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Recently, there has been significant progress in understanding reinforcement learning in discounted infinite-horizon Markov decision processes (MDPs) by deriving tight sample complexity bounds. However, in many real-world applications, an…

Machine Learning · Statistics 2016-05-12 Christoph Dann , Emma Brunskill

Considering the problem of risk-sensitive parameter estimation, we propose a fairly wide family of lower bounds on the exponential moments of the quadratic error, both in the Bayesian and the non--Bayesian regime. This family of bounds,…

Information Theory · Computer Science 2017-03-02 Neri Merhav

The minimax robust hypothesis testing problem for the case where the nominal probability distributions are subject to both modeling errors and outliers is studied in twofold. First, a robust hypothesis testing scheme based on a relative…

Information Theory · Computer Science 2015-02-04 Gökhan Gül , Abdelhak M. Zoubir

This paper derives tight performance upper and lower bounds on the downlink outage efficiency of K-tier heterogeneous cellular networks (HCNs) for general signal propagation models with Poisson distributed base stations in each tier. In…

Information Theory · Computer Science 2016-02-08 Serkan Ak , Hazer Inaltekin , H. Vincent Poor

We propose an efficient meta-algorithm for Bayesian estimation problems that is based on low-degree polynomials, semidefinite programming, and tensor decomposition. The algorithm is inspired by recent lower bound constructions for…

Data Structures and Algorithms · Computer Science 2017-10-04 Samuel B. Hopkins , David Steurer

Bayesian methods have proven themselves to be successful across a wide range of scientific problems and have many well-documented advantages over competing methods. However, these methods run into difficulties for two major and prevalent…

Methodology · Statistics 2022-07-29 John R. Lewis , Steven N. MacEachern , Yoonkyung Lee

We develop a rigorous mathematical analysis of zero-shot learning with attributes. In this setting, the goal is to label novel classes with no training data, only detectors for attributes and a description of how those attributes are…

Machine Learning · Computer Science 2022-11-29 Alessio Mazzetto , Cristina Menghini , Andrew Yuan , Eli Upfal , Stephen H. Bach

We propose a lower bound on the log marginal likelihood of Gaussian process regression models that can be computed without matrix factorisation of the full kernel matrix. We show that approximate maximum likelihood learning of model…

Machine Learning · Statistics 2021-02-17 Artem Artemev , David R. Burt , Mark van der Wilk

We establish empirical risk minimization principles for active learning by deriving a family of upper bounds on the generalization error. Aligning with empirical observations, the bounds suggest that superior query algorithms can be…

Machine Learning · Statistics 2024-09-17 Vincent Menden , Yahya Saleh , Armin Iske

Inference in the presence of outliers is an important field of research as outliers are ubiquitous and may arise across a variety of problems and domains. Bayesian optimization is method that heavily relies on probabilistic inference. This…

Machine Learning · Computer Science 2017-12-14 Ruben Martinez-Cantin , Kevin Tee , Michael McCourt

We study the typical learning properties of the recently introduced Soft Margin Classifiers (SMCs), learning realizable and unrealizable tasks, with the tools of Statistical Mechanics. We derive analytically the behaviour of the learning…

Disordered Systems and Neural Networks · Physics 2009-11-07 Sebastian Risau-Gusman , Mirta B. Gordon

This paper presents an achievability bound that evaluates the exact probability of error of an ensemble of random codes that are decoded by a minimum distance decoder. Compared to the state-of-the-art which demands exponential computation…

Information Theory · Computer Science 2023-05-17 Ioannis Papoutsidakis , Angela Doufexi , Robert J. Piechocki

Missing values arise in most real-world data sets due to the aggregation of multiple sources and intrinsically missing information (sensor failure, unanswered questions in surveys...). In fact, the very nature of missing values usually…

Machine Learning · Statistics 2022-02-04 Alexis Ayme , Claire Boyer , Aymeric Dieuleveut , Erwan Scornet

The statistics and machine learning communities have recently seen a growing interest in classification-based approaches to two-sample testing. The outcome of a classification-based two-sample test remains a rejection decision, which is not…

Statistics Theory · Mathematics 2022-11-15 Loris Michel , Jeffrey Näf , Nicolai Meinshausen

In the context of Independent Component Analysis (ICA), noisy mixtures pose a dilemma regarding the desired objective. On one hand, a "maximally separating" solution, providing the minimal attainable Interference-to-Source-Ratio (ISR),…

Applications · Statistics 2019-10-02 Amir Weiss , Arie Yeredor

Finding methods for making generalizable predictions is a fundamental problem of machine learning. By looking into similarities between the prediction problem for unknown data and the lossless compression we have found an approach that…

Machine Learning · Computer Science 2020-06-24 Michael Tetelman

In this paper, we propose mean squared error (MSE) loss with outlying label for class imbalanced classification. Cross entropy (CE) loss, which is widely used for image recognition, is learned so that the probability value of true class is…

Computer Vision and Pattern Recognition · Computer Science 2021-07-07 Sota Kato , Kazuhiro Hotta

In this paper, lower bounds on the probability of a finite union of events are considered, i.e. $P\left(\bigcup_{i=1}^N A_i\right)$, in terms of the individual event probabilities $\{P(A_i), i=1,\ldots,N\}$ and the sums of the pairwise…

Probability · Mathematics 2019-02-05 Jun Yang , Fady Alajaji , Glen Takahara

Outage probabilities and single-hop throughput are two important performance metrics that have been evaluated for certain specific types of wireless networks. However, there is a lack of comprehensive results for larger classes of networks,…

Information Theory · Computer Science 2016-11-18 Martin Haenggi

The optimal decoder achieving the outage capacity under imperfect channel estimation is investigated. First, by searching into the family of nearest neighbor decoders, which can be easily implemented on most practical coded modulation…

Information Theory · Computer Science 2016-11-17 Pablo Piantanida , Sajad Sadough , Pierre Duhamel
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