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We consider the estimation of a scalar parameter, when two estimators are available. The first is always consistent. The second is inconsistent in general, but has a smaller asymptotic variance than the first, and may be consistent if an…

Statistics Theory · Mathematics 2020-06-29 Clément de Chaisemartin , Xavier D'Haultfœuille

Traditionally, robust statistics has focused on designing estimators tolerant to a minority of contaminated data. Robust list-decodable learning focuses on the more challenging regime where only a minority $\frac 1 k$ fraction of the…

Data Structures and Algorithms · Computer Science 2020-11-20 Ilias Diakonikolas , Daniel M. Kane , Daniel Kongsgaard , Jerry Li , Kevin Tian

Consider a quite arbitrary (semi)parametric model with a Euclidean parameter of interest and assume that an asymptotically (semi)parametrically efficient estimator of it is given. If the parameter of interest is known to lie on a general…

Statistics Theory · Mathematics 2015-08-17 Chris A. J. Klaassen , Nanang Susyanto

The task of estimating a matrix given a sample of observed entries is known as the \emph{matrix completion problem}. Most works on matrix completion have focused on recovering an unknown real-valued low-rank matrix from a random sample of…

Statistics Theory · Mathematics 2014-08-27 Olga Klopp , Jean Lafond , Eric Moulines , Joseph Salmon

Distributed compressive sensing is a framework considering jointly sparsity within signal ensembles along with multiple measurement vectors (MMVs). The current theoretical bound of performance for MMVs, however, is derived to be the same…

Information Theory · Computer Science 2016-09-12 Sung-Hsien Hsieh , Wei-Jie Liang , Chun-Shien Lu , Soo-Chang Pei

Communication of quantized information is frequently followed by a computation. We consider situations of \emph{distributed functional scalar quantization}: distributed scalar quantization of (possibly correlated) sources followed by…

Information Theory · Computer Science 2015-01-20 Vinith Misra , Vivek K Goyal , Lav R. Varshney

This work studies distributed (probability) density estimation of large-scale systems. Such problems are motivated by many density-based distributed control tasks in which the real-time density of the swarm is used as feedback information,…

Systems and Control · Electrical Eng. & Systems 2021-06-03 Tongjia Zheng , Hai Lin

The difficulty of multi-class classification generally increases with the number of classes. Using data from a subset of the classes, can we predict how well a classifier will scale with an increased number of classes? Under the assumptions…

Machine Learning · Statistics 2017-12-29 Charles Zheng , Rakesh Achanta , Yuval Benjamini

Higher-order tensors arise frequently in applications such as neuroimaging, recommendation system, social network analysis, and psychological studies. We consider the problem of low-rank tensor estimation from possibly incomplete,…

Machine Learning · Statistics 2020-12-15 Chanwoo Lee , Miaoyan Wang

We study the problem of list-decodable mean estimation, where an adversary can corrupt a majority of the dataset. Specifically, we are given a set $T$ of $n$ points in $\mathbb{R}^d$ and a parameter $0< \alpha <\frac 1 2$ such that an…

Data Structures and Algorithms · Computer Science 2021-11-15 Ilias Diakonikolas , Daniel M. Kane , Daniel Kongsgaard , Jerry Li , Kevin Tian

In longitudinal data analysis, observation points of repeated measurements over time often vary among subjects except in well-designed experimental studies. Additionally, measurements for each subject are typically obtained at only a few…

Methodology · Statistics 2024-11-14 Michio Yamamoto , Yoshikazu Terada

Since Rendle and Krichene argued that commonly used sampling-based evaluation metrics are "inconsistent" with respect to the global metrics (even in expectation), there have been a few studies on the sampling-based recommender system…

Information Retrieval · Computer Science 2023-10-12 Dong Li , Ruoming Jin , Zhenming Liu , Bin Ren , Jing Gao , Zhi Liu

This paper considers probabilistic estimation of a low-rank matrix from non-linear element-wise measurements of its elements. We derive the corresponding approximate message passing (AMP) algorithm and its state evolution. Relying on…

Information Theory · Computer Science 2016-04-19 Thibault Lesieur , Florent Krzakala , Lenka Zdeborová

There has been considerable work on improving popular clustering algorithm `K-means' in terms of mean squared error (MSE) and speed, both. However, most of the k-means variants tend to compute distance of each data point to each cluster…

Machine Learning · Computer Science 2017-01-18 Siddhesh Khandelwal , Amit Awekar

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

We consider the problem of determining the top-$k$ largest measurements from a dataset distributed among a network of $n$ agents with noisy communication links. We show that this scenario can be cast as a distributed convex optimization…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-12-02 Xu Zhang , Marcos Vasconcelos

Since the recent study (Krichene and Rendle 2020) done by Krichene and Rendle on the sampling-based top-k evaluation metric for recommendation, there has been a lot of debates on the validity of using sampling to evaluate recommendation…

Information Retrieval · Computer Science 2021-03-04 Ruoming Jin , Dong Li , Benjamin Mudrak , Jing Gao , Zhi Liu

We consider distributed statistical optimization in one-shot setting, where there are $m$ machines each observing $n$ i.i.d. samples. Based on its observed samples, each machine then sends an $O(\log(mn))$-length message to a server, at…

Machine Learning · Computer Science 2019-11-12 Arsalan Sharifnassab , Saber Salehkaleybar , S. Jamaloddin Golestani

In modern statistics, interests shift from pursuing the uniformly minimum variance unbiased estimator to reducing mean squared error (MSE) or residual squared error. Shrinkage based estimation and regression methods offer better prediction…

Methodology · Statistics 2025-02-25 Tianyu Zhan , Haoda Fu , Jian Kang

A common approach to statistical learning with big-data is to randomly split it among $m$ machines and learn the parameter of interest by averaging the $m$ individual estimates. In this paper, focusing on empirical risk minimization, or…

Machine Learning · Statistics 2016-06-14 Jonathan Rosenblatt , Boaz Nadler