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Related papers: Lower bounds on Information Divergence

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To what extent can we distinguish one probability distribution from another? Are there quantitative measures of distinguishability? The goal of this tutorial is to approach such questions by introducing the notion of the "distance" between…

Data Analysis, Statistics and Probability · Physics 2015-06-23 Ariel Caticha

There are many information and divergence measures exist in the literature on information theory and statistics. The most famous among them are Kullback-Leiber relative information and Jeffreys J-divergence. The measures like, Bhattacharya…

Probability · Mathematics 2007-05-23 Inder Jeet Taneja

We show that the lower bound to the critical fraction of data needed to infer (learn) the orientation of the anisotropy axis of a probability distribution, determined by Herschkowitz and Opper [Phys.Rev.Lett. 86, 2174 (2001)], is not always…

Disordered Systems and Neural Networks · Physics 2009-11-07 Arnaud Buhot , Mirta B. Gordon , Jean-Pierre Nadal

What is the optimal number of independent observations from which a sparse Gaussian Graphical Model can be correctly recovered? Information-theoretic arguments provide a lower bound on the minimum number of samples necessary to perfectly…

Machine Learning · Computer Science 2018-11-20 Sidhant Misra , Marc Vuffray , Andrey Y. Lokhov

Given a pair of predictor variables and a response variable, how much information do the predictors have about the response, and how is this information distributed between unique, redundant, and synergistic components? Recent work has…

Information Theory · Computer Science 2018-10-29 Pradeep Kr. Banerjee , Johannes Rauh , Guido Montúfar

Exact lower bounds on the exponential moments of min(y,X) and XI{X<y} are provided given the first two moments of a random variable X. These bounds are useful in work on large deviations probabilities and nonuniform Berry-Esseen bounds,…

Probability · Mathematics 2017-01-17 Iosif Pinelis

This paper presents a general methodology for deriving information-theoretic generalization bounds for learning algorithms. The main technical tool is a probabilistic decorrelation lemma based on a change of measure and a relaxation of…

Machine Learning · Computer Science 2023-12-07 Yifeng Chu , Maxim Raginsky

Distribution regression seeks to estimate the conditional distribution of a multivariate response given a continuous covariate. This approach offers a more complete characterization of dependence than traditional regression methods.…

Statistics Theory · Mathematics 2025-06-10 Rong Tang , Yun Yang

Neural networks are popular state-of-the-art models for many different tasks.They are often trained via back-propagation to find a value of the weights that correctly predicts the observed data. Although back-propagation has shown good…

Machine Learning · Statistics 2020-12-29 Simón Rodríguez Santana , Daniel Hernández-Lobato

Score-based diffusion models have demonstrated outstanding empirical performance in machine learning and artificial intelligence, particularly in generating high-quality new samples from complex probability distributions. Improving the…

Machine Learning · Statistics 2025-05-30 Yuchen Jiao , Gen Li

Different techniques have been used to prove several transference theorems of the form "nontrivial algorithms for a circuit class C yield circuit lower bounds against C". In this survey we revisit many of these results. We discuss how…

Computational Complexity · Computer Science 2013-09-03 Igor C. Oliveira

We establish convergence theorems for Riemannian stochastic gradient descents in which the underlying probability spaces vary from iteration to iteration. As applications, we deduce convergence results for Riemannian stochastic gradient…

Optimization and Control · Mathematics 2026-04-21 Hao Wu

In this paper we introduce five different algorithms based on method of moments, maximum likelihood and full Bayesian estimation for learning the parameters of the Inverse Gamma distribution. We also provide an expression for the KL…

Methodology · Statistics 2016-07-11 A. Llera , C. F. Beckmann

We present a new proof rule for verifying lower bounds on quantities of probabilistic programs. Our proof rule is not confined to almost-surely terminating programs -- as is the case for existing rules -- and can be used to establish…

Logic in Computer Science · Computer Science 2023-02-14 Shenghua Feng , Mingshuai Chen , Han Su , Benjamin Lucien Kaminski , Joost-Pieter Katoen , Naijun Zhan

We consider a type of nonnormal approximation of infinitely divisible distributions that incorporates compound Poisson, Gamma, and normal distributions. The approximation relies on achieving higher orders of cumulant matching, to obtain…

Probability · Mathematics 2013-04-24 Zhiyi Chi

We develop minimax optimal risk bounds for the general learning task consisting in predicting as well as the best function in a reference set G up to the smallest possible additive term, called the convergence rate. When the reference set…

Statistics Theory · Mathematics 2008-03-04 Jean-Yves Audibert

The data for many classification problems, such as pattern and speech recognition, follow mixture distributions. To quantify the optimum performance for classification tasks, the Shannon mutual information is a natural information-theoretic…

Signal Processing · Electrical Eng. & Systems 2022-06-22 Yijun Ding , Amit Ashok

An information-theoretic upper bound on the generalization error of supervised learning algorithms is derived. The bound is constructed in terms of the mutual information between each individual training sample and the output of the…

Machine Learning · Computer Science 2020-08-06 Yuheng Bu , Shaofeng Zou , Venugopal V. Veeravalli

We present a series of new and more favorable margin-based learning guarantees that depend on the empirical margin loss of a predictor. We give two types of learning bounds, both distribution-dependent and valid for general families, in…

Machine Learning · Computer Science 2020-10-30 Corinna Cortes , Mehryar Mohri , Ananda Theertha Suresh

We describe a hierarchical Bayesian approach for inference about a parameter $\theta$ lower-bounded by $\alpha$ with uncertain $\alpha$, derive some basic identities for posterior analysis about $(\theta,\alpha)$, and provide illustrations…

Statistics Theory · Mathematics 2018-06-08 Éric Marchand , Theodoros Nicoleris
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