45 research outputs found
Communication Lower Bounds for Statistical Estimation Problems via a Distributed Data Processing Inequality
We study the tradeoff between the statistical error and communication cost of
distributed statistical estimation problems in high dimensions. In the
distributed sparse Gaussian mean estimation problem, each of the machines
receives data points from a -dimensional Gaussian distribution with
unknown mean which is promised to be -sparse. The machines
communicate by message passing and aim to estimate the mean . We
provide a tight (up to logarithmic factors) tradeoff between the estimation
error and the number of bits communicated between the machines. This directly
leads to a lower bound for the distributed \textit{sparse linear regression}
problem: to achieve the statistical minimax error, the total communication is
at least , where is the number of observations that
each machine receives and is the ambient dimension. These lower results
improve upon [Sha14,SD'14] by allowing multi-round iterative communication
model. We also give the first optimal simultaneous protocol in the dense case
for mean estimation.
As our main technique, we prove a \textit{distributed data processing
inequality}, as a generalization of usual data processing inequalities, which
might be of independent interest and useful for other problems.Comment: To appear at STOC 2016. Fixed typos in theorem 4.5 and incorporated
reviewers' suggestion
Brascamp-Lieb Inequality and Its Reverse: An Information Theoretic View
We generalize a result by Carlen and Cordero-Erausquin on the equivalence
between the Brascamp-Lieb inequality and the subadditivity of relative entropy
by allowing for random transformations (a broadcast channel). This leads to a
unified perspective on several functional inequalities that have been gaining
popularity in the context of proving impossibility results. We demonstrate that
the information theoretic dual of the Brascamp-Lieb inequality is a convenient
setting for proving properties such as data processing, tensorization,
convexity and Gaussian optimality. Consequences of the latter include an
extension of the Brascamp-Lieb inequality allowing for Gaussian random
transformations, the determination of the multivariate Wyner common information
for Gaussian sources, and a multivariate version of Nelson's hypercontractivity
theorem. Finally we present an information theoretic characterization of a
reverse Brascamp-Lieb inequality involving a random transformation (a multiple
access channel).Comment: 5 pages; to be presented at ISIT 201
Probabilistic Error Upper Bounds For Distributed Statistical Estimation
The size of modern datasets has spurred interest in distributed statistical estimation. We consider a scenario in which randomly drawn data is spread across a set of machines, and the task is to provide an estimate for the location parameter from which the data was drawn. We provide a one-shot protocol for computing this estimate which generalizes results from Braverman et al. [2], which provides a protocol under the assumption that the distribution is Gaussian, as well as from Duchi et al. [4], which assumes that the distribution is supported on the compact set [−1,1]. Like that of Braverman et al., our protocol is optimal in the case that the distribution is Gaussian