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While deep neural networks (DNNs) are used for prediction, inference on DNN-estimated subject-specific means for categorical or exponential family outcomes remains underexplored. We address this by proposing a DNN estimator under…

Machine Learning · Statistics 2026-03-18 Xuran Meng , Yi Li

We propose R\'enyi information generating function and discuss its properties. A connection between the R\'enyi information generating function and the diversity index is proposed for discrete type random variables. The relation between the…

Statistics Theory · Mathematics 2025-02-25 Shital Saha , Suchandan Kayal , N. Balakrishnan

A key feature of information theory is its universality, as it can be applied to study a broad variety of complex systems. However, many information-theoretic measures can vary significantly even across systems with similar properties,…

Information Theory · Computer Science 2024-10-16 Alberto Liardi , Fernando E. Rosas , Robin L. Carhart-Harris , George Blackburne , Daniel Bor , Pedro A. M. Mediano

Indirect inference estimators (i.e., simulation-based minimum distance estimators) in a parametric model that are based on auxiliary non-parametric maximum likelihood density estimators are shown to be asymptotically normal. If the…

Statistics Theory · Mathematics 2012-01-24 Florian Gach , Benedikt M. Pötscher

In the present paper, we would like to draw attention to a possible generalized Fisher information that fits well in the formalism of nonextensive thermostatistics. This generalized Fisher information is defined for densities on…

Mathematical Physics · Physics 2013-01-18 J. -F. Bercher

Lately, a New Transmuted Logistic-exponential (NTLE) distribution was introduced and studied as an extension of the Logistic-Exponential Distribution (LED) with wider applicability in lifetime modelling. However, the maximum likelihood…

This is a study of the information evolution of complex systems by geometrical consideration. We look at chaotic systems evolving in fractal phase space. The entropy change in time due to the fractal geometry is assimilated to the…

Statistical Mechanics · Physics 2009-11-10 Q. A. Wang , L. Nivanen , A. Le Mehaute , M. Pezeril

Recently, weighted cumulative residual Tsallis entropy has been introduced in the literature as a generalization of weighted cumulative residual entropy. We study some new properties of weighted cumulative residual Tsallis entropy measure.…

Statistics Theory · Mathematics 2026-02-02 Siddhartha Chakraborty , Asok K. Nanda

Traditional machine learning relies on explicit models and domain assumptions, limiting flexibility and interpretability. We introduce a model-free framework using surprisal (information theoretic uncertainty) to directly analyze and…

The classical hinge-loss support vector machines (SVMs) model is sensitive to outlier observations due to the unboundedness of its loss function. To circumvent this issue, recent studies have focused on non-convex loss functions, such as…

Machine Learning · Computer Science 2022-07-19 Ítalo Santana , Breno Serrano , Maximilian Schiffer , Thibaut Vidal

Tsetlin Machines (TMs) have emerged as a compelling alternative to conventional deep learning methods, offering notable advantages such as smaller memory footprint, faster inference, fault-tolerant properties, and interpretability. Although…

Machine Learning · Computer Science 2024-11-14 K. Darshana Abeyrathna , Sara El Mekkaoui , Andreas Hafver , Christian Agrell

In this paper, we provide the first precise distributional characterization of gradient descent iterates for general multi-layer neural networks under the canonical single-index regression model, in the `finite-width proportional regime'…

Machine Learning · Computer Science 2025-05-09 Qiyang Han , Masaaki Imaizumi

Prediction intervals are a valuable way of quantifying uncertainty in regression problems. Good prediction intervals should be both correct, containing the actual value between the lower and upper bound at least a target percentage of the…

Machine Learning · Computer Science 2018-07-02 Dongqi Su , Ying Yin Ting , Jason Ansel

It is pointed out that the constraint to be imposed to the maximization of the entropy for processes outside the class of thermodynamical systems, is generally not well defined. In fact, any probability distribution can be derived from…

Statistical Mechanics · Physics 2009-11-10 Damian H. Zanette , Marcelo M. Montemurro

Anomaly detection is crucial in industrial applications for identifying rare and unseen patterns to ensure system reliability. Traditional models, trained on a single class of normal data, struggle with real-world distributions where normal…

Machine Learning · Statistics 2026-01-07 Jungi Lee , Jungkwon Kim , Chi Zhang , Sangmin Kim , Kwangsun Yoo , Seok-Joo Byun

A method of estimating the joint probability mass function of a pair of discrete random variables is described. This estimator is used to construct the conditional Shannon-R\'eyni-Tsallis entropies estimates. From there almost sure rates of…

Statistics Theory · Mathematics 2020-02-18 Ba Amadou Diadie , Lo Gane Samb

Nonnegative Boltzmann machines (NNBMs) are recurrent probabilistic neural network models that can describe multi-modal nonnegative data. NNBMs form rectified Gaussian distributions that appear in biological neural network models, positive…

Machine Learning · Statistics 2016-03-09 Muneki Yasuda

Real-world datasets exhibit imbalances of varying types and degrees. Several techniques based on re-weighting and margin adjustment of loss are often used to enhance the performance of neural networks, particularly on minority classes. In…

Machine Learning · Computer Science 2022-12-29 Harsh Rangwani , Sumukh K Aithal , Mayank Mishra , R. Venkatesh Babu

For numerous parameter and state estimation problems, assimilating new data as they become available can help produce accurate and fast inference of unknown quantities. While most existing algorithms for solving those kind of ill-posed…

Numerical Analysis · Mathematics 2022-07-28 Neil K. Chada , Marco A. Iglesias , Shuai Lu , Frank Werner

The framework of non-extensive statistical mechanics, proposed by Tsallis, has been used to describe a variety of systems. The non-extensive statistical mechanics is usually introduced in a formal way, using the maximization of entropy. In…

Statistical Mechanics · Physics 2016-02-17 Julius Ruseckas