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Many machine learning models appear to deploy effortlessly under distribution shift, and perform well on a target distribution that is considerably different from the training distribution. Yet, learning theory of distribution shift bounds…

Machine Learning · Computer Science 2024-05-30 Robi Bhattacharjee , Nick Rittler , Kamalika Chaudhuri

We study discrete distribution estimation under user-level local differential privacy (LDP). In user-level $\varepsilon$-LDP, each user has $m\ge1$ samples and the privacy of all $m$ samples must be preserved simultaneously. We resolve the…

Machine Learning · Computer Science 2022-11-08 Jayadev Acharya , Yuhan Liu , Ziteng Sun

In machine learning, the performance of a classifier depends on both the classifier model and the separability/complexity of datasets. To quantitatively measure the separability of datasets, we create an intrinsic measure -- the…

Machine Learning · Computer Science 2021-09-14 Shuyue Guan , Murray Loew

We consider systems of slow--fast diffusions with small noise in the slow component. We construct provably logarithmic asymptotically optimal importance schemes for the estimation of rare events based on the moderate deviations principle.…

Probability · Mathematics 2020-01-07 Matthew R. Morse , Konstantinos Spiliopoulos

Measuring divergence between two distributions is essential in machine learning and statistics and has various applications including binary classification, change point detection, and two-sample test. Furthermore, in the era of big data,…

We introduce a theoretical and practical framework for efficient importance sampling of mini-batch samples for gradient estimation from single and multiple probability distributions. To handle noisy gradients, our framework dynamically…

Machine Learning · Computer Science 2025-01-29 Corentin Salaün , Xingchang Huang , Iliyan Georgiev , Niloy J. Mitra , Gurprit Singh

This paper introduces a comprehensive framework for complex-valued probability measures and explores their novel applications in information theory and statistical analysis. We define a complex probability measure as a phase-modulated…

Information Theory · Computer Science 2026-03-16 Siang Cheng , Hejun Xu , Tianxiao Pang

Bias in datasets can be very detrimental for appropriate statistical estimation. In response to this problem, importance weighting methods have been developed to match any biased distribution to its corresponding target unbiased…

Machine Learning · Computer Science 2022-09-12 Antoine de Mathelin , Francois Deheeger , Mathilde Mougeot , Nicolas Vayatis

This paper introduces a new notion of dimensionality of probabilistic models from an information-theoretic view point. We call it the "descriptive dimension"(Ddim). We show that Ddim coincides with the number of independent parameters for…

Machine Learning · Computer Science 2019-10-28 Kenji Yamanishi

Data plays a pivotal role in the groundbreaking advancements in artificial intelligence. The quantitative analysis of data significantly contributes to model training, enhancing both the efficiency and quality of data utilization. However,…

Machine Learning · Computer Science 2025-08-21 Haoru Tan , Sitong Wu , Xiuzhe Wu , Wang Wang , Bo Zhao , Zeke Xie , Gui-Song Xia , Xiaojuan Qi

Given data with label noise (i.e., incorrect data), deep neural networks would gradually memorize the label noise and impair model performance. To relieve this issue, curriculum learning is proposed to improve model performance and…

Machine Learning · Computer Science 2022-08-23 Tingting Wu , Xiao Ding , Hao Zhang , Jinglong Gao , Li Du , Bing Qin , Ting Liu

The profile of a sample is the multiset of its symbol frequencies. We show that for samples of discrete distributions, profile entropy is a fundamental measure unifying the concepts of estimation, inference, and compression. Specifically,…

Machine Learning · Statistics 2020-02-27 Yi Hao , Alon Orlitsky

Subsampling from a large data set is useful in many supervised learning contexts to provide a global view of the data based on only a fraction of the observations. Diverse (or space-filling) subsampling is an appealing subsampling approach…

Methodology · Statistics 2023-11-27 Boyang Shang , Daniel W. Apley , Sanjay Mehrotra

Importance sampling is widely used to improve the efficiency of deep neural network (DNN) training by reducing the variance of gradient estimators. However, efficiently assessing the variance reduction relative to uniform sampling remains…

Machine Learning · Computer Science 2025-11-19 Takuro Kutsuna

Building on the remarkable achievements in generative sampling of natural images, we propose an innovative challenge, potentially overly ambitious, which involves generating samples of entire multivariate time series that resemble images.…

A common approach to statistical learning with big-data is to randomly split it among $m$ machines and learn the parameter of interest by averaging the $m$ individual estimates. In this paper, focusing on empirical risk minimization, or…

Machine Learning · Statistics 2016-06-14 Jonathan Rosenblatt , Boaz Nadler

Importance sampling is a Monte Carlo method which designs estimators of expectations under a target distribution using weighted samples from a proposal distribution. When the target distribution is complex, such as multimodal distributions…

Methodology · Statistics 2026-02-04 Anas Cherradi , Yazid Janati , Alain Durmus , Sylvain Le Corff , Yohan Petetin , Julien Stoehr

Modern computer vision algorithms often rely on very large training datasets. However, it is conceivable that a carefully selected subsample of the dataset is sufficient for training. In this paper, we propose a gradient-based importance…

Machine Learning · Computer Science 2018-12-03 Kailas Vodrahalli , Ke Li , Jitendra Malik

Mutual Information (MI) is an useful tool for the recognition of mutual dependence berween data sets. Differen methods for the estimation of MI have been developed when both data sets are discrete or when both data sets are continuous. The…

Applications · Statistics 2017-08-30 Miguel A. Ré , Guillermo G. Aguirre Varela

The problem of the estimation of relevance to a set of histograms generated by samples of a discrete time process is discussed on the base of the variational principles proposed in the previous paper [1]. Some conditions for dimension…

Optimization and Control · Mathematics 2018-05-28 M. A. Antonets