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Using entropic inequalities from information theory, we provide new bounds on the total variation and 2-Wasserstein distances between a conditionally Gaussian law and a Gaussian law with invertible covariance matrix. We apply our results to…

Probability · Mathematics 2025-06-04 Lucia Celli , Giovanni Peccati

We study the distribution of the {\it matrix product} $G_1 G_2 \cdots G_r$ of $r$ independent Gaussian matrices of various sizes, where $G_i$ is $d_{i-1} \times d_i$, and we denote $p = d_0$, $q = d_r$, and require $d_1 = d_{r-1}$. Here the…

Probability · Mathematics 2021-08-24 Yi Li , David P. Woodruff

We study the distribution of a fully connected neural network with random Gaussian weights and biases in which the hidden layer widths are proportional to a large constant $n$. Under mild assumptions on the non-linearity, we obtain…

Machine Learning · Computer Science 2024-06-18 Stefano Favaro , Boris Hanin , Domenico Marinucci , Ivan Nourdin , Giovanni Peccati

We present some new and explicit error bounds for the approximation of distributions. The approximation error is quantified by the maximal density ratio of the distribution $Q$ to be approximated and its proxy $P$. This non-symmetric…

Statistics Theory · Mathematics 2022-09-02 Lutz Duembgen , Richard Samworth , Jon Wellner

We explore asymptotically optimal bounds for deviations of Bernoulli convolutions from the Poisson limit in terms of the Shannon relative entropy and the Pearson $\chi^2$-distance. The results are based on proper non-uniform estimates for…

Probability · Mathematics 2019-08-13 S. G. Bobkov , G. P. Chistyakov , F. Götze

Let $\theta_0,\theta_1 \in \mathbb{R}^d$ be the population risk minimizers associated to some loss $\ell:\mathbb{R}^d\times \mathcal{Z}\to\mathbb{R}$ and two distributions $\mathbb{P}_0,\mathbb{P}_1$ on $\mathcal{Z}$. The models…

Statistics Theory · Mathematics 2021-07-13 Dmitrii M. Ostrovskii , Mohamed Ndaoud , Adel Javanmard , Meisam Razaviyayn

We obtain explicit $p$-Wasserstein distance error bounds between the distribution of the multi-parameter MLE and the multivariate normal distribution. Our general bounds are given for possibly high-dimensional, independent and identically…

Statistics Theory · Mathematics 2021-12-28 Andreas Anastasiou , Robert E. Gaunt

Given an intractable distribution $p$, the problem of variational inference (VI) is to find the best approximation from some more tractable family $Q$. Commonly, one chooses $Q$ to be a family of factorized distributions (i.e., the…

Machine Learning · Statistics 2025-10-21 Charles C. Margossian , Loucas Pillaud-Vivien , Lawrence K. Saul

We provide optimal lower bounds for two well-known parameter estimation (also known as statistical estimation) tasks in high dimensions with approximate differential privacy. First, we prove that for any $\alpha \le O(1)$, estimating the…

Statistics Theory · Mathematics 2024-01-05 Shyam Narayanan

Finite precision approximations of discrete probability distributions are considered, applicable for distribution synthesis, e.g., probabilistic shaping. Two algorithms are presented that find the optimal $M$-type approximation $Q$ of a…

Information Theory · Computer Science 2017-05-08 Georg Böcherer , Bernhard C. Geiger

We explore asymptotically optimal bounds for deviations of distributions of independent Bernoulli random variables from the Poisson limit in terms of the Shannon relative entropy and R\'enyi/Tsallis relative distances (including Pearson's…

Probability · Mathematics 2019-08-15 S. G. Bobkov , G. P. Chistyakov , F. Götze

Generalization error bounds are essential to understanding machine learning algorithms. This paper presents novel expected generalization error upper bounds based on the average joint distribution between the output hypothesis and each…

Information Theory · Computer Science 2022-02-25 Gholamali Aminian , Yuheng Bu , Gregory Wornell , Miguel Rodrigues

We introduce the concept of average best $m$-term approximation widths with respect to a probability measure on the unit ball of $\ell_p^n$. We estimate these quantities for the embedding $id:\ell_p^n\to\ell_q^n$ with $0<p\le q\le \infty$…

Functional Analysis · Mathematics 2012-01-04 Jan Vybíral

We use a map to quantum error-correcting codes and a subspace projection to get lower bounds for minimal homological distances in a tensor product of two chain complexes of vector spaces over a finite field. Homology groups of such a…

Quantum Physics · Physics 2021-06-28 Weilei Zeng , Leonid P. Pryadko

We introduce the concept of boundariness capturing the most efficient way of expressing a given element of a convex set as a probability mixture of its boundary elements. In other words, this number measures (without the need of any…

Quantum Physics · Physics 2014-09-01 Erkka Haapasalo , Michal Sedlak , Mario Ziman

Total variation (TV) denoising is a nonparametric smoothing method that has good properties for preserving sharp edges and contours in objects with spatial structures like natural images. The estimate is sparse in the sense that TV…

Methodology · Statistics 2016-05-06 Sylvain Sardy , Hatef Monajemi

Given a sequence of samples $x_1, \dots , x_k$ promised to be drawn from one of two distributions $X_0, X_1$, a well-studied problem in statistics is to decide $\textit{which}$ distribution the samples are from. Information theoretically,…

Cryptography and Security · Computer Science 2025-10-29 Cassandra Marcussen , Aaron Putterman , Salil Vadhan

This paper studies distance estimation for diffusive molecular communication. The Cramer-Rao lower bound on the variance of the distance estimation error is derived. The lower bound is derived for a physically unbounded environment with…

Information Theory · Computer Science 2015-11-20 Adam Noel , Karen C. Cheung , Robert Schober

Different types of two- and three-dimensional representations of a finite metric space are studied that focus on the accurate representation of the linear order among the distances rather than their actual values. Lower and upper bounds for…

Combinatorics · Mathematics 2007-05-23 Jobst Heitzig

We study the problem of learning a tree Ising model from samples such that subsequent predictions made using the model are accurate. The prediction task considered in this paper is that of predicting the values of a subset of variables…

Statistics Theory · Mathematics 2018-06-15 Guy Bresler , Mina Karzand