亚洲男人的天堂2018av,欧美草比,久久久久久免费视频精选,国色天香在线看免费,久久久久亚洲av成人片仓井空

Differential privacy is often studied under two different models of neighboring datasets: the add-remove model and the swap model. While the swap model is used extensively in the academic literature, many practical libraries use the more conservative add-remove model. However, analysis under the add-remove model can be cumbersome, and obtaining results with tight constants requires some additional work. Here, we study the problem of one-dimensional mean estimation under the add-remove model of differential privacy. We propose a new algorithm and show that it is min-max optimal, that it has the correct constant in the leading term of the mean squared error, and that this constant is the same as the optimal algorithm in the swap model. Our results show that, for mean estimation, the add-remove and swap model give nearly identical error even though the add-remove model cannot treat the size of the dataset as public information. In addition, we demonstrate empirically that our proposed algorithm yields a factor of two improvement in mean squared error over algorithms often used in practice.

相關內容

ACM/IEEE第23屆模型驅動工程語言和系統國際會議,是模型驅動軟件和系統工程的首要會議系列,由ACM-SIGSOFT和IEEE-TCSE支持組織。自1998年以來,模型涵蓋了建模的各個方面,從語言和方法到工具和應用程序。模特的參加者來自不同的背景,包括研究人員、學者、工程師和工業專業人士。MODELS 2019是一個論壇,參與者可以圍繞建模和模型驅動的軟件和系統交流前沿研究成果和創新實踐經驗。今年的版本將為建模社區提供進一步推進建模基礎的機會,并在網絡物理系統、嵌入式系統、社會技術系統、云計算、大數據、機器學習、安全、開源等新興領域提出建模的創新應用以及可持續性。 官網鏈接: · 穩健性 · MoDELS · 估計/估計量 · 情景 ·
2024 年 1 月 31 日

Among semiparametric regression models, partially linear additive models provide a useful tool to include additive nonparametric components as well as a parametric component, when explaining the relationship between the response and a set of explanatory variables. This paper concerns such models under sparsity assumptions for the covariates included in the linear component. Sparse covariates are frequent in regression problems where the task of variable selection is usually of interest. As in other settings, outliers either in the residuals or in the covariates involved in the linear component have a harmful effect. To simultaneously achieve model selection for the parametric component of the model and resistance to outliers, we combine preliminary robust estimators of the additive component, robust linear $MM-$regression estimators with a penalty such as SCAD on the coefficients in the parametric part. Under mild assumptions, consistency results and rates of convergence for the proposed estimators are derived. A Monte Carlo study is carried out to compare, under different models and contamination schemes, the performance of the robust proposal with its classical counterpart. The obtained results show the advantage of using the robust approach. Through the analysis of a real data set, we also illustrate the benefits of the proposed procedure.

The modification of Amdahl's law for the case of increment of processor elements in a computer system is considered. The coefficient $k$ linking accelerations of parallel and parallel specialized computer systems is determined. The limiting values of the coefficient are investigated and its theoretical maximum is calculated. It is proved that $k$ > 1 for any positive increment of processor elements. The obtained formulas are combined into a single method allowing to determine the maximum theoretical acceleration of a parallel specialized computer system in comparison with the acceleration of a minimal parallel computer system. The method is tested on Apriori, k-nearest neighbors, CDF 9/7, fast Fourier transform and naive Bayesian classifier algorithms.

Faithfully summarizing the knowledge encoded by a deep neural network (DNN) into a few symbolic primitive patterns without losing much information represents a core challenge in explainable AI. To this end, Ren et al. (2023c) have derived a series of theorems to prove that the inference score of a DNN can be explained as a small set of interactions between input variables. However, the lack of generalization power makes it still hard to consider such interactions as faithful primitive patterns encoded by the DNN. Therefore, given different DNNs trained for the same task, we develop a new method to extract interactions that are shared by these DNNs. Experiments show that the extracted interactions can better reflect common knowledge shared by different DNNs.

It is a challenge to manage infinite- or high-dimensional data in situations where storage, transmission, or computation resources are constrained. In the simplest scenario when the data consists of a noisy infinite-dimensional signal, we introduce the notion of local \emph{effective dimension} (i.e., pertinent to the underlying signal), formulate and study the problem of its recovery on the basis of noisy data. This problem can be associated to the problems of adaptive quantization, (lossy) data compression, oracle signal estimation. We apply a Bayesian approach and study frequentists properties of the resulting posterior, a purely frequentist version of the results is also proposed. We derive certain upper and lower bounds results about identifying the local effective dimension which show that only the so called \emph{one-sided inference} on the local effective dimension can be ensured whereas the \emph{two-sided inference}, on the other hand, is in general impossible. We establish the \emph{minimal} conditions under which two-sided inference can be made. Finally, connection to the problem of smoothness estimation for some traditional smoothness scales (Sobolev scales) is considered.

