{"title":"OUP accepted manuscript","authors":"","doi":"10.1093/imaiai/iaab028","DOIUrl":"https://doi.org/10.1093/imaiai/iaab028","url":null,"abstract":"","PeriodicalId":45437,"journal":{"name":"Information and Inference-A Journal of the Ima","volume":"57 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80501605","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Carlos Am'endola, M. Drton, Alexandros Grosdos, R. Homs, Elina Robeva
{"title":"Third-order moment varieties of linear non-Gaussian graphical models","authors":"Carlos Am'endola, M. Drton, Alexandros Grosdos, R. Homs, Elina Robeva","doi":"10.1093/imaiai/iaad007","DOIUrl":"https://doi.org/10.1093/imaiai/iaad007","url":null,"abstract":"\u0000 In this paper, we study linear non-Gaussian graphical models from the perspective of algebraic statistics. These are acyclic causal models in which each variable is a linear combination of its direct causes and independent noise. The underlying directed causal graph can be identified uniquely via the set of second and third-order moments of all random vectors that lie in the corresponding model. Our focus is on finding the algebraic relations among these moments for a given graph. We show that when the graph is a polytree, these relations form a toric ideal. We construct explicit trek-matrices associated to 2-treks and 3-treks in the graph. Their entries are covariances and third-order moments and their $2$-minors define our model set-theoretically. Furthermore, we prove that their 2-minors also generate the vanishing ideal of the model. Finally, we describe the polytopes of third-order moments and the ideals for models with hidden variables.","PeriodicalId":45437,"journal":{"name":"Information and Inference-A Journal of the Ima","volume":"47 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2021-12-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90964388","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"From the simplex to the sphere: faster constrained optimization using the Hadamard parametrization","authors":"Qiuwei Li, Daniel Mckenzie, W. Yin","doi":"10.1093/imaiai/iaad017","DOIUrl":"https://doi.org/10.1093/imaiai/iaad017","url":null,"abstract":"\u0000 The standard simplex in $mathbb{R}^{n}$, also known as the probability simplex, is the set of nonnegative vectors whose entries sum up to 1. It frequently appears as a constraint in optimization problems that arise in machine learning, statistics, data science, operations research and beyond. We convert the standard simplex to the unit sphere and thus transform the corresponding constrained optimization problem into an optimization problem on a simple, smooth manifold. We show that Karush-Kuhn-Tucker points and strict-saddle points of the minimization problem on the standard simplex all correspond to those of the transformed problem, and vice versa. So, solving one problem is equivalent to solving the other problem. Then, we propose several simple, efficient and projection-free algorithms using the manifold structure. The equivalence and the proposed algorithm can be extended to optimization problems with unit simplex, weighted probability simplex or $ell _{1}$-norm sphere constraints. Numerical experiments between the new algorithms and existing ones show the advantages of the new approach. Open source code is available at https://github.com/DanielMckenzie/HadRGD.","PeriodicalId":45437,"journal":{"name":"Information and Inference-A Journal of the Ima","volume":"66 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2021-12-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78101118","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Wavelet invariants for statistically robust multi-reference alignment.","authors":"Matthew Hirn, Anna Little","doi":"10.1093/imaiai/iaaa016","DOIUrl":"10.1093/imaiai/iaaa016","url":null,"abstract":"<p><p>We propose a nonlinear, wavelet-based signal representation that is translation invariant and robust to both additive noise and random dilations. Motivated by the multi-reference alignment problem and generalizations thereof, we analyze the statistical properties of this representation given a large number of independent corruptions of a target signal. We prove the nonlinear wavelet-based representation uniquely defines the power spectrum but allows for an unbiasing procedure that cannot be directly applied to the power spectrum. After unbiasing the representation to remove the effects of the additive noise and random dilations, we recover an approximation of the power spectrum by solving a convex optimization problem, and thus reduce to a phase retrieval problem. Extensive numerical experiments demonstrate the statistical robustness of this approximation procedure.</p>","PeriodicalId":45437,"journal":{"name":"Information and Inference-A Journal of the Ima","volume":"10 4","pages":"1287-1351"},"PeriodicalIF":1.6,"publicationDate":"2021-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8782248/pdf/nihms-1726636.