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This paper studies hypothesis testing and parameter estimation in the context of the divide and conquer algorithm. In a unified likelihood based framework, we propose new test statistics and point estimators obtained by aggregating various…

Statistics Theory · Mathematics 2015-09-21 Heather Battey , Jianqing Fan , Han Liu , Junwei Lu , Ziwei Zhu

The complexity of semiparametric models poses new challenges to statistical inference and model selection that frequently arise from real applications. In this work, we propose new estimation and variable selection procedures for the…

Statistics Theory · Mathematics 2011-03-09 Bo Kai , Runze Li , Hui Zou

We consider a general multivariate model where univariate marginal distributions are known up to a parameter vector and we are interested in estimating that parameter vector without specifying the joint distribution, except for the…

General Economics · Economics 2024-02-01 Ivan Medovikov , Valentyn Panchenko , Artem Prokhorov

We introduce a new family of one factor distributions for high-dimensional binary data. The model provides an explicit probability for each event, thus avoiding the numeric approximations often made by existing methods. Model interpretation…

Methodology · Statistics 2015-11-05 Matthieu Marbac , Mohammed Sedki

The statistical analysis of massive and complex data sets will require the development of algorithms that depend on distributed computing and collaborative inference. Inspired by this, we propose a collaborative framework that aims to…

Statistics Theory · Mathematics 2015-07-02 Gérard Biau , Kevin Bleakley , Benoit Cadre

Motivated by multi-center biomedical studies that cannot share individual data due to privacy and ownership concerns, we develop communication-efficient iterative distributed algorithms for estimation and inference in the high-dimensional…

Methodology · Statistics 2024-06-25 Pierre Bayle , Jianqing Fan , Zhipeng Lou

We consider the problem of multi-task learning in the high dimensional setting. In particular, we introduce an estimator and investigate its statistical and computational properties for the problem of multiple connected linear regressions…

Machine Learning · Statistics 2023-07-03 Amir Asiaee , Samet Oymak , Kevin R. Coombes , Arindam Banerjee

Triangular systems with nonadditively separable unobserved heterogeneity provide a theoretically appealing framework for the modelling of complex structural relationships. However, they are not commonly used in practice due to the need for…

Econometrics · Economics 2019-10-08 Victor Chernozhukov , Iván Fernández-Val , Whitney Newey , Sami Stouli , Francis Vella

Distributed parameter identification for large-scale multi-agent networks encounters challenges due to nonlinear dynamics and partial observations. Simultaneously, ensuring the stability is crucial for the robust identification of dynamic…

Dynamical Systems · Mathematics 2024-01-09 Chunhui Li , Chengpu Yu

The paper considers distributed stochastic optimization over randomly switching networks, where agents collaboratively minimize the average of all agents' local expectation-valued convex cost functions. Due to the stochasticity in gradient…

Optimization and Control · Mathematics 2022-04-07 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

In this paper, we study the information transmission problem under the distributed learning framework, where each worker node is merely permitted to transmit a $m$-dimensional statistic to improve learning results of the target node.…

Information Theory · Computer Science 2022-05-27 Xinyi Tong , Jian Xu , Shao-Lun Huang

Predicting scalar outcomes using functional predictors is a classic problem in functional data analysis. In many applications, however, only specific locations or time-points of the functional predictors have an impact on the outcome. Such…

Statistics Theory · Mathematics 2020-07-14 Dominik Poß , Dominik Liebl , Alois Kneip , Hedwig Eisenbarth , Tor D. Wager , Lisa Feldman Barrett

We provide a general theory of the expectation-maximization (EM) algorithm for inferring high dimensional latent variable models. In particular, we make two contributions: (i) For parameter estimation, we propose a novel high dimensional EM…

Machine Learning · Statistics 2015-01-28 Zhaoran Wang , Quanquan Gu , Yang Ning , Han Liu

Traditionally, transfer functions have been designed manually for each operation in a program, instruction by instruction. In such a setting, a transfer function describes the semantics of a single instruction, detailing how a given…

Logic in Computer Science · Computer Science 2015-07-01 Jörg Brauer , Andy King

The last decades have seen a surge of interests in distributed computing thanks to advances in clustered computing and big data technology. Existing distributed algorithms typically assume {\it all the data are already in one place}, and…

Machine Learning · Computer Science 2019-05-07 Donghui Yan , Yingjie Wang , Jin Wang , Guodong Wu , Honggang Wang

In modelling time series data coming from different sources, frequencies can easily vary since some variable can be measured at higher frequencies, others, at lower frequencies. Given data measured over spatial units and at varying…

Methodology · Statistics 2025-03-05 Vladimir A. Malabanan , Joseph Ryan G. Lansangan , Erniel B. Barrios

Missing data are frequently encountered in high-dimensional problems, but they are usually difficult to deal with using standard algorithms, such as the expectation-maximization (EM) algorithm and its variants. To tackle this difficulty,…

Methodology · Statistics 2018-02-08 Faming Liang , Bochao Jia , Jingnan Xue , Qizhai Li , Ye Luo

This paper presents a unified framework for supervised learning and inference procedures using the divide-and-conquer approach for high-dimensional correlated outcomes. We propose a general class of estimators that can be implemented in a…

Statistics Theory · Mathematics 2020-09-22 Emily C. Hector , Peter X. -K. Song

Several researchers have described two-part models with patient-specific stochastic processes for analysing longitudinal semicontinuous data. In theory, such models can offer greater flexibility than the standard two-part model with…

Applications · Statistics 2017-03-28 Sean Yiu , Brian Tom

In this review we cover the basics of efficient nonparametric parameter estimation (also called functional estimation), with a focus on parameters that arise in causal inference problems. We review both efficiency bounds (i.e., what is the…

Methodology · Statistics 2023-01-27 Edward H. Kennedy