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Obtaining an accurate estimate of the underlying covariance matrix from finite sample size data is challenging due to sample size noise. In recent years, sophisticated covariance-cleaning techniques based on random matrix theory have been…

Computation · Statistics 2024-11-11 Christian Bongiorno , Lamia Lamrani

Variational Inference is a powerful tool in the Bayesian modeling toolkit, however, its effectiveness is determined by the expressivity of the utilized variational distributions in terms of their ability to match the true posterior…

Machine Learning · Statistics 2019-05-10 Artem Sobolev , Dmitry Vetrov

Phylogenetic comparative methods may fail to produce meaningful results when either the underlying model is inappropriate or the data contain insufficient information to inform the inference. The ability to measure the statistical power of…

Quantitative Methods · Quantitative Biology 2012-07-26 Carl Boettiger , Graham Coop , Peter Ralph

We interpret likelihood-based test functions from a geometric perspective where the Kullback-Leibler (KL) divergence is adopted to quantify the distance from a distribution to another. Such a test function can be seen as a sub-Gaussian…

Information Theory · Computer Science 2021-01-05 Yan Wang

Transfer learning, or domain adaptation, is concerned with machine learning problems in which training and testing data come from possibly different probability distributions. In this work, we give an information-theoretic analysis of the…

Information Theory · Computer Science 2024-08-09 Xuetong Wu , Jonathan H. Manton , Uwe Aickelin , Jingge Zhu

There are many applications that benefit from computing the exact divergence between 2 discrete probability measures, including machine learning. Unfortunately, in the absence of any assumptions on the structure or independencies within…

Machine Learning · Computer Science 2023-10-16 Loong Kuan Lee , Nico Piatkowski , François Petitjean , Geoffrey I. Webb

This paper is concerned with non-parametric estimation of the entropy in ranked set sampling. Theoretical properties of the proposed estimator are studied. The proposed estimator is compared with the rival estimator in simple random…

Computation · Statistics 2015-06-16 Morteza Amini , Mahdi Mahdizadeh

Identifying important nodes for disease spreading is a central topic in network epidemiology. We investigate how well the position of a node, characterized by standard network measures, can predict its epidemiological importance in any…

Populations and Evolution · Quantitative Biology 2020-07-28 Doina Bucur , Petter Holme

Bayesian sequence prediction is a simple technique for predicting future symbols sampled from an unknown measure on infinite sequences over a countable alphabet. While strong bounds on the expected cumulative error are known, there are only…

Machine Learning · Computer Science 2013-07-02 Tor Lattimore , Marcus Hutter , Peter Sunehag

The autodependogram is a graphical device recently proposed in the literature to analyze autodependencies. It is defined computing the classical Pearson chi-square statistics of independence at various lags in order to point out the…

Methodology · Statistics 2015-01-29 Luca Bagnato , Lucio De Capitani , Antonio Punzo

In this technical report, we consider conditional density estimation with a maximum likelihood approach. Under weak assumptions, we obtain a theoretical bound for a Kullback-Leibler type loss for a single model maximum likelihood estimate.…

Statistics Theory · Mathematics 2012-07-11 Serge Cohen , Erwan Le Pennec

Since its introduction, the partial information decomposition (PID) has emerged as a powerful, information-theoretic technique useful for studying the structure of (potentially higher-order) interactions in complex systems. Despite its…

Information Theory · Computer Science 2023-12-11 Thomas F. Varley

We consider the hypothesis testing problem of deciding whether an observed high-dimensional vector has independent normal components or, alternatively, if it has a small subset of correlated components. The correlated components may have a…

Statistics Theory · Mathematics 2012-06-04 Ery Arias-Castro , Sébastien Bubeck , Gábor Lugosi

Consider the nonparametric logistic regression problem. In the logistic regression, we usually consider the maximum likelihood estimator, and the excess risk is the expectation of the Kullback-Leibler (KL) divergence between the true and…

Statistics Theory · Mathematics 2025-02-26 Atsutomo Yara , Yoshikazu Terada

Discriminator Guidance has become a popular method for efficiently refining pre-trained Score-Matching Diffusion models. However, in this paper, we demonstrate that the standard implementation of this technique does not necessarily lead to…

Machine Learning · Computer Science 2025-06-12 Alexandre Verine , Ahmed Mehdi Inane , Florian Le Bronnec , Benjamin Negrevergne , Yann Chevaleyre

We consider a problem of data integration. Consider determining which genes affect a disease. The genes, which we call predictor objects, can be measured in different experiments on the same individual. We address the question of finding…

Machine Learning · Statistics 2016-10-04 Xin Gao , Raymond J. Carroll

The aim of this work is to provide bounds connecting two probability measures of the same event using R\'enyi $\alpha$-Divergences and Sibson's $\alpha$-Mutual Information, a generalization of respectively the Kullback-Leibler Divergence…

Information Theory · Computer Science 2020-01-20 Amedeo Roberto Esposito , Michael Gastpar , Ibrahim Issa

Multi-collinearity is a wide-spread phenomenon in modern statistical applications and when ignored, can negatively impact model selection and statistical inference. Classic tools and measures that were developed for "$n>p$" data are not…

Methodology · Statistics 2022-03-22 Wei Q. Deng , Radu V. Craiu , Lei Sun

Questions of understanding and quantifying the representation and amount of information in organisms have become a central part of biological research, as they potentially hold the key to fundamental advances. In this paper, we demonstrate…

Genomics · Quantitative Biology 2007-10-30 H. M. Aktulga , I. Kontoyiannis , L. A. Lyznik , L. Szpankowski , A. Y. Grama , W. Szpankowski

Targeting at the realization of scalable photonic quantum technologies, the generation of many photons, their propagation in large optical networks, and a subsequent detection and analysis of sophisticated quantum correlations are essential…