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We study optimal risk sharing among $n$ agents endowed with distortion risk measures. Our model includes market frictions that can either represent linear transaction costs or risk premia charged by a clearing house for the agents. Risk…

Optimization and Control · Mathematics 2012-05-07 M. Ludkovski , V. R. Young

Understanding the generalization of deep neural networks is one of the most important tasks in deep learning. Although much progress has been made, theoretical error bounds still often behave disparately from empirical observations. In this…

Machine Learning · Computer Science 2021-11-09 Ching-Yao Chuang , Youssef Mroueh , Kristjan Greenewald , Antonio Torralba , Stefanie Jegelka

We consider the problem of decentralized detection in a network consisting of a large number of nodes arranged as a tree of bounded height, under the assumption of conditionally independent, identically distributed observations. We…

Information Theory · Computer Science 2008-03-18 Wee Peng Tay , John Tsitsiklis , Moe Win

Adversarial risk quantifies the performance of classifiers on adversarially perturbed data. Numerous definitions of adversarial risk -- not all mathematically rigorous and differing subtly in the details -- have appeared in the literature.…

Machine Learning · Statistics 2022-01-25 Muni Sreenivas Pydi , Varun Jog

We prove that in order to communicate independent sources (this is the unicast problem) between various users over an unknown medium to within various distortion levels, it is sufficient to consider source-channel separation based…

Information Theory · Computer Science 2011-01-24 Mukul Agarwal , Sanjoy Mitter

Tight bounds for several symmetric divergence measures are derived in terms of the total variation distance. It is shown that each of these bounds is attained by a pair of 2 or 3-element probability distributions. An application of these…

Information Theory · Computer Science 2016-11-17 Igal Sason

This paper concerns the transmission of two independent Gaussian sources over a two-user decentralized interference channel, assuming that the transmitters are unaware of the instantaneous CSIs. The availability of the channel state…

Signal Processing · Electrical Eng. & Systems 2017-12-21 Mohammadreza Darabi

Optimization of distortion riskmetrics with distributional uncertainty has wide applications in finance and operations research. Distortion riskmetrics include many commonly applied risk measures and deviation measures, which are not…

Optimization and Control · Mathematics 2022-02-25 Silvana Pesenti , Qiuqi Wang , Ruodu Wang

Many machine learning models appear to deploy effortlessly under distribution shift, and perform well on a target distribution that is considerably different from the training distribution. Yet, learning theory of distribution shift bounds…

Machine Learning · Computer Science 2024-05-30 Robi Bhattacharjee , Nick Rittler , Kamalika Chaudhuri

Identifying the infection sources in a network, including the index cases that introduce a contagious disease into a population network, the servers that inject a computer virus into a computer network, or the individuals who started a…

Discrete Mathematics · Computer Science 2015-03-20 Wuqiong Luo , Wee Peng Tay , Mei Leng

We propose a general statistical inference framework to capture the privacy threat incurred by a user that releases data to a passive but curious adversary, given utility constraints. We show that applying this general framework to the…

Information Theory · Computer Science 2012-10-09 Flavio du Pin Calmon , Nadia Fawaz

This paper provides a source coding theorem for multi-dimensional information signals when, at a given instant, the distribution associated with one arbitrary component of the signal to be compressed is not known and a side information is…

Information Theory · Computer Science 2012-10-24 Maël Le Treust , Samson Lasaulce

In recent years, machine learning - particularly deep learning - has significantly impacted the field of information management. While several strategies have been proposed to restrict models from learning and memorizing sensitive…

Computation and Language · Computer Science 2024-07-10 Jiajia Li , Lu Yang , Letian Peng , Shitou Zhang , Ping Wang , Zuchao Li , Hai Zhao

While progress has been made in understanding the robustness of machine learning classifiers to test-time adversaries (evasion attacks), fundamental questions remain unresolved. In this paper, we use optimal transport to characterize the…

Machine Learning · Computer Science 2019-11-01 Arjun Nitin Bhagoji , Daniel Cullina , Prateek Mittal

We consider a binary erasure version of the n-channel multiple descriptions problem with symmetric descriptions, i.e., the rates of the n descriptions are the same and the distortion constraint depends only on the number of messages…

Information Theory · Computer Science 2016-11-15 Ebad Ahmed , Aaron B. Wagner

Change point detection is becoming increasingly popular in many application areas. On one hand, most of the theoretically-justified methods are investigated in an ideal setting without model violations, or merely robust against identical…

Methodology · Statistics 2021-10-26 Mengchu Li , Yi Yu

Computing the rate-distortion function for continuous sources is commonly regarded as a standard continuous optimization problem. When numerically addressing this problem, a typical approach involves discretizing the source space and…

Information Theory · Computer Science 2024-05-02 Lingyi Chen , Shitong Wu , Wenyi Zhang , Huihui Wu , Hao Wu

We introduce the problem of variable-length source resolvability, where a given target probability distribution is approximated by encoding a variable-length uniform random number, and the asymptotically minimum average length rate of the…

Information Theory · Computer Science 2017-01-31 Hideki Yagi , Te Sun Han

Variable-length compression without prefix-free constraints and with side-information available at both encoder and decoder is considered. Instead of requiring the code to be error-free, we allow for it to have a non-vanishing error…

Information Theory · Computer Science 2020-08-24 Yuta Sakai , Vincent Y. F. Tan

In the successive refinement problem, a fixed-length sequence emitted from an information source is encoded into two codewords by two encoders in order to give two reconstructions of the sequence. One of two reconstructions is obtained by…

Information Theory · Computer Science 2018-12-26 Tetsunao Matsuta , Tomohiko Uyematsu