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"39962758","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Erratum to: Subspace clustering using ensembles of K>-subspaces","authors":"J. Lipor, D. Hong, Yan Shuo Tan, L. Balzano","doi":"10.1093/imaiai/iaab026","DOIUrl":"https://doi.org/10.1093/imaiai/iaab026","url":null,"abstract":"","PeriodicalId":45437,"journal":{"name":"Information and Inference-A Journal of the Ima","volume":"23 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2021-10-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89241466","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Estimating location parameters in sample-heterogeneous distributions","authors":"Ankit Pensia, Varun Jog, Po-Ling Loh","doi":"10.1093/IMAIAI/IAAB013","DOIUrl":"https://doi.org/10.1093/IMAIAI/IAAB013","url":null,"abstract":"Estimating the mean of a probability distribution using i.i.d. samples is a classical problem in statistics, wherein finite-sample optimal estimators are sought under various distributional assumptions. In this paper, we consider the problem of mean estimation when independent samples are drawn from ddimensional non-identical distributions possessing a common mean. When the distributions are radially symmetric and unimodal, we propose a novel estimator, which is a hybrid of the modal interval, shorth, and median estimators, and whose performance adapts to the level of heterogeneity in the data. We show that our estimator is near-optimal when data are i.i.d. and when the fraction of “low-noise” distributions is as small as Ω ( d logn n ) , where n is the number of samples. We also derive minimax lower bounds on the expected error of any estimator that is agnostic to the scales of individual data points. Finally, we extend our theory to linear regression. In both the mean estimation and regression settings, we present computationally feasible versions of our estimators that run in time polynomial in the number of data points.","PeriodicalId":45437,"journal":{"name":"Information and Inference-A Journal of the Ima","volume":"73 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2021-06-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86158303","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Antoine Chatalic, V. Schellekens, F. Houssiau, Y. de Montjoye, L. Jacques, R. Gribonval
{"title":"Compressive learning with privacy guarantees","authors":"Antoine Chatalic, V. Schellekens, F. Houssiau, Y. de Montjoye, L. Jacques, R. Gribonval","doi":"10.1093/IMAIAI/IAAB005","DOIUrl":"https://doi.org/10.1093/IMAIAI/IAAB005","url":null,"abstract":"\u0000 This work addresses the problem of learning from large collections of data with privacy guarantees. The compressive learning framework proposes to deal with the large scale of datasets by compressing them into a single vector of generalized random moments, called a sketch vector, from which the learning task is then performed. We provide sharp bounds on the so-called sensitivity of this sketching mechanism. This allows us to leverage standard techniques to ensure differential privacy—a well-established formalism for defining and quantifying the privacy of a random mechanism—by adding Laplace of Gaussian noise to the sketch. We combine these standard mechanisms with a new feature subsampling mechanism, which reduces the computational cost without damaging privacy. The overall framework is applied to the tasks of Gaussian modeling, k-means clustering and principal component analysis, for which sharp privacy bounds are derived. Empirically, the quality (for subsequent learning) of the compressed representation produced by our mechanism is strongly related with the induced noise level, for which we give analytical expressions.","PeriodicalId":45437,"journal":{"name":"Information and Inference-A Journal of the Ima","volume":"51 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2021-05-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90454586","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Yuqian Zhang, Abhishek Chakrabortty, Jelena Bradic
{"title":"Double robust semi-supervised inference for the mean: selection bias under MAR labeling with decaying overlap","authors":"Yuqian Zhang, Abhishek Chakrabortty, Jelena Bradic","doi":"10.1093/imaiai/iaad021","DOIUrl":"https://doi.org/10.1093/imaiai/iaad021","url":null,"abstract":"\u0000 Semi-supervised (SS) inference has received much attention in recent years. Apart from a moderate-sized labeled data, $mathcal L$, the SS setting is characterized by an additional, much larger sized, unlabeled data, $mathcal U$. The setting of $|mathcal U |gg |mathcal L |$, makes SS inference unique and different from the standard missing data problems, owing to natural violation of the so-called ‘positivity’ or ‘overlap’ assumption. However, most of the SS literature