Related papers: A Cram\'er-Rao Type Bound for Bayesian Risk with B…
We establish nonuniform Berry-Esseen bounds for martingales under the conditional Bernstein condition. These bounds imply Cram\'er type large deviations for moderate $x$'s, and are of exponential decay rate as de la Pe\~na's inequality when…
This paper considers the quantification of the prediction performance in Gaussian process regression. The standard approach is to base the prediction error bars on the theoretical predictive variance, which is a lower bound on the mean…
Purpose: To develop neural network (NN)-based quantitative MRI parameter estimators with minimal bias and a variance close to the Cram\'er-Rao bound. Theory and Methods: We generalize the mean squared error loss to control the bias and…
In multiparameter quantum metrology, the weighted-arithmetic-mean error of estimation is often used as a scalar cost function to be minimized during design optimization. However, other types of mean error can reveal different facets of…
A loss function measures the discrepancy between the true values and their estimated fits, for a given instance of data. In classification problems, a loss function is said to be proper if a minimizer of the expected loss is the true…
The paper introduces scaled Bregman distances of probability distributions which admit non-uniform contributions of observed events. They are introduced in a general form covering not only the distances of discrete and continuous stochastic…
Established approaches to obtain generalization bounds in data-driven optimization and machine learning mostly build on solutions from empirical risk minimization (ERM), which depend crucially on the functional complexity of the hypothesis…
Van Trees inequality, also known as the Bayesian Cram\'er-Rao lower bound, is a powerful tool for establishing lower bounds for minimax estimation through Fisher information. It easily adapts to different statistical models and often yields…
Several inequalities are presented which, in part, generalize inequalities by Weinstein and Weiss, giving rise to new lower bounds for the Bayes risk under squared error loss.
Adversarial robustness of machine learning models is critical to ensuring reliable performance under data perturbations. Recent progress has been on point estimators, and this paper considers distributional predictors. First, using the link…
We analyze the best achievable performance of Bayesian learning under generative models by defining and upper-bounding the minimum excess risk (MER): the gap between the minimum expected loss attainable by learning from data and the minimum…
Information geometry describes a framework where probability densities can be viewed as differential geometry structures. This approach has shown that the geometry in the space of probability distributions that are parameterized by their…
This paper studies a problem of Bayesian parameter estimation for a sequence of scaled counting processes whose weak limit is a Brownian motion with an unknown drift. The main result of the paper is that the limit of the posterior…
A Cram\'er-type moderate deviation theorem quantifies the relative error of the tail probability approximation. It provides theoretical justification when the limiting tail probability can be used to estimate the tail probability under…
In this paper, we present new high-probability PAC-Bayes bounds for different types of losses. Firstly, for losses with a bounded range, we recover a strengthened version of Catoni's bound that holds uniformly for all parameter values. This…
We introduce a modified version of the excess risk, which can be used to obtain tighter, fast-rate PAC-Bayesian generalisation bounds. This modified excess risk leverages information about the relative hardness of data examples to reduce…
Already since the work by Abbe and Rayleigh the difficulty of super resolution where one wants to recover a collection of point sources from low-resolved microscopy measurements is thought to be dependent on whether the distance between the…
This is a tutorial aimed at illustrating some recent developments in quantum parameter estimation beyond the Cram\`er-Rao bound, as well as their applications in quantum metrology. Our starting point is the observation that there are…
We consider Bayesian shrinkage predictions for the Normal regression problem under the frequentist Kullback-Leibler risk function. Firstly, we consider the multivariate Normal model with an unknown mean and a known covariance. While the…
Bayesian Optimization (BO) is a data-driven strategy for minimizing/maximizing black-box functions based on probabilistic surrogate models. In the presence of safety constraints, the performance of BO crucially relies on tight probabilistic…