2016 - T1 - WS4 - Inference problems theme

Collection 2016 - T1 - WS4 - Inference problems theme

Organizer(s) Chakrabarti, Amit ; McGregor, Andrew ; Pfister, Henry ; Shah, Devavrat ; Woodruff, David
Date(s) 07/03/2016 - 18/03/2016
linked URL https://web.archive.org/web/20221228152148/http://iss.bu.edu/bobak/csnexus//inference.html
00:00:00 / 00:00:00
37 41

Density estimation via piecewise polynomial approximation in sample near-linear time

By Ilias Diakonikolas

In this talk, I will focus on the problem of density estimation, i. e. , how to estimate (learn) a probability distribution based on random samples. I will describe a sample-optimal and computationally efficient algorithm to learn univariate distributions that are well-approximated by piecewise polynomial density functions. As a consequence of this algorithm, we obtain the first (near-)sample optimal andear-linear time density estimators for a wide range of well-studied structured distribution families. If time permits, I will mention applications of the underlying algorithmic ideas to other inference tasks (e. g. , regression). (Joint work with J. Acharya, J. Li, and L. Schmidt. )

Information about the video

  • Date of recording 14/03/2016
  • Date of publication 08/04/2016
  • Institution IHP
  • Licence CC BY-NC-ND
  • Format MP4

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