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In many settings, such as scientific inference, optimization, and transfer learning, the learner has a well-defined objective, which can be treated as estimation of a target parameter, and no intrinsic interest in characterizing the entire…

Machine Learning · Computer Science 2025-07-23 Sabina J. Sloman , Ayush Bharti , Julien Martinelli , Samuel Kaski

Selective classification enhances the reliability of predictive models by allowing them to abstain from making uncertain predictions. In this work, we revisit the design of optimal selection functions through the lens of the Neyman--Pearson…

Machine Learning · Computer Science 2026-03-04 Alvin Heng , Harold Soh

This paper re-examines the use of response time to infer problem complexity. It revisits a canonical Wald model of optimal stopping, taking signal-to-noise ratio as a measure of problem complexity. While choice quality is monotone in…

Theoretical Economics · Economics 2024-06-19 Duarte Gonçalves

We consider decision-making under incomplete information about an unknown state of nature. We show that a decision problem yields a higher value of information than another, uniformly across information structures, if and only if it is…

Optimization and Control · Mathematics 2026-03-16 Michel de Lara

The information ratio offers an approach to assessing the efficacy with which an agent balances between exploration and exploitation. Originally, this was defined to be the ratio between squared expected regret and the mutual information…

Machine Learning · Computer Science 2021-02-19 Adithya M. Devraj , Benjamin Van Roy , Kuang Xu

In this article we study a class of parameters with the so-called `mixed bias property'. For parameters with this property, the bias of the semiparametric efficient one step estimator is equal to the mean of the product of the estimation…

Statistics Theory · Mathematics 2019-05-07 Andrea Rotnitzky , Ezequiel Smucler , James M. Robins

The possibility of strong biases in a multicomponent Maximum Likelihood fits with component-dependent templates has been demonstrated in some toy problems. We discuss here in detail a problem of practical interest, particle identification…

Data Analysis, Statistics and Probability · Physics 2017-08-23 P. Catastini , G. Punzi

To maximize average information gain for a classical measurement, all outcomes of an observation must be equally likely. The condition of equally likely outcomes may be enforced in quantum theory by ensuring that one's state $\rho$ is…

Quantum Physics · Physics 2012-01-17 Joshua Combes , Howard M. Wiseman

Many recent methods for unsupervised or self-supervised representation learning train feature extractors by maximizing an estimate of the mutual information (MI) between different views of the data. This comes with several immediate…

Machine Learning · Computer Science 2020-01-24 Michael Tschannen , Josip Djolonga , Paul K. Rubenstein , Sylvain Gelly , Mario Lucic

We consider adaptive decision-making problems where an agent optimizes a cumulative performance objective by repeatedly choosing among a finite set of options. Compared to the classical prediction-with-expert-advice set-up, we consider…

Machine Learning · Computer Science 2023-04-10 Michael Muehlebach

Finding the most probable explanation for observed variables in a Bayesian network is a notoriously intractable problem, particularly if there are hidden variables in the network. In this paper we examine the complexity of a related…

Computational Complexity · Computer Science 2018-12-12 Johan Kwisthout

The traditional maximum likelihood estimator (MLE) is often of limited use in complex high-dimensional data due to the intractability of the underlying likelihood function. Maximum composite likelihood estimation (McLE) avoids full…

Methodology · Statistics 2015-02-18 Davide Ferrari , Guoqi Qian

Despite the potential impact of explanations on decision making, there is a lack of research on quantifying their effect on users' choices. This paper presents an experimental protocol for measuring the degree to which positively or…

Human-Computer Interaction · Computer Science 2023-03-17 Krisztian Balog , Filip Radlinski , Andrey Petrov

This essay looks at decision-making with interval-valued probability measures. Existing decision methods have either supplemented expected utility methods with additional criteria of optimality, or have attempted to supplement the…

Artificial Intelligence · Computer Science 2013-04-15 Ronald P. Loui

Maximum entropy estimation is of broad interest for inferring properties of systems across many different disciplines. In this work, we significantly extend a technique we previously introduced for estimating the maximum entropy of a set of…

Data Analysis, Statistics and Probability · Physics 2016-01-05 Elliot A. Martin , Jaroslav Hlinka , Alexander Meinke , Filip Děchtěrenko , Jörn Davidsen

Decomposing knowledge into interchangeable pieces promises a generalization advantage when there are changes in distribution. A learning agent interacting with its environment is likely to be faced with situations requiring novel…

Machine Learning · Computer Science 2021-05-20 Kanika Madan , Nan Rosemary Ke , Anirudh Goyal , Bernhard Schölkopf , Yoshua Bengio

Accurate inference on a scalar interest parameter in the presence of a nuisance parameter may be obtained using an adjusted version of the signed root likelihood ratio statistic, in particular Barndorff-Nielsen's $R^*$ statistic. The…

Statistics Theory · Mathematics 2015-03-20 Thomas J. DiCiccio , Todd A. Kuffner , G. Alastair Young

We show on theoretical grounds that, even in the presence of noise, probabilistic measurement strategies (which have a certain probability of failure or abstention) can provide, upon a heralded successful outcome, estimates with a precision…

Quantum Physics · Physics 2016-10-27 J. Calsamiglia , B. Gendra , R. Munoz-Tapia , E. Bagan

Observations on the past provide some hints about what will happen in the future, and this can be quantified using information theory. The ``predictive information'' defined in this way has connections to measures of complexity that have…

Statistical Mechanics · Physics 2007-05-23 William Bialek , Naftali Tishby

With recent advances in high throughput technology, researchers often find themselves running a large number of hypothesis tests (thousands+) and esti- mating a large number of effect-sizes. Generally there is particular interest in those…

Machine Learning · Statistics 2013-11-18 Noah Simon , Richard Simon