Related papers: Margin conditions for vector quantization
Inhomogeneous random graph models encompass many network models such as stochastic block models and latent position models. We consider the problem of statistical estimation of the matrix of connection probabilities based on the…
The uncertainty principle can be expressed in entropic terms, also taking into account the role of entanglement in reducing uncertainty. The information exclusion principle bounds instead the correlations that can exist between the outcomes…
This paper considers an empirical risk minimization problem under heavy-tailed settings, where data does not have finite variance, but only has $p$-th moment with $p \in (1,2)$. Instead of using estimation procedure based on truncated…
Classical probabilistic models of (noisy) quantum systems are not only relevant for understanding the non-classical features of quantum mechanics, but they are also useful for determining the possible advantage of using quantum resources…
Ordinal regression is aimed at predicting an ordinal class label. In this paper, we consider its semi-supervised formulation, in which we have unlabeled data along with ordinal-labeled data to train an ordinal regressor. There are several…
We propose center-outward superquantile and expected shortfall functions, with applications to multivariate risk measurements, extending the standard notion of value at risk and conditional value at risk from the real line to…
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…
In this paper, we study the predict-then-optimize problem where the output of a machine learning prediction task is used as the input of some downstream optimization problem, say, the objective coefficient vector of a linear program. The…
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…
We introduce and study a variational framework for the analysis of empirical risk based inference for dynamical systems and ergodic processes. The analysis applies to a two-stage estimation procedure in which (i) the trajectory of an…
We introduce two new concepts designed for the study of empirical processes. First, we introduce a new Orlicz norm which we call the Bernstein-Orlicz norm. This new norm interpolates sub-Gaussian and sub-exponential tail behavior. In…
Differentially private empirical risk minimization (DP-ERM) is a fundamental problem in private optimization. While the theory of DP-ERM is well-studied, as large-scale models become prevalent, traditional DP-ERM methods face new…
This paper presents a general theoretical framework of penalized quasi-maximum likelihood (PQML) estimation in stationary multiple time series models when the number of parameters possibly diverges. We show the oracle property of the PQML…
Resource adequacy studies typically use standard metrics such as Loss of Load Expectation and Expected Energy Unserved to quantify the risk of supply shortfalls. This paper critiques present approaches to adequacy assessment and capacity…
We study a class of martingale inequalities involving the running maximum process. They are derived from pathwise inequalities introduced by Henry_Labordere et al. (2013) and provide an upper bound on the expectation of a function of the…
We tackle the problem of estimating risk measures of the infinite-horizon discounted cost within a Markov cost process. The risk measures we study include variance, Value-at-Risk (VaR), and Conditional Value-at-Risk (CVaR). First, we show…
Given a collection of feature maps indexed by a set $\mathcal{T}$, we study the performance of empirical risk minimization (ERM) on regression problems with square loss over the union of the linear classes induced by these feature maps.…
The R{\'e}nyi entropy is one of the important information measures that generalizes Shannon's entropy. The quantum R{\'e}nyi entropy has a fundamental role in quantum information theory, therefore, bounding this quantity is of vital…
Quantile Regression (QR) can be used to estimate aleatoric uncertainty in deep neural networks and can generate prediction intervals. Quantifying uncertainty is particularly important in critical applications such as clinical diagnosis,…
We numerically investigate entropic Bell inequalities for a pair of entangled qutrits using information-theoretic distances. We show that for this class of inequalities Tsallis entropy is more suitable than Shannon as it reveals…