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In this paper, I present a completely new type of upper and lower bounds on the right-tail probabilities of continuous random variables with unbounded support and with semi-bounded support from the left. The presented upper and lower…

Probability · Mathematics 2023-11-28 Nikola Zlatanov

The paper presents a scheme for computing lower and upper bounds on the posterior marginals in Bayesian networks with discrete variables. Its power lies in its ability to use any available scheme that bounds the probability of evidence or…

Artificial Intelligence · Computer Science 2014-01-17 Bozhena Bidyuk , Rina Dechter , Emma Rollon

The Chernoff bound is a well-known tool for obtaining a high probability bound on the expectation of a Bernoulli random variable in terms of its sample average. This bound is commonly used in statistical learning theory to upper bound the…

Machine Learning · Statistics 2022-05-18 Andrew Y. K. Foong , Wessel P. Bruinsma , David R. Burt

Prediction is a central task of statistics and machine learning, yet many inferential settings provide only partial information, typically in the form of moment constraints or estimating equations. We develop a finite, fully Bayesian…

Statistics Theory · Mathematics 2026-03-20 Nicholas G. Polson , Daniel Zantedeschi

This paper is on developing some computer-assisted proof methods involving non-classical inequalities for Shannon entropy. Two areas of the applications of information inequalities are studied: Secret sharing schemes and hat guessing games.…

Information Theory · Computer Science 2023-10-19 Emirhan Gürpınar

"Bounds on information combining" are entropic inequalities that determine how the information (entropy) of a set of random variables can change when these are combined in certain prescribed ways. Such bounds play an important role in…

Quantum Physics · Physics 2019-08-27 Christoph Hirche , David Reeb

We investigate the bounding problem of causal effects in experimental studies in which the outcome is truncated by death, meaning that the subject dies before the outcome can be measured. Causal effects cannot be point identified without…

Methodology · Statistics 2024-04-29 Aixian Chen , Xia Cui , Guangren Yang

Given an arbitrary continuous probability density function, it is introduced a conjugated probability density, which is defined through the Shannon information associated with its cumulative distribution function. These new densities are…

Statistics Theory · Mathematics 2018-01-26 H. M. de Oliveira , R. J. Cintra

Recently, Mutual Information (MI) has attracted attention in bounding the generalization error of Deep Neural Networks (DNNs). However, it is intractable to accurately estimate the MI in DNNs, thus most previous works have to relax the MI…

Machine Learning · Computer Science 2021-06-21 Xinjie Lan , Kenneth Barner

In recent years much effort has been concentrated towards achieving polynomial time lower bounds on algorithms for solving various well-known problems. A useful technique for showing such lower bounds is to prove them conditionally based on…

Data Structures and Algorithms · Computer Science 2017-07-26 Isaac Goldstein , Tsvi Kopelowitz , Moshe Lewenstein , Ely Porat

We introduce an information theoretic measure of statistical structure, called 'binding information', for sets of random variables, and compare it with several previously proposed measures including excess entropy, Bialek et al.'s…

Statistics Theory · Mathematics 2010-12-10 Samer A. Abdallah , Mark D. Plumbley

It is shown by the author in 2017 that for the union of N orthants in the n-dimensional space there exists an efficient and systematic way to find the exact value, using a suitable partial order relation construction. In this paper our…

Probability · Mathematics 2020-01-07 Jinwook Lee

We introduce a new, efficient, principled and backpropagation-compatible algorithm for learning a probability distribution on the weights of a neural network, called Bayes by Backprop. It regularises the weights by minimising a compression…

Machine Learning · Statistics 2015-05-22 Charles Blundell , Julien Cornebise , Koray Kavukcuoglu , Daan Wierstra

We prove lower bounds on the error of any estimator for the mean of a real probability distribution under the knowledge that the distribution belongs to a given set. We apply these lower bounds both to parametric and nonparametric…

Statistics Theory · Mathematics 2024-03-05 Rémy Degenne , Timothée Mathieu

Power-law probability distributions arise often in the social and natural sciences. Statistics have been developed for estimating the exponent parameter as well as gauging goodness-of-fit to a power law. Yet paradoxically, many famous power…

Methodology · Statistics 2024-02-21 Qianying Lin , Mitchell Newberry

This paper generalizes an important result from the PAC-Bayesian literature for binary classification to the case of ensemble methods for structured outputs. We prove a generic version of the \Cbound, an upper bound over the risk of models…

Machine Learning · Statistics 2015-06-16 François Laviolette , Emilie Morvant , Liva Ralaivola , Jean-Francis Roy

This paper deals with (finite or infinite) sequences of arbitrary independent events in some probability space. We find sharp lower bounds for the probability of a union of such events when the sum of their probabilities is given. The…

Probability · Mathematics 2016-09-29 Jürgen Grahl , Shahar Nevo

We present two methods for bounding the probabilities of benefit and harm under unmeasured confounding. The first method computes the (upper or lower) bound of either probability as a function of the observed data distribution and two…

Methodology · Statistics 2023-08-08 Jose M. Peña

Probabilities of Causation play a fundamental role in decision making in law, health care and public policy. Nevertheless, their point identification is challenging, requiring strong assumptions such as monotonicity. In the absence of such…

Machine Learning · Statistics 2023-04-06 Numair Sani , Atalanti A. Mastakouri , Dominik Janzing

This is a survey on the use of low-degree polynomials to predict and explain the apparent statistical-computational tradeoffs in a variety of average-case computational problems. In a nutshell, this framework measures the complexity of a…

Statistics Theory · Mathematics 2025-06-13 Alexander S. Wein