A distributed one-step estimator

A Distributed One-Step Estimator

Distributed statistical inference has recently attracted enormous attention. Many existing work focuses on the averaging estimator. We propose a one-step approach to enhance a simple-averaging based distributed estimator. We derive the corresponding asymptotic properties of the newly proposed estimator. We find that the proposed one-step estimator enjoys the same asymptotic properties as the ce...

One step forward

One step forwards, one step back.

$\mathcal{CIRFE}$: A Distributed Random Fields Estimator

This paper presents a communication efficient distributed algorithm, CIRFE of the consensus+innovations type, to estimate a high-dimensional parameter in a multi-agent network, in which each agent is interested in reconstructing only a few components of the parameter. This problem arises for example when monitoring the high-dimensional distributed state of a large-scale infrastructure with a ne...

Hotelling’s Charts Using Winsorized Modified One Step M-estimator for Individual Non Normal Data

Hotelling T control chart is one of the most important chart used to statistical quality control in the manufacture processes. However, this chart is sensitive to the non normal data and therefore, must be modified to improve its behavior with this kind of data. In this paper, we propose two new alternatives charts based on change the usual mean and covariance estimator by robust location and s...