Mathematical Statistics Seminar

Botond Szabo, Leiden University

On the fundamental understanding of distributed computation

In recent years, the amount of available information has become so vast in certain fields of applications that it is infeasible or undesirable to carry out the computations on a single server. This has motivated the design and study of distributed statistical or learning methods. In distributed methods, the data is split amongst different administrative units and computations are carried out locally in parallel to each other. The outcome of the local computations are then aggregated into a final result on a central machine. In this talk we will consider the limitations and guarantees of distributed methods in general under communication constraints (i.e. only limited amount of bits are allowed to be transmitted between the machines) on the random design regression model. We derive minimax lower bounds, matching upper bounds and provide adaptive estimators reaching these limits. This is an ongoing joint work with Harry van Zanten.


Speakers

Botond Szabo, Leiden University