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For martingales with a wide range of integrability, we will quantify the rate of convergence of the central limit theorem via Wasserstein distances of order $r$, $1\le r\le 3$. Our bounds are in terms of Lyapunov's coefficients and the…

Probability · Mathematics 2024-07-25 Xiaoqin Guo

The correlation distance quantifies the statistical independence of two classical or quantum systems, via the distance from their joint state to the product of the marginal states. Tight lower bounds are given for the mutual information…

Quantum Physics · Physics 2013-09-23 Michael J. W. Hall

We establish optimal Statistical Query (SQ) lower bounds for robustly learning certain families of discrete high-dimensional distributions. In particular, we show that no efficient SQ algorithm with access to an $\epsilon$-corrupted binary…

Data Structures and Algorithms · Computer Science 2022-06-10 Ilias Diakonikolas , Daniel M. Kane , Yuxin Sun

We characterize the fundamental limits of high-dimensional mean testing under arbitrary truncation, where samples are drawn from the conditional distribution $P(\cdot \mid S)$ for an unknown truncation set $S$ that may hide up to an…

Machine Learning · Statistics 2026-05-05 Yuhao Wang , Roberto Imbuzeiro Oliveira , Themis Gouleakis

An important tool to quantify the likeness of two probability measures are f-divergences, which have seen widespread application in statistics and information theory. An example is the total variation, which plays an exceptional role among…

Probability · Mathematics 2009-03-11 Jochen Bröcker

In Bayesian inference, a widespread technique to compute integrals against a high-dimensional posterior is to use a Gaussian proxy to the posterior known as the Laplace approximation. We address the question of accuracy of the approximation…

Statistics Theory · Mathematics 2024-06-07 Anya Katsevich

The goal of quantum channel discrimination and estimation is to determine the identity of an unknown channel from a discrete or continuous set, respectively. The query complexity of these tasks is equal to the minimum number of times one…

Quantum Physics · Physics 2026-02-25 Zixin Huang , Johannes Jakob Meyer , Theshani Nuradha , Mark M. Wilde

We determine a fundamental upper bound on the performance of any adaptive protocol for discrimination or estimation of a channel which has an unknown parameter encoded in the state of its environment. Since our approach relies on the…

Quantum Physics · Physics 2016-11-29 Masahiro Takeoka , Mark M. Wilde

Split conformal prediction provides finite-sample marginal coverage under exchangeability, but this guarantee averages over the random calibration sample. We study instead the law of the calibration-conditional coverage induced by a…

Machine Learning · Statistics 2026-05-20 Thiago R. Ramos , Helton Graziadei , Luben M. C. Cabezas

We correct claims about lower bounds on mutual information (MI) between real-valued random variables made in A. Kraskov {\it et al.}, Phys. Rev. E {\bf 69}, 066138 (2004). We show that non-trivial lower bounds on MI in terms of linear…

Data Analysis, Statistics and Probability · Physics 2013-05-29 David V. Foster , Peter Grassberger

We consider the joint source-channel coding problem of sending a Gaussian source on a K-user Gaussian broadcast channel with bandwidth mismatch. A new outer bound to the achievable distortion region is derived using the technique of…

Information Theory · Computer Science 2010-11-22 Chao Tian , Suhas Diggavi , Shlomo Shamai

We extend the celebrated Stone's theorem to the framework of distributional regression. More precisely, we prove that weighted empirical distribution with local probability weights satisfying the conditions of Stone's theorem provide…

Statistics Theory · Mathematics 2023-02-03 Clément Dombry , Thibault Modeste , Romain Pic

Neural Temporal Difference (TD) Learning is an approximate temporal difference method for policy evaluation that uses a neural network for function approximation. Analysis of Neural TD Learning has proven to be challenging. In this paper we…

Machine Learning · Computer Science 2023-12-12 Haoxing Tian , Ioannis Ch. Paschalidis , Alex Olshevsky

We generalize the Jensen-Shannon divergence by considering a variational definition with respect to a generic mean extending thereby the notion of Sibson's information radius. The variational definition applies to any arbitrary distance and…

Information Theory · Computer Science 2021-04-16 Frank Nielsen

Variational Optimization forms a differentiable upper bound on an objective. We show that approaches such as Natural Evolution Strategies and Gaussian Perturbation, are special cases of Variational Optimization in which the expectations are…

Machine Learning · Statistics 2018-09-14 Thomas Bird , Julius Kunze , David Barber

This work presents an upper-bound to value that the Kullback-Leibler (KL) divergence can reach for a class of probability distributions called quantum distributions (QD). The aim is to find a distribution $U$ which maximizes the KL…

Machine Learning · Computer Science 2020-12-11 Vincenzo Bonnici

We consider the approximation of a convolution of possibly different probability measures by (compound) Poisson distributions and also by related signed measures of higher order. We present new total variation bounds having a better…

Probability · Mathematics 2017-03-08 Bero Roos

Transformation-invariant analysis of signals often requires the computation of the distance from a test pattern to a transformation manifold. In particular, the estimation of the distances between a transformed query signal and several…

Computer Vision and Pattern Recognition · Computer Science 2011-12-26 Elif Vural , Pascal Frossard

We study the Wasserstein distance of order 1 between the empirical distribution and the marginal distribution of stationary $\alpha$-dependent sequences. We prove some moments inequalities of order p for any p $\ge$ 1, and we give some…

Probability · Mathematics 2015-03-03 Jérôme Dedecker , Florence Merlevède

In this paper, we propose Total Variation Regularized Tensor-on-scalar Regression(TVTR), a novel method for estimating the association between a tensor outcome (a one dimensional or multidimensional array) and scalar predictors. While the…

Methodology · Statistics 2018-12-11 Ying Liu , Bowei Yan , Kathleen Merikangas , Haochang Shou