Related papers: Generalized bounds for active subspaces
Generalization bounds which assess the difference between the true risk and the empirical risk, have been studied extensively. However, to obtain bounds, current techniques use strict assumptions such as a uniformly bounded or a Lipschitz…
We use Lyapunov-like functions and convex optimization to propagate uncertainty in the initial condition of nonlinear systems governed by ordinary differential equations. We consider the full nonlinear dynamics without approximation,…
Deep neural networks often contain far more parameters than training examples, yet they still manage to generalize well in practice. Classical complexity measures such as VC-dimension or PAC-Bayes bounds usually become vacuous in this…
Function approximation and recovery via some sampled data have long been studied in a wide array of applied mathematics and statistics fields. Analytic tools, such as the Poincar\'e inequality, have been handy for estimating the…
The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…
In most practical applications such as recommendation systems, display advertising, and so forth, the collected data often contains missing values and those missing values are generally missing-not-at-random, which deteriorates the…
Variational inference has become an increasingly attractive fast alternative to Markov chain Monte Carlo methods for approximate Bayesian inference. However, a major obstacle to the widespread use of variational methods is the lack of…
We introduce and explore a new concept of evasive subspace with respect to a collection of subspaces sharing a common dimension, most notably partial spreads. We show that this concept generalises known notions of subspace scatteredness and…
A seminal open question of Pisier and Mendel--Naor asks whether every degree-regular graph which satisfies the classical discrete Poincar\'e inequality for scalar functions, also satisfies an analogous inequality for functions taking values…
We prove a sharp upper bound on convex domains, in terms of the diameter alone, of the best constant in a class of weighted Poincar\'e inequalities. The key point is the study of an optimal weighted Wirtinger inequality.
Multiple importance sampling estimators are widely used for computing intractable constants due to its reliability and robustness. The celebrated balance heuristic estimator belongs to this class of methods and has proved very successful in…
We establish the existence of weak solutions of a nonlinear radiation-type boundary value problem for elliptic equation on divergence form with discontinuous leading coefficient. Quantitative estimates play a crucial role on the real…
In this paper, we address the probabilistic error quantification of a general class of prediction methods. We consider a given prediction model and show how to obtain, through a sample-based approach, a probabilistic upper bound on the…
Understanding generalization is crucial to confidently engineer and deploy machine learning models, especially when deployment implies a shift in the data domain. For such domain adaptation problems, we seek generalization bounds which are…
We consider the problem of parameter estimation in dynamic systems described by ordinary differential equations. A review of the existing literature emphasizes the need for deterministic global optimization methods due to the nonconvex…
Nonlinear Poincar\'e inequalities are indispensable tools in the study of dimension reduction and low-distortion embeddings of graphs into metric spaces, and have found remarkable algorithmic applications. A basic open problem, posed by Jon…
We show that the Ornstein-Uhlenbeck semigroup associated with a general Poisson random measure is hypercontractive, whenever it is restricted to non-increasing mappings on configuration spaces. We deduce from this result some versions of…
In applied probability, the normal approximation is often used for the distribution of data with assumed additive structure. This tradition is based on the central limit theorem for sums of (independent) random variables. However, it is…
This paper extends the idea of a generalized estimator for a scalar parameter (Vos, 2022) to multi-dimensional parameters both with and without nuisance parameters. The title reflects the fact that generalized estimators provide more than…
We generalize Minami's estimate for the Anderson model and its extensions to $n$ eigenvalues, allowing for $n$ arbitrary intervals and arbitrary single-site probability measures with no atoms. As an application, we derive new results about…