Related papers: An Improved Error Bound for Gaussian Interpolation
We consider an additive Gaussian channel with additive Gaussian noise feedback. We derive an upper bound on the n-block capacity (defined by Cover [1]). It is shown that this upper bound can be obtained by solving a convex optimization…
We consider the problem of encoding a finite set of vectors into a small number of bits while approximately retaining information on the angular distances between the vectors. By deriving improved variance bounds related to binary Gaussian…
Missing values with mixed data types is a common problem in a large number of machine learning applications such as processing of surveys and in different medical applications. Recently, Gaussian copula models have been suggested as a means…
The problem of extrapolation and interpolation of asymptotic series is considered. Several new variants of improving the accuracy of the self-similar approximants are suggested. The methods are illustrated by examples typical of chemical…
This paper considers a probabilistic model for floating-point computation in which the roundoff errors are represented by bounded random variables with mean zero. Using this model, a probabilistic bound is derived for the forward error of…
We prove a new generalization bound that shows for any class of linear predictors in Gaussian space, the Rademacher complexity of the class and the training error under any continuous loss $\ell$ can control the test error under all Moreau…
We establish sharp large-deviation asymptotic estimates for the maximum order statistic of i.i.d.\ standard normal random variables on all Borel subsets of the positive real line. This result yields more accurate tail approximations than…
The high efficiency of a recently proposed method for computing with Gaussian processes relies on expanding a (translationally invariant) covariance kernel into complex exponentials, with frequencies lying on a Cartesian equispaced grid.…
This paper provides data-dependent bounds on the expected error of the Gibbs algorithm in the overparameterized interpolation regime, where low training errors are also obtained for impossible data, such as random labels in classification.…
Recent work showed that there could be a large gap between the classical uniform convergence bound and the actual test error of zero-training-error predictors (interpolators) such as deep neural networks. To better understand this gap, we…
We improve the error term in the van der Corput transform for exponential sums \sum_{a \le n \le b} g(n) exp(2\pi i f(n)). For many functions g and f, we can extract the next term in the asymptotic, showing that previous results, such as…
This paper introduces the concept of generalized interlacing families of polynomials, which extends the classical interlacing polynomial method to handle polynomials of varying degrees. We establish a fundamental property for these…
Based on the variable Hilbert scale interpolation inequality bounds for the error of regularisation methods are derived under range inclusions. In this context, new formulae for the modulus of continuity of the inverse of bounded operators…
This article revisits the fundamental problem of parameter selection for Gaussian process interpolation. By choosing the mean and the covariance functions of a Gaussian process within parametric families, the user obtains a family of…
The goal of this note is to present a modification of the popular median of means estimator that achieves sub-Gaussian deviation bounds with nearly optimal constants under minimal assumptions on the underlying distribution. We build on a…
We study the best exponential decay in the blocklength of the probability of error that can be achieved in the transmission of a single bit over the Gaussian channel with an active noisy Gaussian feedback link. We impose an \emph{expected}…
We construct a general framework for deriving error bounds for conic feasibility problems. In particular, our approach allows one to work with cones that fail to be amenable or even to have computable projections, two previously challenging…
In this paper, we improve the usual relative error bound for the computation of x^n through iterated multiplications by x in binary floating-point arithmetic. The obtained error bound is only slightly better than the usual one, but it is…
We study the estimation error of constrained M-estimators, and derive explicit upper bounds on the expected estimation error determined by the Gaussian width of the constraint set. Both of the cases where the true parameter is on the…
We develop a local polynomial spline interpolation scheme for arbitrary spline order on bounded intervals. Our method's local formulation, effective boundary considerations and optimal interpolation error rate make it particularly useful…