Montag, 12. Dezember 2022, 16:45 - 17:45 iCal
ISOR Colloquium
"Optimal distributed testing under communication constraints in high-dimensional and nonparametric Gaussian white noise model"
Speaker: Botond Tibor Szabo (Bocconi University, Milan, Italy)
HS 7 OMP1 (#1.303)
Oskar-Morgenstern-Platz 1, 1090 Wien
Vortrag
We study the problem of signal detection in Gaussian noise in a distributed setting both for high-dimensional and nonparametric signals. We consider both the public and private coin protocols, i.e. when the machines have and don't have access to a shared source of randomness, respectively. We derive lower bounds on the size that the signal needs to have in order to be detectable. We also derive matching upper bounds based on constructive algorithms. We distinguish different regimes based on the dimension of the model (or the smoothness of the signal in the nonparametric setting), the number of machines and the number of transmitted bits between the machines. We show that in certain regimes under the more flexible public coin protocol one can achieve lower detection boundaries than using private coins, while in other regimes the two type of protocols results in the same testing limitations and guarantees. Finally in the nonparametric framework we derive both lower and upper bounds for adaptation.
This is a joint work with Lasse Vuursteen (Delft) and Harry van Zanten (VU Amsterdam).
Link to the underlying paper: arxiv.org/abs/2202.00968
The talk also can be joined online via ZOOM: univienna.zoom.us/j/63810120956
Meeting room opens at: December 12, 2022, 4.30 pm Vienna
Meeting ID: 638 1012 0956
Password: 851374
Zur Webseite der Veranstaltung
Veranstalter
Institut für Statistik und Operations Research
Kontakt
Sabine Sobotka-Tompits, BA
Fakultät für Wirtschaftswissenschaften
Institut für Statistik und Operations Research
+43 1 4277 38631
sabine.sobotka-tompits@univie.ac.at
Erstellt am Mittwoch, 23. November 2022, 10:03
Letzte Änderung am Donnerstag, 24. November 2022, 14:50