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Models with intractable likelihood functions arise in areas including network analysis and spatial statistics, especially those involving Gibbs random fields. Posterior parameter es timation in these settings is termed a doubly-intractable…

Computation · Statistics 2018-10-16 Lampros Bouranis , Nial Friel , Florian Maire

Recent works have demonstrated a double descent phenomenon in over-parameterized learning. Although this phenomenon has been investigated by recent works, it has not been fully understood in theory. In this paper, we investigate the…

Statistics Theory · Mathematics 2023-10-11 Xuran Meng , Jianfeng Yao , Yuan Cao

Knowledge reduction of dynamic covering information systems involves with the time in practical situations. In this paper, we provide incremental approaches to computing the type-1 and type-2 characteristic matrices of dynamic coverings…

Information Theory · Computer Science 2023-11-30 Mingjie Cai

Variational dimensionality reduction methods are widely used for their accuracy, generative capabilities, and robustness. We introduce a unifying framework that generalizes both such as traditional and state-of-the-art methods. The…

Machine Learning · Computer Science 2025-09-04 Eslam Abdelaleem , Ilya Nemenman , K. Michael Martini

Binomial data with unknown sizes often appear in biological and medical sciences and are usually overdispersed. All previous methods used parametric models and only considered overdispersion due to the variation of sizes. The proposed…

Statistics Theory · Mathematics 2007-06-13 Wei Zhang

We derive information-theoretic lower bounds on the Bayes risk and generalization error of realizable machine learning models. In particular, we employ an analysis in which the rate-distortion function of the model parameters bounds the…

Machine Learning · Computer Science 2021-11-09 Matthew Nokleby , Ahmad Beirami

The rapid recent progress in machine learning (ML) has raised a number of scientific questions that challenge the longstanding dogma of the field. One of the most important riddles is the good empirical generalization of overparameterized…

Machine Learning · Statistics 2021-09-07 Yehuda Dar , Vidya Muthukumar , Richard G. Baraniuk

Temporal Difference (TD) algorithms are widely used in Deep Reinforcement Learning (RL). Their performance is heavily influenced by the size of the neural network. While in supervised learning, the regime of over-parameterization and its…

Machine Learning · Computer Science 2024-02-20 David Brellmann , Eloïse Berthier , David Filliat , Goran Frehse

This paper introduces an estimator of the relative directed distance between an estimated model and the true model, based on the Kulback-Leibler divergence and is motivated by the generalized information criterion proposed by Konishi and…

Methodology · Statistics 2014-03-06 Antonino Abbruzzo , Ivan Vujačić , Ernst Wit , Angelo M. Mineo

Neural networks have become a prominent approach to solve inverse problems in recent years. Amongst the different existing methods, the Deep Image/Inverse Priors (DIPs) technique is an unsupervised approach that optimizes a highly…

Machine Learning · Computer Science 2023-03-21 Nathan Buskulic , Yvain Quéau , Jalal Fadili

This paper presents the intrinsic limit determination algorithm (ILD Algorithm), a novel technique to determine the best possible performance, measured in terms of the AUC (area under the ROC curve) and accuracy, that can be obtained from a…

Machine Learning · Computer Science 2021-07-27 Umberto Michelucci , Michela Sperti , Dario Piga , Francesca Venturini , Marco A. Deriu

Factorized Information Criterion (FIC) is a recently developed information criterion, based on which a novel model selection methodology, namely Factorized Asymptotic Bayesian (FAB) Inference, has been developed and successfully applied to…

Machine Learning · Statistics 2015-07-02 Shaohua Li

We consider the problem of inferring the conditional independence graph (CIG) of a multivariate stationary dicrete-time Gaussian random process based on a finite length observation. Using information-theoretic methods, we derive a lower…

Statistics Theory · Mathematics 2014-03-06 Gabor Hannak , Alexander Jung , Norbert Goertz

The efficacy of family-based approaches to mixture model-based clustering and classification depends on the selection of parsimonious models. Current wisdom suggests the Bayesian information criterion (BIC) for mixture model selection.…

Methodology · Statistics 2013-11-12 Sakyajit Bhattacharya , Paul D. McNicholas

We study the law of the iterated logarithm (LIL) for the maximum likelihood estimation of the parameters (as a convex optimization problem) in the generalized linear models with independent or weakly dependent ($\rho$-mixing, $m$-dependent)…

Statistics Theory · Mathematics 2020-04-28 Xiaowei Yang , Shuang Song , Huiming Zhang

Motivated by the analysis of the distribution of university grades, which is usually asymmetric, we discuss two informative priors for the shape parameter of the skew-normal distribution, showing that they lead to closed-form…

Methodology · Statistics 2013-05-15 Antonio Canale , Bruno Scarpa

Epoch-wise double descent is the phenomenon where generalisation performance improves beyond the point of overfitting, resulting in a generalisation curve exhibiting two descents under the course of learning. Understanding the mechanisms…

Machine Learning · Statistics 2024-09-20 Amanda Olmin , Fredrik Lindsten

A fairly comprehensive analysis is presented for the gradient descent dynamics for training two-layer neural network models in the situation when the parameters in both layers are updated. General initialization schemes as well as general…

Machine Learning · Computer Science 2020-02-27 Weinan E , Chao Ma , Lei Wu

Model selection is a ubiquitous problem that arises in the application of many statistical and machine learning methods. In the likelihood and related settings, it is typical to use the method of information criteria (IC) to choose the most…

Statistics Theory · Mathematics 2024-08-13 Hien Duy Nguyen

We introduce a generalized information criterion that contains other well-known information criteria, such as Bayesian information Criterion (BIC) and Akaike information criterion (AIC), as special cases. Furthermore, the proposed spectral…

Methodology · Statistics 2023-08-21 L. Martino , R. San Millan-Castillo , E. Morgado