Related papers: An Extended Result on the Optimal Estimation under…

This paper studies the optimal state estimation problem for interconnected systems. Each subsystem can obtain its own measurement in real time, while, the measurements transmitted between the subsystems suffer from random delay. The optimal…

The optimality and sensitivity of the empirical risk minimization problem with relative entropy regularization (ERM-RER) are investigated for the case in which the reference is a sigma-finite measure instead of a probability measure. This…

Recent work has focused on the problem of nonparametric estimation of information divergence functionals. Many existing approaches are restrictive in their assumptions on the density support set or require difficult calculations at the…

An approximate mean square error (MSE) expression for the performance analysis of implicitly defined estimators of non-random parameters is proposed. An implicitly defined estimator (IDE) declares the minimizer/maximizer of a selected…

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible while constrained to match empirically estimated feature expectations. However, in many real-world…

We conclude a sequence of work by giving near-optimal sketching and streaming algorithms for estimating Shannon entropy in the most general streaming model, with arbitrary insertions and deletions. This improves on prior results that obtain…

This paper develops a unified estimation framework, the Maximum Ideal Likelihood Estimation (MILE), for general parametric models with latent variables. Unlike traditional approaches relying on the marginal likelihood of the observed data,…

We explore a method of statistical estimation called Maximum Entropy on the Mean (MEM) which is based on an information-driven criterion that quantifies the compliance of a given point with a reference prior probability measure. At the core…

Consider the problem of estimating the Shannon entropy of a distribution over $k$ elements from $n$ independent samples. We show that the minimax mean-square error is within universal multiplicative constant factors of $$\Big(\frac{k }{n…

Entropy minimization (EM) is frequently used to increase the accuracy of classification models when they're faced with new data at test time. EM is a self-supervised learning method that optimizes classifiers to assign even higher…

The weak law of large numbers implies that, under mild assumptions on the source, the Renyi entropy per produced symbol converges (in probability) towards the Shannon entropy rate. This paper quantifies the speed of this convergence for…

Rare events attract more attention and interests in many scenarios of big data such as anomaly detection and security systems. To characterize the rare events importance from probabilistic perspective, the message importance measure (MIM)…

Entropies must correspond to mean values for them to be measurable. The Shannon entropy corresponds to the weighted arithmetic mean, whereas the Renyi entropy corresponds to the exponential mean. These means refer to code lengths, which are…

Invariance-principle-based methods such as Invariant Risk Minimization (IRM), have recently emerged as promising approaches for Domain Generalization (DG). Despite promising theory, such approaches fail in common classification tasks due to…

Ideally, a meta-analysis will summarize data from several unbiased studies. Here we consider the less than ideal situation in which contributing studies may be compromised by measurement error. Measurement error affects every study design,…

Information-theoretic measures have been widely adopted in the design of features for learning and decision problems. Inspired by this, we look at the relationship between i) a weak form of information loss in the Shannon sense and ii) the…

We study in this paper the consequences of using the Mean Absolute Percentage Error (MAPE) as a measure of quality for regression models. We prove the existence of an optimal MAPE model and we show the universal consistency of Empirical…

This paper considers the estimation of Shannon entropy for discrete distributions with countably infinite support. While minimax rates for finite-support distributions are established, infinite-support distributions present distinct…

We study in this paper the consequences of using the Mean Absolute Percentage Error (MAPE) as a measure of quality for regression models. We show that finding the best model under the MAPE is equivalent to doing weighted Mean Absolute Error…

Von Neumann entropy (VNE) is a fundamental quantity in quantum information theory and has recently been adopted in machine learning as a spectral measure of diversity for kernel matrices and kernel covariance operators. While maximizing VNE…