implicitly assumes $mathcal L$ and $mathcal U$ to be equally distributed, i.e., no selection bias in the labeling. Inferential challenges in missing at random type labeling allowing for selection bias, are inevitably exacerbated by the decaying nature of the propensity score (PS). We address this gap for a prototype problem, the estimation of the response’s mean. We propose a double robust SS mean estimator and give a complete characterization of its asymptotic properties. The proposed estimator is consistent as long as either the outcome or the PS model is correctly specified. When both models are correctly specified, we provide inference results with a non-standard consistency rate that depends on the smaller size $|mathcal L |$. The results are also extended to causal inference with imbalanced treatment groups. Further, we provide several novel choices of models and estimators of the decaying PS, including a novel offset logistic model and a stratified labeling model. We present their properties under both high- and low-dimensional settings. These may be of independent interest. Lastly, we present extensive simulations and also a real data application.","PeriodicalId":45437,"journal":{"name":"Information and Inference-A Journal of the Ima","volume":"24 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2021-04-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78754638","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Athanasios Vlontzos, Yueqi Cao, Luca Schmidtke, Bernhard Kainz, Anthea Monod
{"title":"Topological information retrieval with dilation-invariant bottleneck comparative measures","authors":"Athanasios Vlontzos, Yueqi Cao, Luca Schmidtke, Bernhard Kainz, Anthea Monod","doi":"10.1093/imaiai/iaad022","DOIUrl":"https://doi.org/10.1093/imaiai/iaad022","url":null,"abstract":"\u0000 Appropriately representing elements in a database so that queries may be accurately matched is a central task in information retrieval; recently, this has been achieved by embedding the graphical structure of the database into a manifold in a hierarchy-preserving manner using a variety of metrics. Persistent homology is a tool commonly used in topological data analysis that is able to rigorously characterize a database in terms of both its hierarchy and connectivity structure. Computing persistent homology on a variety of embedded datasets reveals that some commonly used embeddings fail to preserve the connectivity. We show that those embeddings which successfully retain the database topology coincide in persistent homology by introducing two dilation-invariant comparative measures to capture this effect: in particular, they address the issue of metric distortion on manifolds. We provide an algorithm for their computation that exhibits greatly reduced time complexity over existing methods. We use these measures to perform the first instance of topology-based information retrieval and demonstrate its increased performance over the standard bottleneck distance for persistent homology. We showcase our approach on databases of different data varieties including text, videos and medical images.","PeriodicalId":45437,"journal":{"name":"Information and Inference-A Journal of the Ima","volume":"58 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2021-04-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77142316","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Multi-scale vector quantization with reconstruction trees","authors":"Enrico Cecini;Ernesto De Vito;Lorenzo Rosasco","doi":"10.1093/imaiai/iaaa004","DOIUrl":"https://doi.org/10.1093/imaiai/iaaa004","url":null,"abstract":"We propose and study a multi-scale approach to vector quantization (VQ). We develop an algorithm, dubbed reconstruction trees, inspired by decision trees. Here the objective is parsimonious reconstruction of unsupervised data, rather than classification. Contrasted to more standard VQ methods, such as \u0000<tex>$k$</tex>\u0000-means, the proposed approach leverages a family of given partitions, to quickly explore the data in a coarse-to-fine multi-scale fashion. Our main technical contribution is an analysis of the expected distortion achieved by the proposed algorithm, when the data are assumed to be sampled from a fixed unknown distribution. In this context, we derive both asymptotic and finite sample results under suitable regularity assumptions on the distribution. As a special case, we consider the setting where the data generating distribution is supported on a compact Riemannian submanifold. Tools from differential geometry and concentration of measure are useful in our analysis.","PeriodicalId":45437,"journal":{"name":"Information and Inference-A Journal of the Ima","volume":"10 3","pages":"955-986"},"PeriodicalIF":1.6,"publicationDate":"2021-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"50347109","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}