Alessandro Rinaldo

  1. Random Differential Privacy.

    Authors: Larry Wasserman, Alessandro Rinaldo, Rob Hall
    Subjects: Methodology
    Abstract

    We propose a relaxed privacy definition called {\em random differential
    privacy} (RDP). Differential privacy requires that adding any new observation
    to a database will have small effect on the output of the data-release
    procedure. Random differential privacy requires that adding a {\em randomly
    drawn new observation} to a database will have small effect on the output. We
    show an analog of the composition property of differentially private procedures
    which applies to our new definition.

  2. Consistency under Sampling of Exponential Random Graph Models.

    Authors: Alessandro Rinaldo, Cosma Rohilla Shalizi
    Subjects: Statistics
    Abstract

    The growing availability of network data and of scientific interest in
    distributed systems has led to the rapid development of statistical models of
    network structure. Typically, however, these are models for the entire network,
    while the data consists only of a sampled sub-network. Parameters for the whole
    network, which is what is of interest, are estimated by applying the model to
    the sub-network. This assumes that the model is consistent under sampling, or,
    in terms of the theory of stochastic processes, that it defines a projective
    family.

  3. Maximum Likelihood Estimation in Log-Linear Models: Theory and Algorithms.

    Authors: Alessandro Rinaldo, Stephen E. Fienberg
    Subjects: Statistics
    Abstract

    We study maximum likelihood estimation in log-linear models under conditional
    Poisson sampling schemes. We derive necessary and sufficient conditions for
    existence of the maximum likelihood estimator (MLE) of the model parameters and
    investigate estimability of the natural and mean-value parameters under a
    non-existent MLE. Our conditions focus on the role of sampling zeros in the
    observed table. We situate our results within the general framework of extended
    exponential families and we rely in a fundamental way on key geometric
    properties of log-linear models.

  4. Stability of Density-Based Clustering.

    Authors: Larry Wasserman, Aarti Singh, Alessandro Rinaldo, Rebecca Nugent
    Subjects: Machine Learning
    Abstract

    High density clusters can be characterized by the connected components of a
    level set $L(\lambda) = \{x:\ p(x)>\lambda\}$ of the underlying probability
    density function $p$ generating the data, at some appropriate level
    $\lambda\geq 0$. The complete hierarchical clustering can be characterized by a
    cluster tree ${\cal T}= \bigcup_{\lambda} L(\lambda)$. In this paper, we study
    the behavior of a density level set estimate $\widehat L(\lambda)$ and cluster
    tree estimate $\widehat{\cal{T}}$ based on a kernel density estimator with
    kernel bandwidth $h$.

  5. Generalized Density Clustering.

    Authors: Larry Wasserman, Alessandro Rinaldo
    Subjects: Statistics
    Abstract

    We study generalized density-based clustering in which sharply defined
    clusters such as clusters on lower dimensional manifolds are allowed. We show
    that accurate clustering is possible even in high dimensions. We propose two
    data-based methods for choosing the bandwidth and we study the stability
    properties of density clusters. We show that a simple graph-based algorithm
    successfully approximates the high density clusters.

  6. Algebraic statistics for a directed random graph model with reciprocation.

    Authors: Alessandro Rinaldo, Sonja Petrović, Stephen E. Fienberg
    Subjects: gr. Statistics
    Abstract

    The p_1 model is a directed random graph model used to describe dyadic
    interactions in a social network in terms of effects due to differential
    attraction (popularity) and expansiveness, as well as an additional effect due
    to reciprocation. In this article we carry out an algebraic statistics analysis
    of this model. We show that the p_1 model is a toric model specified by a
    multi-homogeneous ideal. We conduct an extensive study of the Markov bases for
    p_1 models that incorporate explicitly the constraint arising from
    multi-homogeneity.

  7. Properties and refinements of the fused lasso.

    Authors: Alessandro Rinaldo
    Subjects: gr. Statistics
    Abstract

    We consider estimating an unknown signal, both blocky and sparse, which is
    corrupted by additive noise. We study three interrelated least squares
    procedures and their asymptotic properties. The first procedure is the fused
    lasso, put forward by Friedman et al. [Ann. Appl. Statist. 1 (2007) 302--332],
    which we modify into a different estimator, called the fused adaptive lasso,
    with better properties.

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