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Estimates are constructed for the deviation of the concentration functions of sums of independent random variables with finite variances from the folded normal distribution function without any assumptions concerning the existence of the…

Probability · Mathematics 2016-08-11 V. Yu. Korolev , A. V. Dorofeeva

The generalization error of a learning algorithm refers to the discrepancy between the loss of a learning algorithm on training data and that on unseen testing data. Various information-theoretic bounds on the generalization error have been…

Information Theory · Computer Science 2025-06-24 Xuetong Wu , Jonathan H. Manton , Uwe Aickelin , Jingge Zhu

A critical barrier to learning an accurate decision rule for outlier detection is the scarcity of outlier data. As such, practitioners often turn to the use of similar but imperfect outlier data from which they might transfer information to…

Machine Learning · Computer Science 2023-10-10 Mohammadreza M. Kalan , Samory Kpotufe

This paper considers the subject of information losses arising from the finite datasets used in the training of neural classifiers. It proves a relationship between such losses as the product of the expected total variation of the estimated…

Machine Learning · Computer Science 2020-01-09 Brandon Foggo , Nanpeng Yu , Jie Shi , Yuanqi Gao

We show how a central limit theorem for Poisson model random polygons implies a central limit theorem for uniform model random polygons. To prove this implication, it suffices to show that in the two models, the variables in question have…

Probability · Mathematics 2012-08-14 John Pardon

An information-theoretic development is given for the problem of compound Poisson approximation, which parallels earlier treatments for Gaussian and Poisson approximation. Let $P_{S_n}$ be the distribution of a sum $S_n=\Sumn Y_i$ of…

Probability · Mathematics 2019-06-05 A. D. Barbour , Oliver Johnson , Ioannis Kontoyiannis , Mokshay Madiman

The first part of this work considers the entropy of the sum of (possibly dependent and non-identically distributed) Bernoulli random variables. Upper bounds on the error that follows from an approximation of this entropy by the entropy of…

Information Theory · Computer Science 2013-04-30 Igal Sason

We consider the well-known problem of the computation of the (limiting) time-dependent performance characteristics of one-dimensional continuous-time birth and death processes on $\mathbb{Z}$ with time varying and possible state-dependent…

Probability · Mathematics 2021-10-18 Yacov Satin , Rostislav Razumchik , Alexander Zeifman , Ivan Kovalev

We study linear regressions in a context where the outcome of interest and some of the covariates are observed in two different datasets that cannot be matched. Traditional approaches obtain point identification by relying, often…

Econometrics · Economics 2025-11-18 Xavier D'Haultfoeuille , Christophe Gaillac , Arnaud Maurel

In the era of big data, it is necessary to split extremely large data sets across multiple computing nodes and construct estimators using the distributed data. When designing distributed estimators, it is desirable to minimize the amount of…

Statistics Theory · Mathematics 2022-04-25 Azeem Zaman , Botond Szabó

We study the convergence speed of distributed iterative algorithms for the consensus and averaging problems, with emphasis on the latter. We first consider the case of a fixed communication topology. We show that a simple adaptation of a…

Optimization and Control · Mathematics 2011-06-13 Alex Olshevsky , John N. Tsitsiklis

We consider a hypothesis testing problem where a part of data cannot be observed. Our helper observes the missed data and can send us a limited amount of information about them. What kind of this limited information will allow us to make…

Information Theory · Computer Science 2020-09-08 Marat V. Burnashev

Convergence of the solutions of nonhomogeneous linear singularly perturbed systems to that of the corresponding reduced singular system on the half-line [0, $\infty $) is considered. To include the situation on a neighborhood of initial…

Optimization and Control · Mathematics 2008-05-27 Zhibin Yan

We develop a general method to study the Fisher information distance in central limit theorem for nonlinear statistics. We first construct completely new representations for the score function. We then use these representations to derive…

Probability · Mathematics 2024-09-23 Nguyen Tien Dung

The idea behind Poisson approximation to the binomial distribution was used in [J. de la Cal, F. Luquin, J. Approx. Theory, 68(3), 1992, 322-329] and subsequent papers in order to establish the convergence of suitable sequences of positive…

Probability · Mathematics 2022-08-18 Ana-Maria Acu , Margareta Heilmann , Ioan Rasa , Andra Seserman

Percolation in an information-theoretically secure graph is considered where both the legitimate and the eavesdropper nodes are distributed as Poisson point processes. For both the path-loss and the path-loss plus fading model, upper and…

Information Theory · Computer Science 2011-04-07 Rahul Vaze

This short note provides a new and simple proof of the convergence rate for Peng's law of large numbers under sublinear expectations, which improves the corresponding results in Song [15] and Fang et al. [3].

Probability · Mathematics 2021-07-07 Mingshang Hu , Xiaojuan Li , Xinpeng Li

Rooted trees with probabilities are used to analyze properties of a variable length code. A bound is derived on the difference between the entropy rates of the code and a memoryless source. The bound is in terms of normalized informational…

Information Theory · Computer Science 2013-10-11 Georg Böcherer , Rana Ali Amjad

We study a generalized version of Wyner's common information problem (also coined the distributed source simulation problem). The original common information problem consists in understanding the minimum rate of the common input to…

Information Theory · Computer Science 2019-12-04 Lei Yu , Vincent Y. F. Tan

The statistics and machine learning communities have recently seen a growing interest in classification-based approaches to two-sample testing. The outcome of a classification-based two-sample test remains a rejection decision, which is not…

Statistics Theory · Mathematics 2022-11-15 Loris Michel , Jeffrey Näf , Nicolai Meinshausen