Simultaneous speech translation (SST) outputs translations in parallel with streaming speech input, balancing translation quality and latency. While large language models (LLMs) have been extended to handle the speech modality, streaming remains challenging as speech is prepended as a prompt for the entire generation process. To unlock LLM streaming capability, this paper proposes SimulS2S-LLM, which trains speech LLMs offline and employs a test-time policy to guide simultaneous inference. SimulS2S-LLM alleviates the mismatch between training and inference by extracting boundary-aware speech prompts that allows it to be better matched with text input data. SimulS2S-LLM achieves simultaneous speech-to-speech translation (Simul-S2ST) by predicting discrete output speech tokens and then synthesising output speech using a pre-trained vocoder. An incremental beam search is designed to expand the search space of speech token prediction without increasing latency. Experiments on the CVSS speech data show that SimulS2S-LLM offers a better translation quality-latency trade-off than existing methods that use the same training data, such as improving ASR-BLEU scores by 3 points at similar latency.

Across science and policy, decision-makers often need to draw conclusions about the best candidate among competing alternatives. For instance, researchers may seek to infer the effectiveness of the most successful treatment or determine which demographic group benefits most from a specific treatment. Similarly, in machine learning, practitioners are often interested in the population performance of the model that performs best empirically. However, cherry-picking the best candidate leads to the winner's curse: the observed performance for the winner is biased upwards, rendering conclusions based on standard measures of uncertainty invalid. We introduce the zoom correction, a novel approach for valid inference on the winner. Our method is flexible: it can be employed in both parametric and nonparametric settings, can handle arbitrary dependencies between candidates, and automatically adapts to the level of selection bias. The method easily extends to important related problems, such as inference on the top k winners, inference on the value and identity of the population winner, and inference on "near-winners."

In this paper, we introduce a novel low-latency inference framework for large language models (LLMs) inference which enables LLMs to perform inferences with incomplete prompts. By reallocating computational processes to prompt input phase, we achieve a substantial reduction in latency, thereby significantly enhancing the interactive experience for users of LLMs. The framework adeptly manages the visibility of the streaming prompt to the model, allowing it to infer from incomplete prompts or await additional prompts. Compared with traditional inference methods that utilize complete prompts, our approach demonstrates an average reduction of 59% in response latency on the MMLU-Pro dataset, while maintaining comparable accuracy. Additionally, our framework facilitates collaborative inference and output across different models. By employing an LLM for inference and a small language model (SLM) for output, we achieve an average 68% reduction in response latency, alongside a 5.5% improvement in accuracy on the MMLU-Pro dataset compared with the SLM baseline. For long prompts exceeding 20 sentences, the response latency can be reduced by up to 93%.

Differentially private federated learning is crucial for maintaining privacy in distributed environments. This paper investigates the challenges of high-dimensional estimation and inference under the constraints of differential privacy. First, we study scenarios involving an untrusted central server, demonstrating the inherent difficulties of accurate estimation in high-dimensional problems. Our findings indicate that the tight minimax rates depends on the high-dimensionality of the data even with sparsity assumptions. Second, we consider a scenario with a trusted central server and introduce a novel federated estimation algorithm tailored for linear regression models. This algorithm effectively handles the slight variations among models distributed across different machines. We also propose methods for statistical inference, including coordinate-wise confidence intervals for individual parameters and strategies for simultaneous inference. Extensive simulation experiments support our theoretical advances, underscoring the efficacy and reliability of our approaches.

In this paper, we propose a bootstrap method applied to massive data processed distributedly in a large number of machines. This new method is computationally efficient in that we bootstrap on the master machine without over-resampling, typically required by existing methods \cite{kleiner2014scalable,sengupta2016subsampled}, while provably achieving optimal statistical efficiency with minimal communication. Our method does not require repeatedly re-fitting the model but only applies multiplier bootstrap in the master machine on the gradients received from the worker machines. Simulations validate our theory.

Simultaneous inference after model selection is of critical importance to address scientific hypotheses involving a set of parameters. In this paper, we consider high-dimensional linear regression model in which a regularization procedure such as LASSO is applied to yield a sparse model. To establish a simultaneous post-model selection inference, we propose a method of contraction and expansion (MOCE) along the line of debiasing estimation that enables us to balance the bias-and-variance trade-off so that the super-sparsity assumption may be relaxed. We establish key theoretical results for the proposed MOCE procedure from which the expanded model can be selected with theoretical guarantees and simultaneous confidence regions can be constructed by the joint asymptotic normal distribution. In comparison with existing methods, our proposed method exhibits stable and reliable coverage at a nominal significance level with substantially less computational burden, and thus it is trustworthy for its application in solving real-world problems.

Due to the increasing availability of high-dimensional empirical applications in many research disciplines, valid simultaneous inference becomes more and more important. For instance, high-dimensional settings might arise in economic studies due to very rich data sets with many potential covariates or in the analysis of treatment heterogeneities. Also the evaluation of potentially more complicated (nonlinear) functional forms of the regression relationship leads to many potential variables for which simultaneous inferential statements might be of interest. Here we provide a review of classical and modern methods for simultaneous inference in (high-dimensional) settings and illustrate their use by a case study using the R package hdm. The R package hdm implements valid joint powerful and efficient hypothesis tests for a potentially large number of coefficients as well as the construction of simultaneous confidence intervals and, therefore, provides useful methods to perform valid post-selection inference based on the LASSO. R and the package hdm are open-source software projects and can be freely downloaded from CRAN: http://cran.r-project.org.