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We study the fundamental problem of Principal Component Analysis in a statistical distributed setting in which each machine out of $m$ stores a sample of $n$ points sampled i.i.d. from a single unknown distribution. We study algorithms for…

Machine Learning · Computer Science 2017-02-28 Dan Garber , Ohad Shamir , Nathan Srebro

Combining several independent measurements of the same physical quantity is one of the most important tasks in metrology. Small samples, biased input estimates, not always adequate reported uncertainties, and unknown error distribution make…

Data Analysis, Statistics and Probability · Physics 2026-04-22 Zinovy Malkin

We consider the problem of analyzing the probabilistic performance of first-order methods when solving convex optimization problems drawn from an unknown distribution only accessible through samples. By combining performance estimation…

Optimization and Control · Mathematics 2025-12-11 Jisun Park , Vinit Ranjan , Bartolomeo Stellato

Principal Component Analysis (PCA) is a very successful dimensionality reduction technique, widely used in predictive modeling. A key factor in its widespread use in this domain is the fact that the projection of a dataset onto its first…

Machine Learning · Statistics 2017-05-19 Xianghui Luo , Robert J. Durrant

The ordered weighted averaging (OWA) operators play a crucial role in aggregating multiple criteria evaluations into an overall assessment supporting the decision makers' choice. One key point steps is to determine the associated weights.…

Artificial Intelligence · Computer Science 2018-09-11 Xiuyan Sha , Zeshui Xu , Chuancun Yin

For the purpose of uncertainty propagation a new quadrature rule technique is proposed that has positive weights, has high degree, and is constructed using only samples that describe the probability distribution of the uncertain parameters.…

Numerical Analysis · Mathematics 2020-01-24 L. M. M. van den Bos , B. Sanderse , W. A. A. M. Bierbooms , G. J. W. van Bussel

This paper proposes distributed algorithms to solve robust convex optimization (RCO) when the constraints are affected by nonlinear uncertainty. We adopt a scenario approach by randomly sampling the uncertainty set. To facilitate the…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-01-16 Keyou You , Roberto Tempo , Pei Xie

While distributed training is often viewed as a solution to optimizing linear models on increasingly large datasets, inter-machine communication costs of popular distributed approaches can dominate as data dimensionality increases. Recent…

Machine Learning · Computer Science 2024-06-05 Fred Lu , Ryan R. Curtin , Edward Raff , Francis Ferraro , James Holt

Many methods for estimating conditional average treatment effects (CATEs) can be expressed as weighted pseudo-outcome regressions (PORs). Previous comparisons of POR techniques have paid careful attention to the choice of pseudo-outcome…

Methodology · Statistics 2024-02-06 Aaron Fisher

In this paper we develop a new family of Ordered Weighted Averaging (OWA) operators. Weight vector is obtained from a desired orness of the operator. Using Faulhaber's formulas we obtain direct and simple expressions for the weight vector…

Artificial Intelligence · Computer Science 2018-02-01 Oscar Duarte , Sandra Téllez

We propose a Bayesian shrinkage rule to estimate the wavelet coefficients in a nonparametric regression model with Gaussian errors, based on a mixture of a point mass function at zero and a symmetric, zero-centered raised cosine…

Methodology · Statistics 2025-07-16 Juliana Marchesi Reina , Alex Rodrigo dos Santos Sousa

The nonnegativity of the density operator of a state is faithfully coded in its Wigner distribution, and this places constraints on the moments of the Wigner distribution. These constraints are presented in a canonically invariant form…

Quantum Physics · Physics 2007-05-23 R. Simon , N. Mukunda

The apportionment problem constitutes a fundamental problem in democratic societies: How to distribute a fixed number of seats among a set of states in proportion to the states' populations? This--seemingly simple--task has led to a rich…

Computer Science and Game Theory · Computer Science 2024-11-01 Javier Cembrano , José Correa , Ulrike Schmidt-Kraepelin , Alexandros Tsigonias-Dimitriadis , Victor Verdugo

Consider a class of decomposable combinatorial structures, using different types of atoms $\Atoms = \{\At_1,\ldots ,\At_{|{\Atoms}|}\}$. We address the random generation of such structures with respect to a size $n$ and a targeted…

Discrete Mathematics · Computer Science 2010-12-01 Alain Denise , Yann Ponty , Michel Termier

Many scientific questions require estimating the effects of continuous treatments. Outcome modeling and weighted regression based on the generalized propensity score are the most commonly used methods to evaluate continuous effects.…

Methodology · Statistics 2019-10-29 Nathan Kallus , Michele Santacatterina

In this paper, a model is proposed for the kernel in the generalized mixing rule recently formulated by Anderssen and Mead (1998). In order to derive such a model, it is necessary to take account of the rheological significance of the…

Materials Science · Physics 2009-10-31 Wolfgang Thimm , Christian Friedrich , Tobias Roths , Josef Honerkamp

Posterior contractions rates (PCRs) strengthen the notion of Bayesian consistency, quantifying the speed at which the posterior distribution concentrates on arbitrarily small neighborhoods of the true model, with probability tending to 1 or…

Statistics Theory · Mathematics 2022-01-31 Federico Camerlenghi , Emanuele Dolera , Stefano Favaro , Edoardo Mainini

The growing availability of large health databases has expanded the use of observational studies for comparative effectiveness research. Unlike randomized trials, observational studies must adjust for systematic differences in patient…

Methodology · Statistics 2026-01-21 Haidong Lu , Fan Li , Laine E. Thomas , Fan Li

In adaptive importance sampling, and other contexts, we have $K>1$ unbiased and uncorrelated estimates $\hat\mu_k$ of a common quantity $\mu$. The optimal unbiased linear combination weights them inversely to their variances but those…

Statistics Theory · Mathematics 2019-04-01 Art B. Owen , Yi Zhou

Many problems in computational science and engineering become one-to-many after coarse graining, partial observation, or inverse reconstruction: a resolved state may not determine a unique subgrid forcing, a structural descriptor may not…

Machine Learning · Statistics 2026-05-28 Junfeng Chen