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One of the fundamental challenges in the deep learning community is to theoretically understand how well a deep neural network generalizes to unseen data. However, current approaches often yield generalization bounds that are either too…

Machine Learning · Computer Science 2024-07-23 Chengli Tan , Jiangshe Zhang , Junmin Liu

One of the central challenges in modern machine learning is understanding how neural networks generalize knowledge learned from training data to unseen test data. While numerous empirical techniques have been proposed to improve…

Machine Learning · Computer Science 2025-04-18 Entao Yang , Xiaotian Zhang , Yue Shang , Ge Zhang

Normalizing Flows are a promising new class of algorithms for unsupervised learning based on maximum likelihood optimization with change of variables. They offer to learn a factorized component representation for complex nonlinear data and,…

Machine Learning · Computer Science 2020-02-17 Reuben Feinman , Nikhil Parthasarathy

For Internet applications like sponsored search, cautions need to be taken when using machine learning to optimize their mechanisms (e.g., auction) since self-interested agents in these applications may change their behaviors (and thus the…

Machine Learning · Computer Science 2014-10-14 Haifang Li , Fei Tian , Wei Chen , Tao Qin , Tie-Yan Liu

This paper establishes limit theorems for a class of stochastic hybrid systems (continuous deterministic dynamic coupled with jump Markov processes) in the fluid limit (small jumps at high frequency), thus extending known results for jump…

Probability · Mathematics 2010-01-15 K. Pakdaman , M. Thieullen , G. Wainrib

We consider the dynamics of a linear stochastic approximation algorithm driven by Markovian noise, and derive finite-time bounds on the moments of the error, i.e., deviation of the output of the algorithm from the equilibrium point of an…

Machine Learning · Computer Science 2019-03-11 R. Srikant , Lei Ying

The sampling of probability distributions specified up to a normalization constant is an important problem in both machine learning and statistical mechanics. While classical stochastic sampling methods such as Markov Chain Monte Carlo…

Machine Learning · Statistics 2020-10-27 Hao Wu , Jonas Köhler , Frank Noé

We propose a novel, tractable latent state inference scheme for Markov jump processes, for which exact inference is often intractable. Our approach is based on an entropic matching framework that can be embedded into the well-known…

Machine Learning · Computer Science 2026-02-27 Yannick Eich , Bastian Alt , Heinz Koeppl

The scalable calculation of matrix determinants has been a bottleneck to the widespread application of many machine learning methods such as determinantal point processes, Gaussian processes, generalised Markov random fields, graph models…

Numerical Analysis · Computer Science 2017-04-25 Jack Fitzsimons , Diego Granziol , Kurt Cutajar , Michael Osborne , Maurizio Filippone , Stephen Roberts

This paper addresses the challenge of a particular class of noisy state observations in Markov Decision Processes (MDPs), a common issue in various real-world applications. We focus on modeling this uncertainty through a confusion matrix…

Machine Learning · Computer Science 2023-12-15 Amirhossein Afsharrad , Sanjay Lall

Let $K = \{0,1,...,q-1\}$. We use a special class of translation invariant measures on $K^\mathbb{Z}$ called algebraic measures to study the entropy rate of a hidden Markov processes. Under some irreducibility assumptions of the Markov…

Information Theory · Computer Science 2012-08-30 Katy Marchand , Jaideep Mulherkar , Bruno Nachtergaele

We study the continuity property of the generalized entropy as a function of the underlying probability distribution, defined with an action space and a loss function, and use this property to answer the basic questions in statistical…

Machine Learning · Computer Science 2022-01-04 Aolin Xu

We consider the ergodicity and consensus problem for a discrete-time linear dynamic model driven by random stochastic matrices, which is equivalent to studying these concepts for the product of such matrices. Our focus is on the model where…

Optimization and Control · Mathematics 2011-09-13 Behrouz Touri , Angelia Nedi'c

Autoregressive language models achieve remarkable performance, yet a unified theory explaining their internal mechanisms, how training shapes representations, and why these representations support complex behavior remains incomplete. We…

Machine Learning · Computer Science 2026-05-14 Yifan Zhang

We study the policy evaluation problem in multi-agent reinforcement learning, modeled by a Markov decision process. In this problem, the agents operate in a common environment under a fixed control policy, working together to discover the…

Optimization and Control · Mathematics 2020-01-13 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

We derive a novel information-theoretic analysis of the generalization property of meta-learning algorithms. Concretely, our analysis proposes a generic understanding of both the conventional learning-to-learn framework and the modern…

Machine Learning · Computer Science 2021-12-13 Qi Chen , Changjian Shui , Mario Marchand

Continual learning (CL) has emerged as a dominant paradigm for acquiring knowledge from sequential tasks while avoiding catastrophic forgetting. Although many CL methods have been proposed to show impressive empirical performance, the…

Machine Learning · Computer Science 2026-01-07 Wen Wen , Tieliang Gong , Zeyu Gao , Yunjiao Zhang , Weizhan Zhang , Yong-Jin Liu

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

An important problem in applied dynamical systems is to compute the external forcing that provokes the largest response of a desired observable quantity. For this, we investigate the perturbation theory of Markov matrices in connection with…

Dynamical Systems · Mathematics 2025-07-21 Manuel Santos Gutierrez , Niccolo Zagli , Giulia Carigi

This paper provides a general and abstract approach to approximate ergodic regimes of Markov and Feller processes. More precisely, we show that the recursive algorithm presented in Lamberton & Pages (2002) and based on simulation algorithms…

Probability · Mathematics 2018-01-17 Gilles Pagès , Clément Rey
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