English
Related papers

Related papers: Gaussian Mean Testing under Truncation

200 papers

We consider the following basic inference problem: there is an unknown high-dimensional vector $w \in \mathbb{R}^n$, and an algorithm is given access to labeled pairs $(x,y)$ where $x \in \mathbb{R}^n$ is a measurement and $y = w \cdot x +…

Computational Complexity · Computer Science 2019-11-05 Xue Chen , Anindya De , Rocco A. Servedio

The density deconvolution problem involves recovering a target density g from a sample that has been corrupted by noise. From the perspective of Le Cam's local asymptotic normality theory, we show that non-parametric density deconvolution…

Statistics Theory · Mathematics 2015-07-06 Stefan Wager

We consider the problem of mean estimation assuming only finite variance. We study a new class of mean estimators constructed by integrating over random noise applied to a soft-truncated empirical mean estimator. For appropriate choices of…

Statistics Theory · Mathematics 2019-06-26 Matthew J. Holland

Image acquisition and segmentation are likely to introduce noise. Further image processing such as image registration and parameterization can introduce additional noise. It is thus imperative to reduce noise measurements and boost signal.…

Methodology · Statistics 2021-11-30 Moo K. Chung

Any measurement in condition monitoring applications is associated with disturbing noise. Till now, most of the diagnostic procedures have assumed the Gaussian distribution for the noise. This paper shares a novel perspective to the problem…

This paper establishes the optimal sub-Gaussian variance proxy for truncated Gaussian and truncated exponential random variables. The proofs rely on first characterizing the optimal variance proxy as the unique solution to a set of two…

Statistics Theory · Mathematics 2024-11-27 Mathias Barreto , Olivier Marchal , Julyan Arbel

In the geosciences, a recurring problem is one of estimating spatial means of a physical field using weighted averages of point observations. An important variant is when individual observations are counted with some probability less than…

Statistics Theory · Mathematics 2023-04-11 Ashwin K Seshadri

In the setting of entangled single-sample distributions, the goal is to estimate some common parameter shared by a family of $n$ distributions, given one single sample from each distribution. This paper studies mean estimation for entangled…

Machine Learning · Computer Science 2020-07-14 Yingyu Liang , Hui Yuan

We study the algorithmic task of testably learning general Massart halfspaces under the Gaussian distribution. In the testable learning setting, the aim is the design of a tester-learner pair satisfying the following properties: (1) if the…

Data Structures and Algorithms · Computer Science 2026-02-27 Ilias Diakonikolas , Giannis Iakovidis , Daniel M. Kane , Sihan Liu

In this paper, we propose a novel approach to test the equality of high-dimensional mean vectors of several populations via the weighted $L_2$-norm. We establish the asymptotic normality of the test statistics under the null hypothesis. We…

Statistics Theory · Mathematics 2024-02-01 Jianghao Li , Zhenzhen Niu , Shizhe Hong , Zhidong Bai

We provide efficient algorithms for the problem of distribution learning from high-dimensional Gaussian data where in each sample, some of the variable values are missing. We suppose that the variables are missing not at random (MNAR). The…

Machine Learning · Computer Science 2025-04-29 Arnab Bhattacharyya , Constantinos Daskalakis , Themis Gouleakis , Yuhao Wang

Consider the minimum mean-square error (MMSE) of estimating an arbitrary random variable from its observation contaminated by Gaussian noise. The MMSE can be regarded as a function of the signal-to-noise ratio (SNR) as well as a functional…

Information Theory · Computer Science 2010-04-21 Dongning Guo , Yihong Wu , Shlomo Shamai , Sergio Verdu

In this work, we study how the performance and evaluation of generative image models are impacted by the racial composition of their training datasets. By examining and controlling the racial distributions in various training datasets, we…

Computer Vision and Pattern Recognition · Computer Science 2022-09-16 Vongani H. Maluleke , Neerja Thakkar , Tim Brooks , Ethan Weber , Trevor Darrell , Alexei A. Efros , Angjoo Kanazawa , Devin Guillory

We study the problem of estimating the mean of a multivariatedistribution based on independent samples. The main result is the proof of existence of an estimator with a non-asymptotic sub-Gaussian performance for all distributions…

Statistics Theory · Mathematics 2016-07-20 Emilien Joly , Gábor Lugosi , Roberto I. Oliveira

Products of Gaussian noises often emerge as the result of non-linear detection techniques or as a parasitic effect, and their proper handling is important in many practical applications, including in fluctuation-enhanced sensing, indoor air…

Data Analysis, Statistics and Probability · Physics 2013-01-07 L. B. Kish , R. Mingesz , Z. Gingl , C. G. Granqvist

We study the performance of estimators of a sparse nonrandom vector based on an observation which is linearly transformed and corrupted by additive white Gaussian noise. Using the reproducing kernel Hilbert space framework, we derive a new…

Statistics Theory · Mathematics 2010-09-20 Sebastian Schmutzhard , Alexander Jung , Franz Hlawatsch , Zvika Ben-Haim , Yonina C. Eldar

We consider a high-dimensional mean estimation problem over a binary hidden Markov model, which illuminates the interplay between memory in data, sample size, dimension, and signal strength in statistical inference. In this model, an…

Statistics Theory · Mathematics 2022-10-13 Yihan Zhang , Nir Weinberger

We consider the Bayesian approach to the linear Gaussian inference problem of inferring the initial condition of a linear dynamical system from noisy output measurements taken after the initial time. In practical applications, the large…

Systems and Control · Electrical Eng. & Systems 2021-11-29 Elizabeth Qian , Jemima M. Tabeart , Christopher Beattie , Serkan Gugercin , Jiahua Jiang , Peter R. Kramer , Akil Narayan

Most of the modern literature on robust mean estimation focuses on designing estimators which obtain optimal sub-Gaussian concentration bounds under minimal moment assumptions and sometimes also assuming contamination. This work looks at…

Statistics Theory · Mathematics 2024-10-30 Lucas Resende

We develop a systematic, omnibus approach to goodness-of-fit testing for parametric distributional models when the variable of interest is only partially observed due to censoring and/or truncation. In many such designs, tests based on the…

Methodology · Statistics 2026-02-10 Juan Carlos Escanciano , Jacobo de Uña-Álvarez