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We consider the problem of parameter estimation in a Bayesian setting and propose a general lower-bound that includes part of the family of $f$-Divergences. The results are then applied to specific settings of interest and compared to other…

Information Theory · Computer Science 2022-05-19 Adrien Vandenbroucque , Amedeo Roberto Esposito , Michael Gastpar

We consider the effect of parametric uncertainty on properties of Linear Time Invariant systems. Traditional approaches to this problem determine the worst-case gains of the system over the uncertainty set. Whilst such approaches are…

Optimization and Control · Mathematics 2015-05-21 Giorgio Valmorbida , Dhruva Raman , James Anderson

We study in this paper lower bounds for the generalization error of models derived from multi-layer neural networks, in the regime where the size of the layers is commensurate with the number of samples in the training data. We show that…

Machine Learning · Statistics 2022-07-08 Inbar Seroussi , Ofer Zeitouni

In fiber-optic communications, evaluation of mutual information (MI) is still an open issue due to the unavailability of an exact and mathematically tractable channel model. Traditionally, lower bounds on MI are computed by approximating…

Information Theory · Computer Science 2024-01-25 Naga V. Irukulapati , Marco Secondini , Erik Agrell , Pontus Johannisson , Henk Wymeersch

The GPT-4 technical report suggests that downstream performance can be predicted from pre-training signals, but offers little methodological detail on how to quantify this. This work address this gap by modeling knowledge retention, the…

Overfitting data is a well-known phenomenon related with the generation of a model that mimics too closely (or exactly) a particular instance of data, and may therefore fail to predict future observations reliably. In practice, this…

Machine Learning · Statistics 2023-04-14 Matias Vera , Leonardo Rey Vega , Pablo Piantanida

In this manuscript we present a comparative study about the determination of the relaxation (\textit{i.e.}, independence) time scales obtained from the correlation function, the mutual information, and a criterion based on the evaluation of…

Statistical Mechanics · Physics 2009-03-12 Silvio M. Duarte Queiros

Dynamic nonlinear systems exhibit distortions arising from coupled static and dynamic effects. Their intertwined nature poses major challenges for data-driven modeling. This paper presents a theoretical framework grounded in structured…

Machine Learning · Computer Science 2025-09-23 Sri Satish Krishna Chaitanya Bulusu , Mikko Sillanpää

This paper concerns the study of optimal (supremum and infimum) uncertainty bounds for systems where the input (or prior) probability measure is only partially/imperfectly known (e.g., with only statistical moments and/or on a coarse…

Machine Learning · Computer Science 2023-01-02 Xingsheng Sun , Burigede Liu

We introduce a framework for uncertainty estimation that both describes and extends many existing methods. We consider typical hyperparameters involved in classical training as random variables and marginalise them out to capture various…

Machine Learning · Computer Science 2021-07-07 Francesco Farina , Lawrence Phillips , Nicola J Richmond

We define the entropic bounds, i.e minimal uncertainty for pairs of unitary testers in distinguishing between unitary transformations not unlike the well known entropic bounds for observables. We show that in the case of specific sets of…

Quantum Physics · Physics 2021-03-16 Jesni Shamsul Shaari , Stefano Mancini

Recent contrastive representation learning methods rely on estimating mutual information (MI) between multiple views of an underlying context. E.g., we can derive multiple views of a given image by applying data augmentation, or we can…

Machine Learning · Computer Science 2021-06-28 Alessandro Sordoni , Nouha Dziri , Hannes Schulz , Geoff Gordon , Phil Bachman , Remi Tachet

Mutual information (MI) is a useful information-theoretic measure to quantify the statistical dependence between two random variables: $X$ and $Y$. Often, we are interested in understanding how the dependence between $X$ and $Y$ in one set…

Information Theory · Computer Science 2025-07-22 Chetan Gohil , Oliver M Cliff , James M. Shine , Ben D. Fulcher , Joseph T. Lizier

We explore a supervised machine learning approach to estimate the entanglement entropy of multi-qubit systems from few experimental samples. We put a particular focus on estimating both aleatoric and epistemic uncertainty of the network's…

Quantum Physics · Physics 2024-01-04 Maximilian Rieger , Moritz Reh , Martin Gärttner

The uncertainty principle sets limit on our ability to predict the values of two incompatible observables measured on a quantum particle simultaneously. This principle can be stated in various forms. In quantum information theory, it is…

Quantum Physics · Physics 2018-09-27 H. Dolatkhah , S. Haseli , S. Salimi , S. A. Khorashad

In this paper we consider the statistical inference of the unknown parameter of an exponential distribution based on the time truncated data. The time truncated data occurs quite often in the reliability analysis for type-I or hybrid…

Applications · Statistics 2017-03-06 Arnab Koley , Debasis Kundu

Estimating mutual information from observed samples is a basic primitive, useful in several machine learning tasks including correlation mining, information bottleneck clustering, learning a Chow-Liu tree, and conditional independence…

Information Theory · Computer Science 2018-10-11 Weihao Gao , Sreeram Kannan , Sewoong Oh , Pramod Viswanath

Convergence bounds are one of the main tools to obtain information on the performance of a distributed machine learning task, before running the task itself. In this work, we perform a set of experiments to assess to which extent, and in…

Networking and Internet Architecture · Computer Science 2022-12-06 Francesco Malandrino , Carla Fabiana Chiasserini

Bayesian hierarchical models are frequently used in practical data analysis contexts. One interpretation of these models is that they provide an indirect way of assigning a prior for unknown parameters, through the introduction of…

Machine Learning · Statistics 2026-05-01 Brendon J. Brewer

We studied the mutual information between a stimulus and a large system consisting of stochastic, statistically independent elements that respond to a stimulus. The Mutual Information (MI) of the system saturates exponentially with system…

Statistical Mechanics · Physics 2009-11-07 Kukjin Kang , Haim Sompolinsky
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