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Recovering dynamical equations from observed noisy data is the central challenge of system identification. We develop a statistical mechanics approach to analyze sparse equation discovery algorithms, which typically balance data fit and…

Statistical Mechanics · Physics 2025-09-16 Andrei A. Klishin , Joseph Bakarji , J. Nathan Kutz , Krithika Manohar

We show that one can approximate the least fixed point solution for a multivariate system of monotone probabilistic polynomial equations in time polynomial in both the encoding size of the system of equations and in log(1/\epsilon), where…

Computational Complexity · Computer Science 2013-02-21 Kousha Etessami , Alistair Stewart , Mihalis Yannakakis

While the traditional goal of statistics is to infer population parameters, modern practice increasingly demands protection of individual privacy. One way to address this need is to adapt classical statistical procedures into…

Methodology · Statistics 2026-03-10 Jinyuan Chang , Lin Yang , Mengyue Zha , Wen-Xin Zhou

This paper develops a new method for identifying econometric models with partially latent covariates. Such data structures arise in industrial organization and labor economics settings where data are collected using an input-based sampling…

Econometrics · Economics 2022-06-29 Minji Bang , Wayne Yuan Gao , Andrew Postlewaite , Holger Sieg

Latent variable models have been playing a central role in psychometrics and related fields. In many modern applications, the inference based on latent variable models involves one or several of the following features: (1) the presence of…

Methodology · Statistics 2025-01-08 Siliang Zhang , Yunxiao Chen

We develop differentially private methods for estimating various distributional properties. Given a sample from a discrete distribution $p$, some functional $f$, and accuracy and privacy parameters $\alpha$ and $\varepsilon$, the goal is to…

Data Structures and Algorithms · Computer Science 2018-03-02 Jayadev Acharya , Gautam Kamath , Ziteng Sun , Huanyu Zhang

This paper proposes a differentially private gradient-tracking-based distributed stochastic optimization algorithm over directed graphs. In particular, privacy noises are incorporated into each agent's state and tracking variable to…

Systems and Control · Electrical Eng. & Systems 2026-04-15 Jialong Chen , Jimin Wang , Ji-Feng Zhang

We present a differentially private mechanism to display statistics (e.g., the moving average) of a stream of real valued observations where the bound on each observation is either too conservative or unknown in advance. This is…

Cryptography and Security · Computer Science 2018-11-09 Victor Perrier , Hassan Jameel Asghar , Dali Kaafar

We study the problem of learning exponential distributions under differential privacy. Given $n$ i.i.d.\ samples from $\mathrm{Exp}(\lambda)$, the goal is to privately estimate $\lambda$ so that the learned distribution is close in total…

Data Structures and Algorithms · Computer Science 2026-03-31 Bar Mahpud , Or Sheffet

Many privacy mechanisms reveal high-level information about a data distribution through noisy measurements. It is common to use this information to estimate the answers to new queries. In this work, we provide an approach to solve this…

Machine Learning · Computer Science 2019-01-29 Ryan McKenna , Daniel Sheldon , Gerome Miklau

An algorithm is described that enables efficient deterministic approximate computation of the bootstrap distribution for any linear bootstrap method $T_n^*$, alleviating the need for repeated resampling from observations (resp.…

Methodology · Statistics 2019-04-10 Thomas Pitschel

An algorithm is proposed, analyzed, and tested for solving continuous nonlinear-equality-constrained optimization problems where the objective and constraint functions are defined by expectations or averages over large, finite numbers of…

Optimization and Control · Mathematics 2026-05-14 Frank E. Curtis , Lingjun Guo , Daniel P. Robinson

We revisit the problem of accurately answering large classes of statistical queries while preserving differential privacy. Previous approaches to this problem have either been very general but have not had run-time polynomial in the size of…

Data Structures and Algorithms · Computer Science 2011-11-30 Avrim Blum , Aaron Roth

An efficient estimator is constructed for the quadratic covariation or integrated co-volatility matrix of a multivariate continuous martingale based on noisy and nonsynchronous observations under high-frequency asymptotics. Our approach…

Statistics Theory · Mathematics 2014-07-02 Markus Bibinger , Nikolaus Hautsch , Peter Malec , Markus Reiß

Real-time information processing applications such as those enabling a more intelligent infrastructure are increasingly focused on analyzing privacy-sensitive data obtained from individuals. To produce accurate statistics about the habits…

Systems and Control · Computer Science 2018-03-06 Jerome Le Ny

We present the first $\varepsilon$-differentially private, computationally efficient algorithm that estimates the means of product distributions over $\{0,1\}^d$ accurately in total-variation distance, whilst attaining the optimal sample…

Data Structures and Algorithms · Computer Science 2024-01-29 Vikrant Singhal

Estimating statistical models within sensor networks requires distributed algorithms, in which both data and computation are distributed across the nodes of the network. We propose a general approach for distributed learning based on…

Machine Learning · Computer Science 2012-07-03 Qiang Liu , Alexander Ihler

We consider the problem of clustering privately a dataset in $\mathbb{R}^d$ that undergoes both insertion and deletion of points. Specifically, we give an $\varepsilon$-differentially private clustering mechanism for the $k$-means objective…

Data Structures and Algorithms · Computer Science 2023-07-28 Max Dupré la Tour , Monika Henzinger , David Saulpic

Privately counting distinct elements in a stream is a fundamental data analysis problem with many applications in machine learning. In the turnstile model, Jain et al. [NeurIPS2023] initiated the study of this problem parameterized by the…

Data Structures and Algorithms · Computer Science 2024-08-22 Monika Henzinger , A. R. Sricharan , Teresa Anna Steiner

In machine learning and data mining, linear models have been widely used to model the response as parametric linear functions of the predictors. To relax such stringent assumptions made by parametric linear models, additive models consider…

Machine Learning · Statistics 2017-10-18 Sheng Chen , Arindam Banerjee
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