We propose a novel Bayesian inference framework for distributed differentially private linear regression. We consider a distributed setting where multiple parties hold parts of the data and share certain summary statistics of their portions in privacy-preserving noise. We develop a novel generative statistical model for privately shared statistics, which exploits a useful distributional relation between the summary statistics of linear regression. Bayesian estimation of the regression coefficients is conducted mainly using Markov chain Monte Carlo algorithms, while we also provide a fast version to perform Bayesian estimation in one iteration. The proposed methods have computational advantages over their competitors. We provide numerical results on both real and simulated data, which demonstrate that the proposed algorithms provide well-rounded estimation and prediction.
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Compared to mean regression and quantile regression, the literature on modal regression is very sparse. We propose a unified framework for Bayesian modal regression based on a family of unimodal distributions indexed by the mode along with other parameters that allow for flexible shapes and tail behaviors. Following prior elicitation, we carry out regression analysis of simulated data and datasets from several real-life applications. Besides drawing inference for covariate effects that are easy to interpret, we consider prediction and model selection under the proposed Bayesian modal regression framework. Evidence from these analyses suggest that the proposed inference procedures are very robust to outliers, enabling one to discover interesting covariate effects missed by mean or median regression, and to construct much tighter prediction intervals than those from mean or median regression. Computer programs for implementing the proposed Bayesian modal regression are available at //github.com/rh8liuqy/Bayesian_modal_regression.
We investigate practical algorithms to find or disprove the existence of small subsets of a dataset which, when removed, reverse the sign of a coefficient in an ordinary least squares regression involving that dataset. We empirically study the performance of well-established algorithmic techniques for this task -- mixed integer quadratically constrained optimization for general linear regression problems and exact greedy methods for special cases. We show that these methods largely outperform the state of the art and provide a useful robustness check for regression problems in a few dimensions. However, significant computational bottlenecks remain, especially for the important task of disproving the existence of such small sets of influential samples for regression problems of dimension $3$ or greater. We make some headway on this challenge via a spectral algorithm using ideas drawn from recent innovations in algorithmic robust statistics. We summarize the limitations of known techniques in several challenge datasets to encourage further algorithmic innovation.
Distribution data refers to a data set where each sample is represented as a probability distribution, a subject area receiving burgeoning interest in the field of statistics. Although several studies have developed distribution-to-distribution regression models for univariate variables, the multivariate scenario remains under-explored due to technical complexities. In this study, we introduce models for regression from one Gaussian distribution to another, utilizing the Wasserstein metric. These models are constructed using the geometry of the Wasserstein space, which enables the transformation of Gaussian distributions into components of a linear matrix space. Owing to their linear regression frameworks, our models are intuitively understandable, and their implementation is simplified because of the optimal transport problem's analytical solution between Gaussian distributions. We also explore a generalization of our models to encompass non-Gaussian scenarios. We establish the convergence rates of in-sample prediction errors for the empirical risk minimizations in our models. In comparative simulation experiments, our models demonstrate superior performance over a simpler alternative method that transforms Gaussian distributions into matrices. We present an application of our methodology using weather data for illustration purposes.
Robust iterative methods for solving large sparse systems of linear algebraic equations often suffer from the problem of optimizing the corresponding tuning parameters. To improve the performance of the problem of interest, specific parameter tuning is required, which in practice can be a time-consuming and tedious task. This paper proposes an optimization algorithm for tuning the numerical method parameters. The algorithm combines the evolution strategy with the pre-trained neural network used to filter the individuals when constructing the new generation. The proposed coupling of two optimization approaches allows to integrate the adaptivity properties of the evolution strategy with a priori knowledge realized by the neural network. The use of the neural network as a preliminary filter allows for significant weakening of the prediction accuracy requirements and reusing the pre-trained network with a wide range of linear systems. The detailed algorithm efficiency evaluation is performed for a set of model linear systems, including the ones from the SuiteSparse Matrix Collection and the systems from the turbulent flow simulations. The obtained results show that the pre-trained neural network can be effectively reused to optimize parameters for various linear systems, and a significant speedup in the calculations can be achieved at the cost of about 100 trial solves. The hybrid evolution strategy decreases the calculation time by more than 6 times for the black box matrices from the SuiteSparse Matrix Collection and by a factor of 1.4-2 for the sequence of linear systems when modeling turbulent flows. This results in a speedup of up to 1.8 times for the turbulent flow simulations performed in the paper.
