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We study the problem of discrete distribution estimation in KL divergence and provide concentration bounds for the Laplace estimator. We show that the deviation from mean scales as $\sqrt{k}/n$ when $n \ge k$, improving upon the best prior…

Machine Learning · Statistics 2023-06-14 Clément L. Canonne , Ziteng Sun , Ananda Theertha Suresh

The problem of estimating the Kullback-Leibler divergence $D(P\|Q)$ between two unknown distributions $P$ and $Q$ is studied, under the assumption that the alphabet size $k$ of the distributions can scale to infinity. The estimation is…

Information Theory · Computer Science 2018-02-22 Yuheng Bu , Shaofeng Zou , Yingbin Liang , Venugopal V. Veeravalli

This paper investigates the rate-distortion function, under a squared error distortion $D$, for an $n$-dimensional random vector uniformly distributed on an $(n-1)$-sphere of radius $R$. First, an expression for the rate-distortion function…

Information Theory · Computer Science 2024-01-10 Alex Dytso , Martina Cardone

We consider an incremental approximation method for solving variational problems in infinite-dimensional Hilbert spaces, where in each step a randomly and independently selected subproblem from an infinite collection of subproblems is…

Numerical Analysis · Mathematics 2018-03-06 Michael Griebel , Peter Oswald

Suppose one has a collection of parameters indexed by a (possibly infinite dimensional) set. Given data generated from some distribution, the objective is to estimate the maximal parameter in this collection evaluated at this distribution.…

Methodology · Statistics 2016-05-26 Alexander R. Luedtke , Mark J. van der Laan

This paper studies sampling error bounds for denoising diffusion probabilistic models (DDPMs) in the 2-Wasserstein distance. Our contributions are threefold. (i) Under general Lipschitz-type conditions on the score function and for a broad…

Machine Learning · Statistics 2026-05-19 Yuta Koike

This paper considers distributed average consensus using finite-bit bounded quantizer with possibly unbounded data. Under the framework of the alternating direction method of multipliers (ADMM), we develop distributed averaging algorithms…

Optimization and Control · Mathematics 2017-08-22 Shengyu Zhu , Biao Chen

In this paper, we analyze the convergence properties of the Lion optimizer. First, we establish that the Lion optimizer attains a convergence rate of $\mathcal{O}(d^{1/2}T^{-1/4})$ under standard assumptions, where $d$ denotes the problem…

Machine Learning · Computer Science 2025-08-19 Wei Jiang , Lijun Zhang

The aim of this paper is the rigorous derivation of a stochastic non-linear diffusion equation from a radiative transfer equation perturbed with a random noise. The proof of the convergence relies on a formal Hilbert expansion and the…

Analysis of PDEs · Mathematics 2014-05-13 Arnaud Debussche , Sylvain De Moor , Julien Vovelle

This paper is devoted to the problem of determining the concentration bounds that are achievable in non-parametric regression. We consider the setting where features are supported on a bounded subset of $\mathbb{R}^d$, the regression…

Statistics Theory · Mathematics 2024-12-02 Anna Ben-Hamou , Arnaud Guyader

We analyze the prediction error of ridge regression in an asymptotic regime where the sample size and dimension go to infinity at a proportional rate. In particular, we consider the role played by the structure of the true regression…

Statistics Theory · Mathematics 2021-03-09 Dominic Richards , Jaouad Mourtada , Lorenzo Rosasco

In this paper, we use tools from rate-distortion theory to establish new upper bounds on the generalization error of statistical distributed learning algorithms. Specifically, there are $K$ clients whose individually chosen models are…

Machine Learning · Statistics 2022-11-23 Milad Sefidgaran , Romain Chor , Abdellatif Zaidi

In statistics on manifolds, the notion of the mean of a probability distribution becomes more involved than in a linear space. Several location statistics have been proposed, which reduce to the ordinary mean in Euclidean space. A…

Statistics Theory · Mathematics 2024-11-05 Till Düsberg , Benjamin Eltzner

Linear fixed point equations in Hilbert spaces arise in a variety of settings, including reinforcement learning, and computational methods for solving differential and integral equations. We study methods that use a collection of random…

Machine Learning · Computer Science 2020-12-11 Wenlong Mou , Ashwin Pananjady , Martin J. Wainwright

An important feature of kernel mean embeddings (KME) is that the rate of convergence of the empirical KME to the true distribution KME can be bounded independently of the dimension of the space, properties of the distribution and smoothness…

Statistics Theory · Mathematics 2025-04-17 Geoffrey Wolfer , Pierre Alquier

In this paper, we focus on non-asymptotic bounds related to the Euler scheme of an ergodic diffusion with a possibly multiplicative diffusion term (non-constant diffusion coefficient). More precisely, the objective of this paper is to…

Probability · Mathematics 2022-09-23 Gilles Pages , Fabien Panloup

This paper provides new error bounds on "consistent" reconstruction methods for signals observed from quantized random projections. Those signal estimation techniques guarantee a perfect matching between the available quantized data and a…

Information Theory · Computer Science 2016-04-21 Laurent Jacques

We consider the problem of estimating a $d$-dimensional $s$-sparse discrete distribution from its samples observed under a $b$-bit communication constraint. The best-known previous result on $\ell_2$ estimation error for this problem is…

Machine Learning · Statistics 2021-06-17 Wei-Ning Chen , Peter Kairouz , Ayfer Özgür

In this paper, we address the problem of prescribing non-constant $Q$ and boundary $T$ curvatures on the upper hemisphere $\mathbb{S}^4_+\subset \mathbb{R}^5$, via a conformal change of the background metric. This is equivalent to solve a…

Analysis of PDEs · Mathematics 2024-08-30 Sergio Cruz-Blázquez , Azahara DelaTorre

The laws of quantum mechanics place fundamental limits on the accuracy of measurements and therefore on the estimation of unknown parameters of a quantum system. In this work, we prove lower bounds on the size of confidence regions reported…

Quantum Physics · Physics 2014-12-23 Michael Walter , Joseph M. Renes