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math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Heterogeneity-aware and communication-efficient distribut...
Rui Duan, Yang Ning, Yong Chen · 2019-12-20 · via math.ST updates on arXiv.org

In multicenter research, individual-level data are often protected against sharing across sites. To overcome the barrier of data sharing, many distributed algorithms, which only require sharing aggregated information, have been developed. The existing distributed algorithms usually assume the data are homogeneously distributed across sites. This assumption ignores the important fact that the data collected at different sites may come from various sub-populations and environments, which can lead to heterogeneity in the distribution of the data. Ignoring the heterogeneity may lead to erroneous statistical inference. In this paper, we propose distributed algorithms which account for the heterogeneous distributions by allowing site-specific nuisance parameters. The proposed methods extend the surrogate likelihood approach to the heterogeneous setting by applying a novel density ratio tilting method to the efficient score function. The proposed algorithms maintain the same communication cost as the existing communication-efficient algorithms. We establish a non-asymptotic risk bound for the proposed distributed estimator and its limiting distribution in the two-index asymptotic setting which allows both sample size per site and the number of sites to go to infinity. In addition, we show that the asymptotic variance of the estimator attains the Cramér-Rao lower bound when the number of sites is in rate smaller than the sample size at each site. Finally, we use simulation studies and a real data application to demonstrate the validity and feasibility of the proposed methods.