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We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…

Probability · Mathematics 2020-09-23 Grégoire Ferré , Gabriel Stoltz

We consider the problem of lower bounding the error probability under the invariant causal prediction (ICP) framework. To this end, we examine and draw connections between ICP and the zero-rate Gaussian multiple access channel by first…

Information Theory · Computer Science 2023-08-22 Austin Goddard , Yu Xiang , Ilya Soloveychik

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

If a functional in an inverse problem can be estimated with parametric rate, then the minimax rate gives no information about the ill-posedness of the problem. To have a more precise lower bound, we study semiparametric efficiency in the…

Statistics Theory · Mathematics 2014-05-07 Mathias Trabs

Calibration$\unicode{x2014}$the problem of ensuring that predicted probabilities align with observed class frequencies$\unicode{x2014}$is a basic desideratum for reliable prediction with machine learning systems. Calibration error is…

Machine Learning · Statistics 2026-03-02 Eugène Berta , Sacha Braun , David Holzmüller , Francis Bach , Michael I. Jordan

This work examines risk bounds for nonparametric distributional regression estimators. For convex-constrained distributional regression, general upper bounds are established for the continuous ranked probability score (CRPS) and the…

In recent years, interest in approximation methods for stochastic differential equations (SDEs) with non-Lipschitz continuous coefficients has increased. We show lower bounds for the $L^p$-error of such methods in the case of approximation…

Probability · Mathematics 2025-05-02 Simon Ellinger

We establish non-asymptotic efficiency guarantees for tensor decomposition-based inference in count data models. Under a Poisson framework, we consider two related goals: (i) parametric inference, the estimation of the full distributional…

Statistics Theory · Mathematics 2025-11-10 Oscar López , Arvind Prasadan , Carlos Llosa-Vite , Richard B. Lehoucq , Daniel M. Dunlavy

While suitably scaled CNNs with Gaussian initialization are known to converge to Gaussian processes as the number of channels diverges, little is known beyond this Gaussian limit. We establish a large deviation principle (LDP) for…

Probability · Mathematics 2026-03-09 Federico Bassetti , Vassili De Palma , Lucia Ladelli

We consider coding schemes for computationally bounded channels, which can introduce an arbitrary set of errors as long as (a) the fraction of errors is bounded with high probability by a parameter $p$ and (b) the process which adds the…

Information Theory · Computer Science 2013-03-01 Venkatesan Guruswami , Adam Smith

As a class of state-dependent channels, Markov channels have been long studied in information theory for characterizing the feedback capacity and error exponent. This paper studies a more general variant of such channels where the state…

Information Theory · Computer Science 2022-02-22 Mohsen Heidari , Achilleas Anastasopoulos , S. Sandeep Pradhan

We consider the problem of inferring constraints on a high-dimensional parameter space with a computationally expensive likelihood function. We propose a machine learning algorithm that maps out the Frequentist confidence limit on parameter…

Cosmology and Nongalactic Astrophysics · Physics 2014-09-25 Scott F. Daniel , Andrew J. Connolly , Jeff Schneider

We study estimation of a multivariate function $f:\mathbf{R}^d\to\mathbf{R}$ when the observations are available from the function $Af$, where $A$ is a known linear operator. Both the Gaussian white noise model and density estimation are…

Statistics Theory · Mathematics 2010-01-14 Jussi Klemelä , Enno Mammen

Error probabilities of random codes for memoryless channels are considered in this paper. In the area of communication systems, admissible error probability is very small and it is sometimes more important to discuss the relative gap…

Information Theory · Computer Science 2015-06-11 Junya Honda

In this paper we study maximal directional singular integral operators in $ \mathbb{R}^n $ given by a H\"ormander--Mihlin multiplier on an $ (n-1)$-dimensional subspace and acting trivially in the perpendicular direction. The subspace is…

Classical Analysis and ODEs · Mathematics 2025-02-19 Mikel Flórez-Amatriain

High-frequency measurements and images acquired from various sources in the real world often possess a degree of self-similarity and inherent regular scaling. When data look like a noise, the scaling exponent may be the only informative…

Methodology · Statistics 2017-03-14 Minkyoung Kang , Brani Vidakovic

We estimate on a compact interval densities with isolated irregularities, such as discontinuities or discontinuities in some derivatives. From independent and identically distributed observations we construct a kernel estimator with…

Statistics Theory · Mathematics 2024-07-16 Céline Duval , Émeline Schmisser

We study boundary inference at $H=3/4$ for mixed fractional Brownian motion and mixed fractional Ornstein--Uhlenbeck models under high-frequency observation. This boundary is economically important because it separates the critical and…

Statistics Theory · Mathematics 2026-04-03 Chunhao Cai , Yiwu Shang , Weilin Xiao , Cong Zhang

A previous study analyzed the convergence of probability densities for forward and inverse problems when a sequence of approximate maps between model inputs and outputs converges in $L^\infty$. This work generalizes the analysis to cases…

Probability · Mathematics 2020-01-14 Troy Butler , Tim Wildey , Wenjuan Zhang

Recent years have witnessed the great advance of deep learning in a variety of vision tasks. Many state-of-the-art deep neural networks suffer from large size and high complexity, which makes it difficult to deploy in resource-limited…

Computer Vision and Pattern Recognition · Computer Science 2019-05-29 Zhengguang Zhou , Wengang Zhou , Xutao Lv , Xuan Huang , Xiaoyu Wang , Houqiang Li
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