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In regular statistical models, the leave-one-out cross-validation is asymptotically equivalent to the Akaike information criterion. However, since many learning machines are singular statistical models, the asymptotic behavior of the…

Machine Learning · Computer Science 2010-10-15 Sumio Watanabe

Information criteria, such as Akaike's information criterion and Bayesian information criterion are often applied in model selection. However, their asymptotic behaviors for selecting geostatistical regression models have not been well…

Statistics Theory · Mathematics 2014-12-03 Chih-Hao Chang , Hsin-Cheng Huang , Ching-Kang Ing

We investigate the in-distribution generalization of machine learning algorithms. We depart from traditional complexity-based approaches by analyzing information-theoretic bounds that quantify the dependence between a learning algorithm and…

Machine Learning · Statistics 2024-08-27 Borja Rodríguez-Gálvez , Ragnar Thobaben , Mikael Skoglund

Motivated by applications to group synchronization and quadratic assignment on random data, we study a general problem of Bayesian inference of an unknown ``signal'' belonging to a high-dimensional compact group, given noisy pairwise…

Statistics Theory · Mathematics 2025-12-23 Kaylee Y. Yang , Timothy L. H. Wee , Zhou Fan

In this paper, the method of gaps, a technique for deriving closed-form expressions in terms of information measures for the generalization error of supervised machine learning algorithms is introduced. The method relies on the notion of…

Machine Learning · Computer Science 2026-01-01 Samir M. Perlaza , Xinying Zou

Gibbs sampling is a Markov Chain Monte Carlo (MCMC) method often used in Bayesian learning. MCMC methods can be difficult to deploy on parallel and distributed systems due to their inherently sequential nature. We study asynchronous Gibbs…

Computation · Statistics 2020-03-03 Alexander Terenin , Daniel Simpson , David Draper

This article focuses on Bayesian estimation of a hierarchical linear model (HLM) from incomplete data assumed missing at random where continuous covariates C and discrete categorical covariates $D$ have interaction effects on a continuous…

Methodology · Statistics 2025-02-12 Dongho Shin , Yongyun Shin

The problem of joint estimation of multiple graphical models from high dimensional data has been studied in the statistics and machine learning literature, due to its importance in diverse fields including molecular biology, neuroscience…

Methodology · Statistics 2019-07-04 Peyman Jalali , Kshitij Khare , George Michailidis

The ability of machine learning (ML) algorithms to generalize well to unseen data has been studied through the lens of information theory, by bounding the generalization error with the input-output mutual information (MI), i.e., the MI…

Machine Learning · Statistics 2024-06-07 Kimia Nadjahi , Kristjan Greenewald , Rickard Brüel Gabrielsson , Justin Solomon

We provide an exact characterization of the expected generalization error (gen-error) for semi-supervised learning (SSL) with pseudo-labeling via the Gibbs algorithm. The gen-error is expressed in terms of the symmetrized KL information…

Information Theory · Computer Science 2023-06-16 Haiyun He , Gholamali Aminian , Yuheng Bu , Miguel Rodrigues , Vincent Y. F. Tan

We incorporate into the empirical measure the auxiliary information given by a finite collection of expectation in an optimal information geometry way. This allows to unify several methods exploiting a side information and to uniquely…

Statistics Theory · Mathematics 2021-07-02 Sofiane Arradi-Alaoui

Information theoretic leakage metrics quantify the amount of information about a private random variable $X$ that is leaked through a correlated revealed variable $Y$. They can be used to evaluate the privacy of a system in which an…

Information Theory · Computer Science 2025-05-15 Sophie Taylor , Praneeth Kumar Vippathalla , Justin P. Coon

Many practical studies rely on hypothesis testing procedures applied to data sets with missing information. An important part of the analysis is to determine the impact of the missing data on the performance of the test, and this can be…

Methodology · Statistics 2011-02-15 Dan L. Nicolae , Xiao-Li Meng , Augustine Kong

Since its introduction, the partial information decomposition (PID) has emerged as a powerful, information-theoretic technique useful for studying the structure of (potentially higher-order) interactions in complex systems. Despite its…

Information Theory · Computer Science 2023-12-11 Thomas F. Varley

The proof of information inequalities and identities under linear constraints on the information measures is an important problem in information theory. For this purpose, ITIP and other variant algorithms have been developed and…

Information Theory · Computer Science 2024-01-29 Laigang Guo , Raymond W. Yeung , Xiao-Shan Gao

The generalization error of a learning algorithm refers to the discrepancy between the loss of a learning algorithm on training data and that on unseen testing data. Various information-theoretic bounds on the generalization error have been…

Information Theory · Computer Science 2025-06-24 Xuetong Wu , Jonathan H. Manton , Uwe Aickelin , Jingge Zhu

In this paper, we study sampling from a posterior derived from a neural network. We propose a new probabilistic model consisting of adding noise at every pre- and post-activation in the network, arguing that the resulting posterior can be…

Machine Learning · Computer Science 2024-07-22 Giovanni Piccioli , Emanuele Troiani , Lenka Zdeborová

Gibbs sampling, as a model learning method, is known to produce the most accurate results available in a variety of domains, and is a de facto standard in these domains. Yet, it is also well known that Gibbs random walks usually have…

Machine Learning · Statistics 2018-04-20 Mark Kozdoba , Shie Mannor

A key task in managing distributed, sensitive data is to measure the extent to which a distribution changes. Understanding this drift can effectively support a variety of federated learning and analytics tasks. However, in many practical…

Machine Learning · Computer Science 2024-12-02 Mary Scott , Sayan Biswas , Graham Cormode , Carsten Maple

This paper provides data-dependent bounds on the expected error of the Gibbs algorithm in the overparameterized interpolation regime, where low training errors are also obtained for impossible data, such as random labels in classification.…

Machine Learning · Computer Science 2026-02-13 Andreas Maurer , Erfan Mirzaei , Massimiliano Pontil