We determine the material parameters in the relaxed micromorphic generalized continuum model for a given periodic microstructure in this work. This is achieved through a least squares fitting of the total energy of the relaxed micromorphic homogeneous continuum to the total energy of the fully-resolved heterogeneous microstructure, governed by classical linear elasticity. The relaxed micromorphic model is a generalized continuum that utilizes the $\Curl$ of a micro-distortion field instead of its full gradient as in the classical micromorphic theory, leading to several advantages and differences. The most crucial advantage is that it operates between two well-defined scales. These scales are determined by linear elasticity with microscopic and macroscopic elasticity tensors, which respectively bound the stiffness of the relaxed micromorphic continuum from above and below. While the macroscopic elasticity tensor is established a priori through standard periodic first-order homogenization, the microscopic elasticity tensor remains to be determined. Additionally, the characteristic length parameter, associated with curvature measurement, controls the transition between the micro- and macro-scales. Both the microscopic elasticity tensor and the characteristic length parameter are here determined using a computational approach based on the least squares fitting of energies. This process involves the consideration of an adequate number of quadratic deformation modes and different specimen sizes. We conduct a comparative analysis between the least square fitting results of the relaxed micromorphic model, the fitting of a skew-symmetric micro-distortion field (Cosserat-micropolar model), and the fitting of the classical micromorphic model with two different formulations for the curvature...

Any interactive protocol between a pair of parties can be reliably simulated in the presence of noise with a multiplicative overhead on the number of rounds (Schulman 1996). The reciprocal of the best (least) overhead is called the interactive capacity of the noisy channel. In this work, we present lower bounds on the interactive capacity of the binary erasure channel. Our lower bound improves the best known bound due to Ben-Yishai et al. 2021 by roughly a factor of 1.75. The improvement is due to a tighter analysis of the correctness of the simulation protocol using error pattern analysis. More precisely, instead of using the well-known technique of bounding the least number of erasures needed to make the simulation fail, we identify and bound the probability of specific erasure patterns causing simulation failure. We remark that error pattern analysis can be useful in solving other problems involving stochastic noise, such as bounding the interactive capacity of different channels.

Most existing neural network-based approaches for solving stochastic optimal control problems using the associated backward dynamic programming principle rely on the ability to simulate the underlying state variables. However, in some problems, this simulation is infeasible, leading to the discretization of state variable space and the need to train one neural network for each data point. This approach becomes computationally inefficient when dealing with large state variable spaces. In this paper, we consider a class of this type of stochastic optimal control problems and introduce an effective solution employing multitask neural networks. To train our multitask neural network, we introduce a novel scheme that dynamically balances the learning across tasks. Through numerical experiments on real-world derivatives pricing problems, we prove that our method outperforms state-of-the-art approaches.

We study the problem of parameter estimation for large exchangeable interacting particle systems when a sample of discrete observations from a single particle is known. We propose a novel method based on martingale estimating functions constructed by employing the eigenvalues and eigenfunctions of the generator of the mean field limit, where the law of the process is replaced by the (unique) invariant measure of the mean field dynamics. We then prove that our estimator is asymptotically unbiased and asymptotically normal when the number of observations and the number of particles tend to infinity, and we provide a rate of convergence towards the exact value of the parameters. Finally, we present several numerical experiments which show the accuracy of our estimator and corroborate our theoretical findings, even in the case the mean field dynamics exhibit more than one steady states.

In the symbolic verification of cryptographic protocols, a central problem is deciding whether a protocol admits an execution which leaks a designated secret to the malicious intruder. Rusinowitch & Turuani (2003) show that, when considering finitely many sessions, this ``insecurity problem'' is NP-complete. Central to their proof strategy is the observation that any execution of a protocol can be simulated by one where the intruder only communicates terms of bounded size. However, when we consider models where, in addition to terms, one can also communicate logical statements about terms, the analysis of the insecurity problem becomes tricky when both these inference systems are considered together. In this paper we consider the insecurity problem for protocols with logical statements that include {\em equality on terms} and {\em existential quantification}. Witnesses for existential quantifiers may be unbounded, and obtaining small witness terms while maintaining equality proofs complicates the analysis considerably. We extend techniques from Rusinowitch & Turuani (2003) to show that this problem is also in NP.

A new sparse semiparametric model is proposed, which incorporates the influence of two functional random variables in a scalar response in a flexible and interpretable manner. One of the functional covariates is included through a single-index structure, while the other is included linearly through the high-dimensional vector formed by its discretised observations. For this model, two new algorithms are presented for selecting relevant variables in the linear part and estimating the model. Both procedures utilise the functional origin of linear covariates. Finite sample experiments demonstrated the scope of application of both algorithms: the first method is a fast algorithm that provides a solution (without loss in predictive ability) for the significant computational time required by standard variable selection methods for estimating this model, and the second algorithm completes the set of relevant linear covariates provided by the first, thus improving its predictive efficiency. Some asymptotic results theoretically support both procedures. A real data application demonstrated the applicability of the presented methodology from a predictive perspective in terms of the interpretability of outputs and low computational cost.

北京阿比特科技有限公司