5,918 research outputs found
Get the Most out of Your Sample: Optimal Unbiased Estimators using Partial Information
Random sampling is an essential tool in the processing and transmission of
data. It is used to summarize data too large to store or manipulate and meet
resource constraints on bandwidth or battery power. Estimators that are applied
to the sample facilitate fast approximate processing of queries posed over the
original data and the value of the sample hinges on the quality of these
estimators.
Our work targets data sets such as request and traffic logs and sensor
measurements, where data is repeatedly collected over multiple {\em instances}:
time periods, locations, or snapshots.
We are interested in queries that span multiple instances, such as distinct
counts and distance measures over selected records. These queries are used for
applications ranging from planning to anomaly and change detection.
Unbiased low-variance estimators are particularly effective as the relative
error decreases with the number of selected record keys.
The Horvitz-Thompson estimator, known to minimize variance for sampling with
"all or nothing" outcomes (which reveals exacts value or no information on
estimated quantity), is not optimal for multi-instance operations for which an
outcome may provide partial information.
We present a general principled methodology for the derivation of (Pareto)
optimal unbiased estimators over sampled instances and aim to understand its
potential. We demonstrate significant improvement in estimate accuracy of
fundamental queries for common sampling schemes.Comment: This is a full version of a PODS 2011 pape
An Introduction to Recursive Partitioning: Rationale, Application and Characteristics of Classification and Regression Trees, Bagging and Random Forests
Recursive partitioning methods have become popular and widely used tools for nonparametric regression and classification in many scientific fields. Especially random forests, that can deal with large numbers of predictor variables even in the presence of complex interactions, have been applied successfully in genetics, clinical medicine and bioinformatics within the past few years.
High dimensional problems are common not only in genetics, but also in some areas of psychological research, where only few subjects can be measured due to time or cost constraints, yet a large amount of data is generated for each subject. Random forests have been shown to achieve a high prediction accuracy in such applications, and provide descriptive variable importance measures reflecting the impact of each variable in both main effects and interactions.
The aim of this work is to introduce the principles of the standard recursive partitioning methods as well as recent methodological improvements, to illustrate their usage for low and high dimensional data exploration, but also to point out limitations of the methods and potential pitfalls in their practical application.
Application of the methods is illustrated using freely available implementations in the R system for statistical computing
Conditional independence testing based on a nearest-neighbor estimator of conditional mutual information
Conditional independence testing is a fundamental problem underlying causal
discovery and a particularly challenging task in the presence of nonlinear and
high-dimensional dependencies. Here a fully non-parametric test for continuous
data based on conditional mutual information combined with a local permutation
scheme is presented. Through a nearest neighbor approach, the test efficiently
adapts also to non-smooth distributions due to strongly nonlinear dependencies.
Numerical experiments demonstrate that the test reliably simulates the null
distribution even for small sample sizes and with high-dimensional conditioning
sets. The test is better calibrated than kernel-based tests utilizing an
analytical approximation of the null distribution, especially for non-smooth
densities, and reaches the same or higher power levels. Combining the local
permutation scheme with the kernel tests leads to better calibration, but
suffers in power. For smaller sample sizes and lower dimensions, the test is
faster than random fourier feature-based kernel tests if the permutation scheme
is (embarrassingly) parallelized, but the runtime increases more sharply with
sample size and dimensionality. Thus, more theoretical research to analytically
approximate the null distribution and speed up the estimation for larger sample
sizes is desirable.Comment: 17 pages, 12 figures, 1 tabl
Consensus for quantum networks: from symmetry to gossip iterations
This paper extends the consensus framework, widely studied in the literature on distributed computing and control algorithms, to networks of quantum systems. We define consensus situations on the basis of invariance and symmetry properties, finding four different generalizations of classical consensus states. This new viewpoint can be directly used to study consensus for probability distributions, as these can be seen as a particular case of quantum statistical states: in this light, our analysis is also relevant for classical problems. We then extend the gossip consensus algorithm to the quantum setting and prove it converges to symmetric states while preserving the expectation of permutation-invariant global observables. Applications of the framework and the algorithms to estimation and control problems on quantum networks are discussed
On the Decreasing Power of Kernel and Distance based Nonparametric Hypothesis Tests in High Dimensions
This paper is about two related decision theoretic problems, nonparametric
two-sample testing and independence testing. There is a belief that two
recently proposed solutions, based on kernels and distances between pairs of
points, behave well in high-dimensional settings. We identify different sources
of misconception that give rise to the above belief. Specifically, we
differentiate the hardness of estimation of test statistics from the hardness
of testing whether these statistics are zero or not, and explicitly discuss a
notion of "fair" alternative hypotheses for these problems as dimension
increases. We then demonstrate that the power of these tests actually drops
polynomially with increasing dimension against fair alternatives. We end with
some theoretical insights and shed light on the \textit{median heuristic} for
kernel bandwidth selection. Our work advances the current understanding of the
power of modern nonparametric hypothesis tests in high dimensions.Comment: 19 pages, 9 figures, published in AAAI-15: The 29th AAAI Conference
on Artificial Intelligence (with author order reversed from ArXiv
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