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An important feature of kernel mean embeddings (KME) is that the rate of convergence of the empirical KME to the true distribution KME can be bounded independently of the dimension of the space, properties of the distribution and smoothness…

Statistics Theory · Mathematics 2025-04-17 Geoffrey Wolfer , Pierre Alquier

We construct a classifier which attains the rate of convergence $\log n/n$ under sparsity and margin assumptions. An approach close to the one met in approximation theory for the estimation of function is used to obtain this result. The…

Statistics Theory · Mathematics 2016-08-16 Guillaume Lecué

The problem of quantum state discrimination between two wave functions on a ring is considered. The optimal minimum-error probability is known to be given by the Helstrom bound. A new strategy is introduced by inserting either adiabatically…

Quantum Physics · Physics 2016-02-19 Bernhard K. Meister

In Bayesian inference, we seek to compute information about random variables such as moments or quantiles on the basis of {available data} and prior information. When the distribution of random variables is {intractable}, Monte Carlo (MC)…

Statistics Theory · Mathematics 2021-04-06 Alec Koppel , Amrit Singh Bedi , Brian M. Sadler , Victor Elvira

The imbalanced data classification remains a vital problem. The key is to find such methods that classify both the minority and majority class correctly. The paper presents the classifier ensemble for classifying binary, non-stationary and…

Computer Vision and Pattern Recognition · Computer Science 2021-02-02 Joanna Grzyb , Jakub Klikowski , Michał Woźniak

The large bulk of work in multiple testing has focused on specifying procedures that control the false discovery rate (FDR), with relatively less attention being paid to the corresponding Type II error known as the false non-discovery rate…

Statistics Theory · Mathematics 2020-05-11 Max Rabinovich , Michael I. Jordan , Martin J. Wainwright

This paper develops systematic approaches to obtain $f$-divergence inequalities, dealing with pairs of probability measures defined on arbitrary alphabets. Functional domination is one such approach, where special emphasis is placed on…

Information Theory · Computer Science 2016-12-06 Igal Sason , Sergio Verdú

This paper is focused on the moderate-deviations analysis of binary hypothesis testing. The analysis relies on a concentration inequality for discrete-parameter martingales with bounded jumps, where this inequality forms a refinement to the…

Information Theory · Computer Science 2016-11-17 Igal Sason

We introduce a divergence measure between data distributions based on operators in reproducing kernel Hilbert spaces defined by kernels. The empirical estimator of the divergence is computed using the eigenvalues of positive definite Gram…

Machine Learning · Computer Science 2023-05-31 Jhoan Keider Hoyos Osorio , Oscar Skean , Austin J. Brockmeier , Luis Gonzalo Sanchez Giraldo

Maximum approximate Bernstein likelihood estimates of the baseline density function and the regression coefficients in the proportional hazard regression models based on interval-censored event time data are proposed. This results in not…

Methodology · Statistics 2020-12-25 Zhong Guan

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

As the most fundamental problem in statistics, robust location estimation has many prominent solutions, such as the trimmed mean, Winsorized mean, Hodges Lehmann estimator, Huber M estimator, and median of means. Recent studies suggest that…

Statistics Theory · Mathematics 2024-09-12 Li Tuobang

Nonparametric estimation using uniform-width binning is a standard approach for evaluating the calibration performance of machine learning models. However, existing theoretical analyses of the bias induced by binning are limited to binary…

Machine Learning · Computer Science 2025-07-14 Masahiro Fujisawa , Futoshi Futami

The composite binary hypothesis testing problem within the Neyman-Pearson framework is considered. The goal is to maximize the expectation of a nonlinear function of the detection probability, integrated with respect to a given probability…

Statistics Theory · Mathematics 2025-05-26 Yanglei Song , Berkan Dulek , Sinan Gezici

Herding and kernel herding are deterministic methods of choosing samples which summarise a probability distribution. A related task is choosing samples for estimating integrals using Bayesian quadrature. We show that the criterion minimised…

Machine Learning · Computer Science 2016-07-15 Ferenc Huszar , David Duvenaud

Herding and kernel herding are deterministic methods of choosing samples which summarise a probability distribution. A related task is choosing samples for estimating integrals using Bayesian quadrature. We show that the criterion minimised…

Machine Learning · Statistics 2016-07-18 Ferenc Huszár , David Duvenaud

We prove new probabilistic upper bounds on generalization error of complex classifiers that are combinations of simple classifiers. Such combinations could be implemented by neural networks or by voting methods of combining the classifiers,…

Probability · Mathematics 2007-05-23 Vladimir Koltchinskii , Dmitry Panchenko

This paper considers estimation of sparse covariance matrices and establishes the optimal rate of convergence under a range of matrix operator norm and Bregman divergence losses. A major focus is on the derivation of a rate sharp minimax…

Statistics Theory · Mathematics 2013-02-14 T. Tony Cai , Harrison H. Zhou

The mathematical theory of reproducing kernel Hilbert spaces (RKHS) provides powerful tools for minimum variance estimation (MVE) problems. Here, we extend the classical RKHS based analysis of MVE in several directions. We develop a…

Statistics Theory · Mathematics 2013-11-27 Alexander Jung , Sebastian Schmutzhard , Franz Hlawatsch

In this paper, we consider Hybrid Mixed Networks (HMN) which are Hybrid Bayesian Networks that allow discrete deterministic information to be modeled explicitly in the form of constraints. We present two approximate inference algorithms for…

Artificial Intelligence · Computer Science 2012-07-09 Vibhav Gogate , Rina Dechter