Related papers: Optimal Rate-Exponent Region for a Class of Hypoth…
Let $(Y,X_1,...,X_m)$ be a random vector. It is desired to predict $Y$ based on $(X_1,...,X_m)$. Examples of prediction methods are regression, classification using logistic regression or separating hyperplanes, and so on. We consider the…
Consider the task of learning a hypothesis class $\mathcal{H}$ in the presence of an adversary that can replace up to an $\eta$ fraction of the examples in the training set with arbitrary adversarial examples. The adversary aims to fail the…
This paper considers testing a covariance matrix $\Sigma$ in the high dimensional setting where the dimension $p$ can be comparable or much larger than the sample size $n$. The problem of testing the hypothesis $H_0:\Sigma=\Sigma_0$ for a…
We study a class of hypothesis testing problems in which, upon observing the realization of an $n$-dimensional Gaussian vector, one has to decide whether the vector was drawn from a standard normal distribution or, alternatively, whether…
This paper establishes the exact strong converse exponent of the soft covering problem in the classical setting. This exponent characterizes the slowest achievable convergence speed of the total variation to one when a code of rate below…
This paper develops upper and lower bounds for the probability of Boolean expressions by treating multiple occurrences of variables as independent and assigning them new individual probabilities. Our technique generalizes and extends the…
The following anticoncentration property is proved. The probability that the $k$-order statistic of an arbitrarily correlated jointly Gaussian random vector $X$ with unit variance components lies within an interval of length $\varepsilon$…
In the field of reinforcement learning there has been recent progress towards safety and high-confidence bounds on policy performance. However, to our knowledge, no practical methods exist for determining high-confidence policy performance…
We study the following problem: Given a variable of interest, we would like to find a best linear predictor for it by choosing a subset of $k$ relevant variables obeying a matroid constraint. This problem is a natural generalization of…
We revisit resampling procedures for error estimation in binary classification in terms of U-statistics. In particular, we exploit the fact that the error rate estimator involving all learning-testing splits is a U-statistic. Thus, it has…
A new computationally efficient dependence measure, and an adaptive statistical test of independence, are proposed. The dependence measure is the difference between analytic embeddings of the joint distribution and the product of the…
We study the performance limits of state-dependent discrete memoryless channels with a discrete state available at both the encoder and the decoder. We establish the epsilon-capacity as well as necessary and sufficient conditions for the…
Suppose that we have two training sequences generated by parametrized distributions $P_{\theta^*}$ and $P_{\xi^*}$, where $\theta^*$ and $\xi^*$ are unknown true parameters. Given training sequences, we study the problem of classifying…
We study prediction and estimation problems using empirical risk minimization, relative to a general convex loss function. We obtain sharp error rates even when concentration is false or is very restricted, for example, in heavy-tailed…
The detection of hidden two-dimensional Gauss-Markov random fields using sensor networks is considered. Under a conditional autoregressive model, the error exponent for the Neyman-Pearson detector satisfying a fixed level constraint is…
For a discrete memoryless channel with finite input and output alphabets, we prove convergence of a parametric family of iterative computations of the optimal correct-decoding exponent. The exponent, as a function of communication rate, is…
The classical binary hypothesis testing problem is revisited. We notice that when one of the hypotheses is composite, there is an inherent difficulty in defining an optimality criterion that is both informative and well-justified. For…
A common challenge across all areas of machine learning is that training data is not distributed like test data, due to natural shifts, "blind spots," or adversarial examples; such test examples are referred to as out-of-distribution (OOD)…
This paper characterizes the second-order coding rates for lossy source coding with side information available at both the encoder and the decoder. We first provide non-asymptotic bounds for this problem and then specialize the…
We obtain robust and computationally efficient estimators for learning several linear models that achieve statistically optimal convergence rate under minimal distributional assumptions. Concretely, we assume our data is drawn from a…