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Datasets displaying temporal dependencies abound in science and engineering applications, with Markov models representing a simplified and popular view of the temporal dependence structure. In this paper, we consider Bayesian settings that…

Statistics Theory · Mathematics 2025-10-27 Imon Banerjee , Vinayak A. Rao , Harsha Honnappa

We study PAC-Bayesian generalization bounds for Multilayer Perceptrons (MLPs) with the cross entropy loss. Above all, we introduce probabilistic explanations for MLPs in two aspects: (i) MLPs formulate a family of Gibbs distributions, and…

Machine Learning · Computer Science 2020-06-18 Xinjie Lan , Xin Guo , Kenneth E. Barner

Pac-Bayes bounds are among the most accurate generalization bounds for classifiers learned from independently and identically distributed (IID) data, and it is particularly so for margin classifiers: there have been recent contributions…

Machine Learning · Computer Science 2010-06-09 Liva Ralaivola , Marie Szafranski , Guillaume Stempfel

The discovery of causal relationships is a foundational problem in artificial intelligence, statistics, epidemiology, economics, and beyond. While elegant theories exist for accurate causal discovery given infinite data, real-world…

Machine Learning · Statistics 2025-07-28 Mian Wei , Somesh Jha , David Page

Understanding the generalization behavior of deep neural networks remains a fundamental challenge in modern statistical learning theory. Among existing approaches, PAC-Bayesian norm-based bounds have demonstrated particular promise due to…

Machine Learning · Statistics 2026-01-14 Xinping Yi , Gaojie Jin , Xiaowei Huang , Shi Jin

A key sticking point of Bayesian analysis is the choice of prior distribution, and there is a vast literature on potential defaults including uniform priors, Jeffreys' priors, reference priors, maximum entropy priors, and weakly informative…

Methodology · Statistics 2017-11-22 Andrew Gelman , Daniel Simpson , Michael Betancourt

Equivariant networks capture the inductive bias about the symmetry of the learning task by building those symmetries into the model. In this paper, we study how equivariance relates to generalization error utilizing PAC Bayesian analysis…

Machine Learning · Computer Science 2022-10-25 Arash Behboodi , Gabriele Cesa , Taco Cohen

A unified framework for learning under covariate shift is presented, in which a constrained density-ratio network approximates the Radon-Nikodym derivative $r^\star = dP/dQ$ and feeds an anytime PAC-Bayes generalization certificate. A…

Machine Learning · Computer Science 2026-05-25 Paulo Akira F. Enabe

This paper presents four theoretical contributions that improve the usability of risk certificates for neural networks based on PAC-Bayes bounds. First, two bounds on the KL divergence between Bernoulli distributions enable the derivation…

Machine Learning · Computer Science 2025-11-12 Diego García-Pérez , Emilio Parrado-Hernández , John Shawe-Taylor

Given that machine learning algorithms are increasingly being deployed to aid in high stakes decision-making, uncertainty quantification methods that wrap around these black box models such as conformal prediction have received much…

Machine Learning · Statistics 2026-02-09 Kayla E. Scharfstein , Arun Kumar Kuchibhotla

The PAC-Bayesian approach is a powerful set of techniques to derive non- asymptotic risk bounds for random estimators. The corresponding optimal distribution of estimators, usually called the Gibbs posterior, is unfortunately intractable.…

Machine Learning · Statistics 2015-06-16 Pierre Alquier , James Ridgway , Nicolas Chopin

We propose a simple approach that provides accurate uncertainty quantification for Bayesian inference in misspecified or approximate models, and for generalized (Gibbs) posteriors. While existing solutions in this context are based on…

Methodology · Statistics 2026-03-11 David T. Frazier , Christopher Drovandi , Robert Kohn

Generalization in generative modeling is defined as the ability to learn an underlying distribution from a finite dataset and produce novel samples, with evaluation largely driven by held-out performance and perceived sample quality. In…

Machine Learning · Computer Science 2026-03-05 Jerome Garnier-Brun , Luca Biggio , Davide Beltrame , Marc Mézard , Luca Saglietti

Prediction sets capture uncertainty by predicting sets of labels rather than individual labels, enabling downstream decisions to conservatively account for all plausible outcomes. Conformal inference algorithms construct prediction sets…

Machine Learning · Statistics 2023-10-20 Wenwen Si , Sangdon Park , Insup Lee , Edgar Dobriban , Osbert Bastani

One of the main theoretical challenges in learning dynamical systems from data is providing upper bounds on the generalization error, that is, the difference between the expected prediction error and the empirical prediction error measured…

Machine Learning · Computer Science 2024-05-22 Daniel Racz , Martin Gonzalez , Mihaly Petreczky , Andras Benczur , Balint Daroczy

This paper provides a general technique for lower bounding the Bayes risk of statistical estimation, applicable to arbitrary loss functions and arbitrary prior distributions. A lower bound on the Bayes risk not only serves as a lower bound…

Statistics Theory · Mathematics 2016-12-26 Xi Chen , Adityanand Guntuboyina , Yuchen Zhang

Despite the increasing relevance of forecasting methods, causal implications of these algorithms remain largely unexplored. This is concerning considering that, even under simplifying assumptions such as causal sufficiency, the statistical…

This paper presents an empirical study regarding training probabilistic neural networks using training objectives derived from PAC-Bayes bounds. In the context of probabilistic neural networks, the output of training is a probability…

Machine Learning · Computer Science 2021-09-23 María Pérez-Ortiz , Omar Rivasplata , John Shawe-Taylor , Csaba Szepesvári

Variational inference (VI) is widely used for approximate inference in Bayesian machine learning. In addition to this practical success, generalization bounds for variational inference and related algorithms have been developed, mostly…

Machine Learning · Computer Science 2025-02-19 Yadi Wei , Roni Khardon

Bayesian inference is used extensively to quantify the uncertainty in an inferred field given the measurement of a related field when the two are linked by a mathematical model. Despite its many applications, Bayesian inference faces…

Machine Learning · Statistics 2020-03-31 Dhruv V. Patel , Assad A. Oberai