Related papers: Tight Lower Bound on the Probability of a Binomial…
We introduce linear programs encoding regular expressions of finite languages. We show that, given a language, the optimum value of the associated linear program is a lower bound on the size of any regular expression of the language.…
We derive a tight lower bound on equivocation (conditional entropy), or equivalently a tight upper bound on mutual information between a signal variable and channel outputs. The bound is in terms of the joint distribution of the signals and…
We derive two upper bounds for the probability of deviation of a vector-valued Lipschitz function of a collection of random variables from its expected value. The resulting upper bounds can be tighter than bounds obtained by a direct…
Minimizing divergence measures under a constraint is an important problem. We derive a sufficient condition that binary divergence measures provide lower bounds for symmetric divergence measures under a given triangular discrimination or…
We derive new upper and lower bounds for probabilities that $r$ or at least $r$ from $n$ events occur. These bounds can turn to equalities. The method is discussed as well. It works for measurable space and measures with sign, too. We also…
Statistical machine learning theory often tries to give generalization guarantees of machine learning models. Those models naturally underlie some fluctuation, as they are based on a data sample. If we were unlucky, and gathered a sample…
This paper develops upper and lower bounds for the probability of Boolean functions by treating multiple occurrences of variables as independent and assigning them new individual probabilities. We call this approach dissociation and give an…
The standard approach to supervised classification involves the minimization of a log-loss as an upper bound to the classification error. While this is a tight bound early on in the optimization, it overemphasizes the influence of…
We present a new method to propagate lower bounds on conditional probability distributions in conventional Bayesian networks. Our method guarantees to provide outer approximations of the exact lower bounds. A key advantage is that we can…
We prove the first margin-based generalization bound for voting classifiers, that is asymptotically tight in the tradeoff between the size of the hypothesis set, the margin, the fraction of training points with the given margin, the number…
We present a bound for value-prediction error with respect to model misspecification that is tight, including constant factors. This is a direct improvement of the "simulation lemma," a foundational result in reinforcement learning. We…
We consider bounds on the generalization performance of the least-norm linear regressor, in the over-parameterized regime where it can interpolate the data. We describe a sense in which any generalization bound of a type that is commonly…
We present a generalization of the maximal inequalities that upper bound the expectation of the maximum of $n$ jointly distributed random variables. We control the expectation of a randomly selected random variable from $n$ jointly…
We consider upper bounds on the error probability in channel coding. We derive an improved maximum-likelihood union bound, which takes into account events where the likelihood of the correct codeword is tied with that of some competitors.…
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…
In this paper a numerical method is presented, which finds a lower bound for the mutual information between a binary and an arbitrary finite random variable with joint distributions that have a variational distance not greater than a known…
This paper provides tight bounds on the R\'enyi entropy of a function of a discrete random variable with a finite number of possible values, where the considered function is not one-to-one. To that end, a tight lower bound on the R\'enyi…
One aspect of Poisson approximation is that the support of the random variable of interest is often finite while the support of the Poisson distribution is not. In this paper we will remedy this by examining truncated negative binomial (of…
We find upper bounds for the probability of underestimation and overestimation errors in penalized likelihood context tree estimation. The bounds are explicit and applies to processes of not necessarily finite memory. We allow for general…
Worst-case bounds on the expected shortfall risk given only limited information on the distribution of the random variables has been studied extensively in the literature. In this paper, we develop a new worst-case bound on the expected…