Typically, statistical graphical models are either continuous and parametric (Gaussian, parameterized by the graph-dependent precision matrix) or discrete and non-parametric (with graph-dependent probabilities of cells). Eventually, the two types are mixed. We propose a way to break this dichotomy by introducing two discrete parametric graphical models on finite decomposable graphs: the graph negative multinomial and the graph multinomial distributions. These models interpolate between the product of univariate negative multinomial and negative multinomial distributions, and between the product of binomial and multinomial distributions, respectively. We derive their Markov decomposition and present probabilistic models leading to both. Additionally, we introduce graphical versions of the Dirichlet distribution and inverted Dirichlet distribution, which serve as conjugate priors for the two discrete graphical Markov models. We derive explicit normalizing constants for both graphical Dirichlet laws and demonstrate that their independence structure (a graphical version of neutrality) yields a strong hyper Markov property for both Bayesian models. We also provide characterization theorems for the generalized Dirichlet distributions via strong hyper Markov property. Finally, we develop a Bayesian model selection procedure for the graphical negative multinomial model with respective Dirichlet-type priors.
The majority of fault-tolerant distributed algorithms are designed assuming a nominal corruption model, in which at most a fraction $f_n$ of parties can be corrupted by the adversary. However, due to the infamous Sybil attack, nominal models are not sufficient to express the trust assumptions in open (i.e., permissionless) settings. Instead, permissionless systems typically operate in a weighted model, where each participant is associated with a weight and the adversary can corrupt a set of parties holding at most a fraction $f_w$ of total weight. In this paper, we suggest a simple way to transform a large class of protocols designed for the nominal model into the weighted model. To this end, we formalize and solve three novel optimization problems, which we collectively call the weight reduction problems, that allow us to map large real weights into small integer weights while preserving the properties necessary for the correctness of the protocols. In all cases, we manage to keep the sum of the integer weights to be at most linear in the number of parties, resulting in extremely efficient protocols for the weighted model. Moreover, we demonstrate that, on weight distributions that emerge in practice, the sum of the integer weights tends to be far from the theoretical worst-case and, often even smaller than the number of participants. While, for some protocols, our transformation requires an arbitrarily small reduction in resilience (i.e., $f_w = f_n - \epsilon$), surprisingly, for many important problems we manage to obtain weighted solutions with the same resilience ($f_w = f_n$) as nominal ones. Notable examples include asynchronous consensus, verifiable secret sharing, erasure-coded distributed storage and broadcast protocols.
In this paper, we propose a method for estimating model parameters using Small-Angle Scattering (SAS) data based on the Bayesian inference. Conventional SAS data analyses involve processes of manual parameter adjustment by analysts or optimization using gradient methods. These analysis processes tend to involve heuristic approaches and may lead to local solutions.Furthermore, it is difficult to evaluate the reliability of the results obtained by conventional analysis methods. Our method solves these problems by estimating model parameters as probability distributions from SAS data using the framework of the Bayesian inference. We evaluate the performance of our method through numerical experiments using artificial data of representative measurement target models.From the results of the numerical experiments, we show that our method provides not only high accuracy and reliability of estimation, but also perspectives on the transition point of estimability with respect to the measurement time and the lower bound of the angular domain of the measured data.
We revisit the problem of designing scalable protocols for private statistics and private federated learning when each device holds its private data. Our first contribution is to propose a simple primitive that allows for efficient implementation of several commonly used algorithms, and allows for privacy accounting that is close to that in the central setting without requiring the strong trust assumptions it entails. Second, we propose a system architecture that implements this primitive and perform a security analysis of the proposed system.
Two-component mixture models have proved to be a powerful tool for modeling heterogeneity in several cluster analysis contexts. However, most methods based on these models assume a constant behavior for the mixture weights, which can be restrictive and unsuitable for some applications. In this paper, we relax this assumption and allow the mixture weights to vary according to the index (e.g., time) to make the model more adaptive to a broader range of data sets. We propose an efficient MCMC algorithm to jointly estimate both component parameters and dynamic weights from their posterior samples. We evaluate the method's performance by running Monte Carlo simulation studies under different scenarios for the dynamic weights. In addition, we apply the algorithm to a time series that records the level reached by a river in southern Brazil. The Taquari River is a water body whose frequent flood inundations have caused various damage to riverside communities. Implementing a dynamic mixture model allows us to properly describe the flood regimes for the areas most affected by these phenomena.
Quantile regression is increasingly encountered in modern big data applications due to its robustness and flexibility. We consider the scenario of learning the conditional quantiles of a specific target population when the available data may go beyond the target and be supplemented from other sources that possibly share similarities with the target. A crucial question is how to properly distinguish and utilize useful information from other sources to improve the quantile estimation and inference at the target. We develop transfer learning methods for high-dimensional quantile regression by detecting informative sources whose models are similar to the target and utilizing them to improve the target model. We show that under reasonable conditions, the detection of the informative sources based on sample splitting is consistent. Compared to the naive estimator with only the target data, the transfer learning estimator achieves a much lower error rate as a function of the sample sizes, the signal-to-noise ratios, and the similarity measures among the target and the source models. Extensive simulation studies demonstrate the superiority of our proposed approach. We apply our methods to tackle the problem of detecting hard-landing risk for flight safety and show the benefits and insights gained from transfer learning of three different types of airplanes: Boeing 737, Airbus A320, and Airbus A380.
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