Werner , Kutluyıl Doğançay , Yih-Fang Huang

This work examines risk bounds for nonparametric distributional regression estimators. For convex-constrained distributional regression, general upper bounds are established for the continuous ranked probability score (CRPS) and the…

A distributed inference scheme which uses bounded transmission functions over a Gaussian multiple access channel is considered. When the sensor measurements are decreasingly reliable as a function of the sensor index, the conditions on the…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-06-16 Sivaraman Dasarathan , Cihan Tepedelenlioglu

We establish optimal Statistical Query (SQ) lower bounds for robustly learning certain families of discrete high-dimensional distributions. In particular, we show that no efficient SQ algorithm with access to an $\epsilon$-corrupted binary…

Data Structures and Algorithms · Computer Science 2022-06-10 Ilias Diakonikolas , Daniel M. Kane , Yuxin Sun

Threshold and ambiguity phenomena are studied in Part 1 of this work where approximations for the mean-squared-error (MSE) of the maximum likelihood estimator are proposed using the method of interval estimation (MIE), and where approximate…

Applications · Statistics 2015-06-19 Achraf Mallat , Sinan Gezici , Davide Dardari , Luc Vandendorpe

We present an algorithm for the problem of linear distributed estimation of a parameter in a network where a set of agents are successively taking measurements. The approach considers a roaming token in a network that carries the estimate,…

Systems and Control · Computer Science 2018-07-05 Lucas Balthazar , João Xavier , Bruno Sinopoli

Distributed statistical inference has recently attracted enormous attention. Many existing work focuses on the averaging estimator. We propose a one-step approach to enhance a simple-averaging based distributed estimator. We derive the…

Methodology · Statistics 2015-11-11 Cheng Huang , Xiaoming Huo

We study the problem of robustly estimating the mean or location parameter without moment assumptions. We show that for a large class of symmetric distributions, the same error as in the Gaussian setting can be achieved efficiently. The…

Data Structures and Algorithms · Computer Science 2023-11-09 Gleb Novikov , David Steurer , Stefan Tiegel

The fundamental task of a digital receiver is to decide the transmitted symbols in the best possible way, i.e., with respect to an appropriately defined performance metric. Examples of usual performance metrics are the probability of error…

Information Theory · Computer Science 2013-03-19 Dimitrios Katselis , Cristian R. Rojas , Håkan Hjalmarsson , Mats Bengtsson , Mikael Skoglund

Estimation and inference in statistics pose significant challenges when data are collected adaptively. Even in linear models, the Ordinary Least Squares (OLS) estimator may fail to exhibit asymptotic normality for single coordinate…

Statistics Theory · Mathematics 2023-10-31 Licong Lin , Mufang Ying , Suvrojit Ghosh , Koulik Khamaru , Cun-Hui Zhang

We introduce a simple time-triggered protocol to achieve communication-efficient non-Bayesian learning over a network. Specifically, we consider a scenario where a group of agents interact over a graph with the aim of discerning the true…

Systems and Control · Electrical Eng. & Systems 2019-09-05 Aritra Mitra , John A. Richards , Shreyas Sundaram

The problem of network-constrained averaging is to compute the average of a set of values distributed throughout a graph G using an algorithm that can pass messages only along graph edges. We study this problem in the noisy setting, in…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-06-15 Nima Noorshams , Martin Wainwright

A parameter estimation problem is considered, in which dispersed sensors transmit to the statistician partial information regarding their observations. The sensors observe the paths of continuous semimartingales, whose drifts are linear…

Methodology · Statistics 2013-02-01 Georgios Fellouris

This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…

Optimization and Control · Mathematics 2020-07-15 Jineng Ren , Jarvis Haupt

Recent results in quantization theory show that the mean-squared expected distortion can reach a rate of convergence of $\mathcal{O}(1/n)$, where $n$ is the sample size [see, e.g., IEEE Trans. Inform. Theory 60 (2014) 7279-7292 or Electron.…

Statistics Theory · Mathematics 2015-04-02 Clément Levrard

We consider the problem of estimating the common mean of independently sampled data, where samples are drawn in a possibly non-identical manner from symmetric, unimodal distributions with a common mean. This generalizes the setting of…

Statistics Theory · Mathematics 2019-07-09 Ankit Pensia , Varun Jog , Po-Ling Loh

The simplest and most widely applied method for guaranteeing differential privacy is to add instance-independent noise to a statistic of interest that is scaled to its global sensitivity. However, global sensitivity is a worst-case notion…

Statistics Theory · Mathematics 2019-06-10 Mark Bun , Thomas Steinke

We analyze a stochastic approximation algorithm for decision-dependent problems, wherein the data distribution used by the algorithm evolves along the iterate sequence. The primary examples of such problems appear in performative prediction…

Optimization and Control · Mathematics 2024-05-15 Joshua Cutler , Mateo Díaz , Dmitriy Drusvyatskiy

We consider the fundamental problem of communicating an estimate of a real number $x\in[0,1]$ using a single bit. A sender that knows $x$ chooses a value $X\in\set{0,1}$ to transmit. In turn, a receiver estimates $x$ based on the value of…

Data Structures and Algorithms · Computer Science 2021-05-21 Ran Ben-Basat , Michael Mitzenmacher , Shay Vargaftik

The Mutual Information (MI) is an often used measure of dependency between two random variables utilized in information theory, statistics and machine learning. Recently several MI estimators have been proposed that can achieve parametric…

Information Theory · Computer Science 2018-11-26 Morteza Noshad , Yu Zeng , Alfred O. Hero