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Statistical dependence between hypotheses poses a significant challenge to the stability of large scale multiple hypotheses testing. Ignoring it often results in an unacceptably large spread in the false positive proportion even though the…

Methodology · Statistics 2018-10-15 Sairam Rayaprolu , Zhiyi Chi

A common approach to statistical learning with big-data is to randomly split it among $m$ machines and learn the parameter of interest by averaging the $m$ individual estimates. In this paper, focusing on empirical risk minimization, or…

Machine Learning · Statistics 2016-06-14 Jonathan Rosenblatt , Boaz Nadler

This article studies the achievable guarantees on the error rates of certain learning algorithms, with particular focus on refining logarithmic factors. Many of the results are based on a general technique for obtaining bounds on the error…

Machine Learning · Computer Science 2016-09-13 Steve Hanneke

Online learning has traditionally focused on the expected rewards. In this paper, a risk-averse online learning problem under the performance measure of the mean-variance of the rewards is studied. Both the bandit and full information…

Machine Learning · Statistics 2019-03-15 Sattar Vakili , Alexis Boukouvalas , Qing Zhao

Multi-step ahead prediction in language models is challenging due to the discrepancy between training and test time processes. At test time, a sequence predictor is required to make predictions given past predictions as the input, instead…

Computation and Language · Computer Science 2021-01-26 James O' Neill , Danushka Bollegala

We want to select the best systems out of a given set of systems (or rank them) with respect to their expected performance. The systems allow random observations only and we assume that the joint observation of the systems has a…

Methodology · Statistics 2017-01-23 Björn Görder , Michael Kolonko

Uncertainty-aware machine learners, such as Bayesian neural networks, output a quantification of uncertainty instead of a point prediction. We provide uncertainty-aware learners with a principled framework to characterize, and identify ways…

Machine Learning · Computer Science 2026-04-01 Sabina J. Sloman , Michele Caprio , Samuel Kaski

The problem is sequence prediction in the following setting. A sequence x1,..., xn,... of discrete-valued observations is generated according to some unknown probabilistic law (measure) mu. After observing each outcome, it is required to…

Machine Learning · Computer Science 2015-10-19 Daniil Ryabko

We study the learning of an external signal by a neural network and the time to forget it when this network is submitted to noise. The presentation of an external stimulus to the recurrent network of binary neurons may change the state of…

Probability · Mathematics 2020-06-11 Pascal Helson

Recurrent Neural Networks can be trained to produce sequences of tokens given some input, as exemplified by recent results in machine translation and image captioning. The current approach to training them consists of maximizing the…

Machine Learning · Computer Science 2015-09-24 Samy Bengio , Oriol Vinyals , Navdeep Jaitly , Noam Shazeer

We study detection of random signals corrupted by noise that over time switch their values (states) from a finite set of possible values, where the switchings occur at unknown points in time. We model such signals by means of a random…

Information Theory · Computer Science 2017-12-27 Dragana Bajović , Kanghang He , Lina Stanković , Dejan Vukobratović , Vladimir Stanković

Researchers have demonstrated that humans are unable to generate a sequence of random numbers that corresponds in a statistical sense to a simple distribution such as the uniform distribution. The purpose of this article is to present the…

Physics and Society · Physics 2024-06-18 Vitaliy Grigoriev

Let \{X_1, X_2, ...\} be a sequence of positive independent and identically distributed random variables of Pareto-type with index \alpha>0 and let \{N(t); t\geq 0\} be a mixed Poisson process independent of the X_i's. For t\geq 0, define…

Probability · Mathematics 2007-06-13 S. A. Ladoucette

Learning performance can show non-monotonic behavior. That is, more data does not necessarily lead to better models, even on average. We propose three algorithms that take a supervised learning model and make it perform more monotone. We…

Machine Learning · Computer Science 2019-11-26 Tom J. Viering , Alexander Mey , Marco Loog

A probability model exhibits instability if small changes in a data outcome result in large, and often unanticipated, changes in probability. This instability is a property of the probability model, given by a distributional form and a…

Statistics Theory · Mathematics 2019-11-18 Andee Kaplan , Daniel Nordman , Stephen Vardeman

In this paper, we study an online regularized learning algorithm in a reproducing kernel Hilbert spaces (RKHS) based on a class of dependent processes. We choose such a process where the degree of dependence is measured by mixing…

Machine Learning · Statistics 2025-07-09 Priyanka Roy , Susanne Saminger-Platz

The problem is sequence prediction in the following setting. A sequence $x_1,...,x_n,...$ of discrete-valued observations is generated according to some unknown probabilistic law (measure) $\mu$. After observing each outcome, it is required…

Artificial Intelligence · Computer Science 2012-03-20 Daniil Ryabko

This article is devoted to the problem of predicting the value taken by a random permutation $\Sigma$, describing the preferences of an individual over a set of numbered items $\{1,\; \ldots,\; n\}$ say, based on the observation of an…

Statistics Theory · Mathematics 2017-12-20 Stephan Clémençon , Anna Korba , Eric Sibony

We consider the problem of online learning where the sequence of actions played by the learner must adhere to an unknown safety constraint at every round. The goal is to minimize regret with respect to the best safe action in hindsight…

Machine Learning · Computer Science 2024-03-08 Karthik Sridharan , Seung Won Wilson Yoo

In the sequential learning problem, agents in a network attempt to predict a binary ground truth, informed by both a noisy private signal and the predictions of neighboring agents before them. It is well known that social learning in this…

Social and Information Networks · Computer Science 2026-02-10 William Guo , Edward Xiong , Jie Gao