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We study causal inference in sample selection models where a continuous or multivalued treatment affects both outcome and their observability (eg., employment or survey response). We generalized the widely used Lee (2009)'s bounds for…

Econometrics · Economics 2025-10-29 Ying-Ying Lee , Chu-An Liu

In this paper, we propose a general framework for combining evidence of varying quality to estimate underlying binary latent variables in the presence of restrictions imposed to respect the scientific context. The resulting algorithms…

Methodology · Statistics 2018-08-28 Zhenke Wu , Livia Casciola-Rosen , Antony Rosen , Scott L. Zeger

Well-known for its simplicity and effectiveness in classification, AdaBoost, however, suffers from overfitting when class-conditional distributions have significant overlap. Moreover, it is very sensitive to noise that appears in the…

Machine Learning · Statistics 2018-06-22 Zhi Xiao , Zhe Luo , Bo Zhong , Xin Dang

Recent advances in statistical learning theory have revealed profound connections between mutual information (MI) bounds, PAC-Bayesian theory, and Bayesian nonparametrics. This work introduces a novel mutual information bound for…

Machine Learning · Statistics 2025-08-18 El Mahdi Khribch , Pierre Alquier

We present a new family of information-theoretic generalization bounds within the framework of conditional mutual information (CMI). Most of our results are established based on the leave-$m$-out (L$m$O) cross-validation error, with $m$…

Information Theory · Computer Science 2026-05-21 Yang Lu , Matthias Frey , Margreta Kuijper , Jingge Zhu

While the expected calibration error (ECE), which employs binning, is widely adopted to evaluate the calibration performance of machine learning models, theoretical understanding of its estimation bias is limited. In this paper, we present…

Machine Learning · Computer Science 2025-05-27 Futoshi Futami , Masahiro Fujisawa

This paper presents eight PAC-Bayes bounds to analyze the generalization performance of multi-view classifiers. These bounds adopt data dependent Gaussian priors which emphasize classifiers with high view agreements. The center of the prior…

Machine Learning · Computer Science 2016-06-07 Shiliang Sun , John Shawe-Taylor , Liang Mao

Deep Ensembles are a simple, reliable, and effective method of improving both the predictive performance and uncertainty estimates of deep learning approaches. However, they are widely criticised as being computationally expensive, due to…

Machine Learning · Computer Science 2023-10-10 Guoxuan Xia , Christos-Savvas Bouganis

Popular statistical software provides Bayesian information criterion (BIC) for multilevel models or linear mixed models. However, it has been observed that the combination of statistical literature and software documentation has led to…

Methodology · Statistics 2022-06-24 Sun-Joo Cho , Hao Wu , Matthew Naveiras

We focus on a stochastic learning model where the learner observes a finite set of training examples and the output of the learning process is a data-dependent distribution over a space of hypotheses. The learned data-dependent distribution…

Machine Learning · Statistics 2020-12-29 Omar Rivasplata , Ilja Kuzborskij , Csaba Szepesvari , John Shawe-Taylor

Optimization is becoming increasingly common in scientific and engineering domains. Oftentimes, these problems involve various levels of stochasticity or uncertainty in generating proposed solutions. Therefore, optimization in these…

Machine Learning · Statistics 2020-06-05 Peter D. Tonner , Daniel V. Samarov , A. Gilad Kusne

Suppose some classifiers are selected from a set of hypothesis classifiers to form an equally-weighted ensemble that selects a member classifier at random for each input example. Then the ensemble has an error bound consisting of the…

Machine Learning · Statistics 2019-04-01 Eric Bax , Farshad Kooti

Given a pre-trained classifier and multiple human experts, we investigate the task of online classification where model predictions are provided for free but querying humans incurs a cost. In this practical but under-explored setting,…

Machine Learning · Computer Science 2023-12-14 Sam Showalter , Alex Boyd , Padhraic Smyth , Mark Steyvers

Statistical performance bounds for reinforcement learning (RL) algorithms can be critical for high-stakes applications like healthcare. This paper introduces a new framework for theoretically measuring the performance of such algorithms…

Machine Learning · Computer Science 2018-01-03 Christoph Dann , Tor Lattimore , Emma Brunskill

The key distinguishing property of a Bayesian approach is marginalization, rather than using a single setting of weights. Bayesian marginalization can particularly improve the accuracy and calibration of modern deep neural networks, which…

Machine Learning · Computer Science 2022-03-31 Andrew Gordon Wilson , Pavel Izmailov

Optimization is widely used in statistics, and often efficiently delivers point estimates on useful spaces involving structural constraints or combinatorial structure. To quantify uncertainty, Gibbs posterior exponentiates the negative loss…

Methodology · Statistics 2025-07-23 Cheng Zeng , Eleni Dilma , Jason Xu , Leo L Duan

Recently the generalization error of deep neural networks has been analyzed through the PAC-Bayesian framework, for the case of fully connected layers. We adapt this approach to the convolutional setting.

Machine Learning · Computer Science 2018-04-24 Konstantinos Pitas , Mike Davies , Pierre Vandergheynst

We study a two-level multiview learning with more than two views under the PAC-Bayesian framework. This approach, sometimes referred as late fusion, consists in learning sequentially multiple view-specific classifiers at the first level,…

Machine Learning · Statistics 2017-07-14 Anil Goyal , Emilie Morvant , Pascal Germain , Massih-Reza Amini

Effective bounds on the union probability are well known to be beneficial in the analysis of stochastic problems in many areas, including probability theory, information theory, statistical communications, computing and operations research.…

Probability · Mathematics 2016-02-02 Jun Yang , Fady Alajaji , Glen Takahara

We present a generalization bound for feedforward neural networks in terms of the product of the spectral norm of the layers and the Frobenius norm of the weights. The generalization bound is derived using a PAC-Bayes analysis.

Machine Learning · Computer Science 2018-02-27 Behnam Neyshabur , Srinadh Bhojanapalli , Nathan Srebro