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In this paper, tight upper and lower bounds are derived on the weighted sum of minimum mean-squared errors for additive Gaussian noise channels. The bounds are obtained by constraining the input distribution to be close to a Gaussian…

Information Theory · Computer Science 2020-01-23 Michael Fauß , Abdelhak M. Zoubir , Alex Dytso , H. Vincent Poor , K. G. Nagananda

In random parameter estimation, Bayesian lower bounds (BLBs) for the mean-square error have been noticed to not be tight in a number of cases, even when the sample size, or the signal-to-noise ratio, grow to infinity. In this paper, we…

Information Theory · Computer Science 2019-07-24 Lucien Bacharach , Carsten Fritsche , Umut Orguner , Eric Chaumette

Recent years have seen a notable increase in the frequency and intensity of extreme weather events. With a rising number of power outages caused by these events, accurate prediction of power line outages is essential for safe and reliable…

Machine Learning · Computer Science 2024-11-20 Xiaolin Chen , Qiuhua Huang , Yuqi Zhou

This note examines the behavior of generalization capabilities - as defined by out-of-sample mean squared error (MSE) - of Linear Gaussian (with a fixed design matrix) and Linear Least Squares regression. Particularly, we consider a…

Statistics Theory · Mathematics 2021-09-21 Karthik Duraisamy

Error bounds based on worst likely assignments use permutation tests to validate classifiers. Worst likely assignments can produce effective bounds even for data sets with 100 or fewer training examples. This paper introduces a statistic…

Machine Learning · Statistics 2015-04-02 Eric Bax

We consider the problems of estimation and optimization of two popular convex risk measures: utility-based shortfall risk (UBSR) and Optimized Certainty Equivalent (OCE) risk. We extend these risk measures to cover possibly unbounded random…

Computational Engineering, Finance, and Science · Computer Science 2025-06-03 Sumedh Gupte , Prashanth L. A. , Sanjay P. Bhat

In risk-sensitive learning, one aims to find a hypothesis that minimizes a risk-averse (or risk-seeking) measure of loss, instead of the standard expected loss. In this paper, we propose to study the generalization properties of…

Machine Learning · Statistics 2021-01-05 Jaeho Lee , Sejun Park , Jinwoo Shin

We propose two families of asymptotically local minimax lower bounds on parameter estimation performance. The first family of bounds applies to any convex, symmetric loss function that depends solely on the difference between the estimate…

Statistics Theory · Mathematics 2024-09-20 Neri Merhav

In this paper we carefully study the MSE performance of the linear analog codes. We have derived a lower bound of the MSE performance under Likelihood(ML) and Linear Minimal Mean Square Error(LMMSE) decoding criteria respectively. It is…

Information Theory · Computer Science 2015-11-19 Yang Liu , Jing Li , Kai Xie

Recently, machine learning-based channel estimation has attracted much attention. The performance of machine learning-based estimation has been validated by simulation experiments. However, little attention has been paid to the theoretical…

Signal Processing · Electrical Eng. & Systems 2021-07-15 Kai Mei , Jun Liu , Xiaochen Zhang , Nandana Rajatheva , Jibo Wei

We assume the direct sum <A> o <B> for the signal subspace. As a result of post- measurement, a number of operational contexts presuppose the a priori knowledge of the LB -dimensional "interfering" subspace <B> and the goal is to estimate…

Applications · Statistics 2017-04-17 Guillaume Bouleux , Rémy Boyer

A lower bound on the maximum likelihood (ML) decoding error exponent of linear block code ensembles, on the erasure channel, is developed. The lower bound turns to be positive, over an ensemble specific interval of erasure probabilities,…

Information Theory · Computer Science 2019-01-23 Enrico Paolini , Gianluigi Liva

We introduce a new low-noise condition for classification, the Model Margin Noise (MM noise) assumption, and derive enhanced $\mathcal{H}$-consistency bounds under this condition. MM noise is weaker than Tsybakov noise condition: it is…

Machine Learning · Computer Science 2025-11-21 Mehryar Mohri , Yutao Zhong

We consider the minimum error entropy (MEE) criterion and an empirical risk minimization learning algorithm in a regression setting. A learning theory approach is presented for this MEE algorithm and explicit error bounds are provided in…

Machine Learning · Computer Science 2013-02-26 Ting Hu , Jun Fan , Qiang Wu , Ding-Xuan Zhou

Alternative exact expressions are derived for the minimum error probability of a hypothesis test discriminating among $M$ quantum states. The first expression corresponds to the error probability of a binary hypothesis test with certain…

Quantum Physics · Physics 2016-11-15 Gonzalo Vazquez-Vilar

The outage probability limit is a fundamental and achievable lower bound on the word error rate of coded communication systems affected by fading. This limit is mainly determined by two parameters: the diversity order and the coding gain.…

Information Theory · Computer Science 2012-10-05 Dieter Duyck , Joseph Jean Boutros , Marc Moeneclaey

This paper develops a new family of estimators, the minimum density power divergence estimators (MDPDEs), for the parameters of the one-shot device model as well as a new family of test statistics, Z-type test statistics based on MDPDEs,…

Methodology · Statistics 2017-04-27 N. Balakrishnan , E. Castilla , N. Martin , L. Pardo

This paper focuses on parameter estimation and introduces a new method for lower bounding the Bayesian risk. The method allows for the use of virtually \emph{any} information measure, including R\'enyi's $\alpha$, $\varphi$-Divergences, and…

Information Theory · Computer Science 2023-03-27 Amedeo Roberto Esposito , Adrien Vandenbroucque , Michael Gastpar

Here, in this paper it has been considered a sub family of exponential family. Maximum likelihood estimations (MLE) for the parameter of this family, probability density function, and cumulative density function based on a sample and based…

Statistics Theory · Mathematics 2019-09-26 Saman Hosseini , Parviz Nasiri , Dler Hussein Kadir , Sharad Damodar Gore

This paper gives upper and lower bounds on the minimum error probability of Bayesian $M$-ary hypothesis testing in terms of the Arimoto-R\'enyi conditional entropy of an arbitrary order $\alpha$. The improved tightness of these bounds over…

Information Theory · Computer Science 2017-12-06 Igal Sason , Sergio Verdú