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We derive information-theoretic generalization bounds for supervised learning algorithms based on the information contained in predictions rather than in the output of the training algorithm. These bounds improve over the existing…

Machine Learning · Computer Science 2021-10-06 Hrayr Harutyunyan , Maxim Raginsky , Greg Ver Steeg , Aram Galstyan

Linear-probing hash tables have been classically believed to support insertions in time $\Theta(x^2)$, where $1 - 1/x$ is the load factor of the hash table. Recent work by Bender, Kuszmaul, and Kuszmaul (FOCS'21), however, has added a new…

Data Structures and Algorithms · Computer Science 2025-01-22 Mark Braverman , William Kuszmaul

This paper studies hypothesis testing and parameter estimation in the context of the divide and conquer algorithm. In a unified likelihood based framework, we propose new test statistics and point estimators obtained by aggregating various…

Statistics Theory · Mathematics 2015-09-21 Heather Battey , Jianqing Fan , Han Liu , Junwei Lu , Ziwei Zhu

In this paper, we develop a general machinery for finding explicit uniform probability and moment bounds on sub-additive positive functionals of random processes. Using the developed general technique, we derive uniform bounds on the…

Probability · Mathematics 2012-02-09 Alexander Goldenshluger , Oleg Lepski

The uncertainty principle sets a bound on our ability to predict the measurement outcomes of two incompatible observables which are measured on a quantum particle simultaneously. In quantum information theory, the uncertainty principle can…

Quantum Physics · Physics 2019-12-03 H. Dolatkhah , S. Haseli , S. Salimi , A. s. Khorashad

We consider information-theoretic bounds on expected generalization error for statistical learning problems in a networked setting. In this setting, there are $K$ nodes, each with its own independent dataset, and the models from each node…

Information Theory · Computer Science 2024-01-17 L. P. Barnes , Alex Dytso , H. V. Poor

Data-driven models are subject to model errors due to limited and noisy training data. Key to the application of such models in safety-critical domains is the quantification of their model error. Gaussian processes provide such a measure…

Machine Learning · Computer Science 2024-09-23 Armin Lederer , Jonas Umlauft , Sandra Hirche

We derive tight and computable bounds on the bias of statistical estimators, or more generally of quantities of interest, when evaluated on a baseline model P rather than on the typically unknown true model Q. Our proposed method combines…

Information Theory · Computer Science 2017-07-04 Konstantinos Gourgoulias , Markos A. Katsoulakis , Luc Rey-Bellet , Jie Wang

We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…

Machine Learning · Computer Science 2024-12-03 Maryam Aliakbarpour , Piotr Indyk , Ronitt Rubinfeld , Sandeep Silwal

We give an $O(\log^2 n)$-query algorithm for finding a Tarski fixed point over the $4$-dimensional lattice $[n]^4$, matching the $\Omega(\log^2 n)$ lower bound of [EPRY20]. Additionally, our algorithm yields an ${O(\log^{\lceil…

Computational Complexity · Computer Science 2026-04-02 Xi Chen , Yuhao Li , Mihalis Yannakakis

We consider the problem of reducing the dimensions of parameters and data in non-Gaussian Bayesian inference problems. Our goal is to identify an "informed" subspace of the parameters and an "informative" subspace of the data so that a…

Computation · Statistics 2022-07-19 Ricardo Baptista , Youssef Marzouk , Olivier Zahm

In this paper we analyze the necessary number of samples to estimate the gradient of any multidimensional smooth (possibly non-convex) function in a zero-order stochastic oracle model. In this model, an estimator has access to noisy values…

Machine Learning · Computer Science 2021-07-07 Abdulrahman Alabdulkareem , Jean Honorio

The aim of this paper is to provide several novel upper bounds on the excess risk with a primal focus on classification problems. We suggest two approaches and the obtained bounds are represented via the distribution dependent local…

Statistics Theory · Mathematics 2018-03-13 Nikita Zhivotovskiy

Based on the eigenvalue idea and the time-varying weighted vector norm in state space we construct here the lower and upper bounds on the solutions of uniformly asymptotically stable linear systems. We generalize the known results for the…

Classical Analysis and ODEs · Mathematics 2020-06-08 Robert Vrabel

Obtaining guarantees on the convergence of the minimizers of empirical risks to the ones of the true risk is a fundamental matter in statistical learning. Instead of deriving guarantees on the usual estimation error, the goal of this paper…

Statistics Theory · Mathematics 2024-09-12 Paul Escande

We consider the estimation of approximate factor models for time series data, where strong serial and cross-sectional correlations amongst the idiosyncratic component are present. This setting comes up naturally in many applications, but…

Methodology · Statistics 2019-12-10 Jiahe Lin , George Michailidis

We establish general conditions under which there exists uniform in time convergence between a stochastic process and its approximated system. These standardised conditions consist of a local in time estimate between the original and the…

Probability · Mathematics 2024-12-09 Katharina Schuh , Iain Souttar

Scientific fields such as insider-threat detection and highway-safety planning often lack sufficient amounts of time-series data to estimate statistical models for the purpose of scientific discovery. Moreover, the available limited data…

Machine Learning · Statistics 2018-03-16 Daniel Emaasit , Matthew Johnson

The problem of online prediction with sequential side information under logarithmic loss is studied, and general upper and lower bounds on the minimax regret incurred by the predictor is established. The upper bounds on the minimax regret…

Information Theory · Computer Science 2021-02-16 Alankrita Bhatt , Young-Han Kim

An information-theoretic framework is introduced to analyze last-layer embedding, focusing on learned representations for regression tasks. We define representation-rate and derive limits on the reliability with which input-output…

Information Theory · Computer Science 2026-05-27 Deborah Pereg , Michael Wand