Coresets have emerged as a powerful tool to summarize data by selecting a small subset of the original observations while retaining most of its information. This approach has led to significant computational speedups but the performance of statistical procedures run on coresets is largely unexplored. In this work, we develop a statistical framework to study coresets and focus on the canonical task of nonparameteric density estimation. Our contributions are twofold. First, we establish the minimax rate of estimation achievable by coreset-based estimators. Second, we show that the practical coreset kernel density estimators are near-minimax optimal over a large class of Hölder-smooth densities.
TU Dortmund University（多特蒙德工业大学）；Dortmund Data Science Center（多特蒙德数据科学中心）
We study the $p$-generalized probit regression model, which is a generalized linear model for binary responses. It extends the standard probit model by replacing its link function, the standard normal cdf, by a $p$-generalized normal distribution for $p\in[1, \infty)$. The $p$-generalized normal distributions \citep{Sub23} are of special interest in statistical modeling because they fit much more flexibly to data. Their tail behavior can be controlled by choice of the parameter $p$, which influences the model's sensitivity to outliers. Special cases include the Laplace, the Gaussian, and the u…
Statistical Inference for Optimal Transport Maps: Recent Advances and Perspectives
Department of Statistics and Data Science（统计与数据科学系）；Machine Learning Department（机器学习系）；Carnegie Mellon University（卡内基梅隆大学）；Statistics and Data Science Center（统计与数据科学中心）；Massachusetts Institute of Technology（麻省理工学院）
In this paper, we consider a statistical problem of learning a linear model from noisy samples. Existing work has focused on approximating the least squares solution by using leverage-based scores as an importance sampling distribution. However, no finite sample statistical guarantees and no computationally efficient optimal sampling strategies have been proposed. To evaluate the statistical properties of different sampling strategies, we propose a simple yet effective estimator, which is easy for theoretical analysis and is useful in multitask linear regression. We derive the exact mean squar…
The new book by philosopher Deborah Mayo is relevant to data science for topical reasons, as she takes various controversial positions regarding hypothesis testing and statistical practice, and also as an entry point to thinking about the philosophy of statistics. The present article is a slightly expanded version of a series of informal reviews and comments on Mayo's book. We hope this discussion will introduce people to Mayo's ideas along with other perspectives on the topics she addresses.
When the underlying probability distribution in a stochastic optimization is observed only through data, various data-driven formulations have been studied to obtain approximate optimal solutions. We show that no such formulations can, in a sense, theoretically improve the statistical quality of the solution obtained from empirical optimization. We argue this by proving that the first-order behavior of the optimality gap against the oracle best solution, which includes both the bias and variance, for any data-driven solution is second-order stochastically dominated by empirical optimization, a…
This article, produced as a result of the Symposium on Statistical Inference, is an introduction to the literature on the function of expertise, judgment, and choice in the practice of statistics and scientific research. In particular, expert judgment plays a critical role in conducting Frequentist hypothesis tests and Bayesian models, especially in selection of appropriate prior distributions for model parameters. The subtlety of interpreting results is also discussed. Finally, external recommendations are collected for how to more effectively encourage proper use of judgment in statistics. T…
A new, coordinate-free (geometric) approach to multivariate statistical analysis. General multivariate linear models and linear hypotheses are defined in geometric form. A method of constructing statistical criteria is defined for linear hypotheses. As a result, multivariate statistical analysis is developed in full analogy to classical statistical analysis. This approach is based on tensor products and modules over the ring of square matrices, supplied with an inner product.
Princeton University（普林斯顿大学）；Carnegie Mellon University（卡内基梅隆大学）；University of Chicago（芝加哥大学）
Spectral methods have emerged as a simple yet surprisingly effective approach for extracting information from massive, noisy and incomplete data. In a nutshell, spectral methods refer to a collection of algorithms built upon the eigenvalues (resp. singular values) and eigenvectors (resp. singular vectors) of some properly designed matrices constructed from data. A diverse array of applications have been found in machine learning, data science, and signal processing. Due to their simplicity and effectiveness, spectral methods are not only used as a stand-alone estimator, but also frequently emp…
We present an overview of the decision-theoretic framework of statistical causality, which is well-suited for formulating and solving problems of determining the effects of applied causes. The approach is described in detail, and is related to and contrasted with other current formulations, such as structural equation models and potential responses. Topics and applications covered include confounding, the effect of treatment on the treated, instrumental variables, and dynamic treatment strategies.
Inverse problems, where in broad sense the task is to learn from the noisy response about some unknown function, usually represented as the argument of some known functional form, has received wide attention in the general scientific disciplines. How- ever, in mainstream statistics such inverse problem paradigm does not seem to be as popular. In this article we provide a brief overview of such problems from a statistical, particularly Bayesian, perspective. We also compare and contrast the above class of problems with the perhaps more statistically familiar inverse regression problems, arguing…
Phylogenetic trees are the fundamental mathematical representation of evolutionary processes in biology. They are also objects of interest in pure mathematics, such as algebraic geometry and combinatorics, due to their discrete geometry. Although they are important data structures, they face the significant challenge that sets of trees form a non-Euclidean phylogenetic tree space, which means that standard computational and statistical methods cannot be directly applied. In this work, we explore the statistical feasibility of a pure mathematical representation of the set of all phylogenetic tr…
As a general rule of thumb the resolution of a light microscope (i.e. the ability to discern objects) is predominantly described by the full width at half maximum (FWHM) of its point spread function (psf)---the diameter of the blurring density at half of its maximum. Classical wave optics suggests a linear relationship between FWHM and resolution also manifested in the well known Abbe and Rayleigh criteria, dating back to the end of 19th century. However, during the last two decades conventional light microscopy has undergone a shift from microscopic scales to nanoscales. This increase in reso…
We formulate both Markov chain Monte Carlo (MCMC) sampling algorithms and basic statistical physics in terms of elementary symmetries. This perspective on sampling yields derivations of well-known MCMC algorithms and a new parallel algorithm that appears to converge more quickly than current state of the art methods. The symmetry perspective also yields a parsimonious framework for statistical physics and a practical approach to constructing meaningful notions of effective temperature and energy directly from time series data. We apply these latter ideas to Anosov systems.
A Condorcet voting scheme chooses a winning candidate as one who defeats all others in pairwise majority rule. We provide a review which includes the rigorous mathematical treatment for calculating the limiting probability of a Condorcet winner for any number of candidates and value of $n$ odd or even and with arbitrary ran k order probabilities, when the voters are independent. We provide a compact and complete Table for the limiting probability of a Condorcet winner with three candidates and arbitrary rank order probabilities. We present a simple proof of a result of May to show the limiting…
In this study, we obtain the size distribution of voids as a 3-parameter redshift independent log-normal void probability function (VPF) directly from the Cosmic Void Catalog (CVC). Although many statistical models of void distributions are based on the counts in randomly placed cells, the log-normal VPF that we here obtain is independent of the shape of the voids due to the parameter-free void finder of the CVC. We use three void populations drawn from the CVC generated by the Halo Occupation Distribution (HOD) Mocks which are tuned to three mock SDSS samples to investigate the void distribut…
