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The paper builds upon a recent approach to find the approximate bounds of a real function using Polynomial Chaos expansions. Given a function of random variables with compact support probability distributions, the intuition is to quantify…

Computation · Statistics 2011-07-11 Gabriel Terejanu , Puneet Singla , Tarunraj Singh , Peter D. Scott

We study the fundamental limits to the expressive power of neural networks. Given two sets $F$, $G$ of real-valued functions, we first prove a general lower bound on how well functions in $F$ can be approximated in $L^p(\mu)$ norm by…

Machine Learning · Computer Science 2022-12-21 El Mehdi Achour , Armand Foucault , Sébastien Gerchinovitz , François Malgouyres

In risk-sensitive learning, one aims to find a hypothesis that minimizes a risk-averse (or risk-seeking) measure of loss, instead of the standard expected loss. In this paper, we propose to study the generalization properties of…

Machine Learning · Statistics 2021-01-05 Jaeho Lee , Sejun Park , Jinwoo Shin

The paper gives a wide range, uniform, local approximation of symmetric binomial distribution. The result clearly shows how one has to modify the the classical de Moivre--Laplace normal approximation in order to give an estimate at the tail…

Probability · Mathematics 2025-06-25 Tamás Szabados

We provide new upper and lower bounds on the minimum possible ratio of the spectral and Frobenius norms of a (partially) symmetric tensor. In the particular case of general tensors our result recovers a known upper bound. For symmetric…

Functional Analysis · Mathematics 2024-03-05 Khazhgali Kozhasov , Josué Tonelli-Cueto

The likelihood ratio is a crucial quantity for statistical inference in science that enables hypothesis testing, construction of confidence intervals, reweighting of distributions, and more. Many modern scientific applications, however,…

High Energy Physics - Phenomenology · Physics 2024-12-11 Shahzar Rizvi , Mariel Pettee , Benjamin Nachman

This work presents a new classifier that is specifically designed to be fully interpretable. This technique determines the probability of a class outcome, based directly on probability assignments measured from the training data. The…

Machine Learning · Statistics 2017-10-31 Sapan Agarwal , Corey M. Hudson

We use a new method via $p$-Wasserstein bounds to prove Cram\'er-type moderate deviations in (multivariate) normal approximations. In the classical setting that $W$ is a standardized sum of $n$ independent and identically distributed…

Probability · Mathematics 2022-05-27 Xiao Fang , Yuta Koike

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

The following problem is considered: given a joint distribution $P_{XY}$ and an event $E$, bound $P_{XY}(E)$ in terms of $P_XP_Y(E)$ (where $P_XP_Y$ is the product of the marginals of $P_{XY}$) and a measure of dependence of $X$ and $Y$.…

Information Theory · Computer Science 2019-03-12 Ibrahim Issa , Amedeo Roberto Esposito , Michael Gastpar

The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…

Statistics Theory · Mathematics 2022-11-28 Junichiro Yoshida , Nakahiro Yoshida

A reasonable confidence interval should have a confidence coefficient no less than the given nominal level and a small expected length to reliably and accurately estimate the parameter of interest, and the bootstrap interval is considered…

Statistics Theory · Mathematics 2024-02-15 Weizhen Wang , Chongxiu Yu , Zhongzhan Zhang

We give an elementary proof of the fact that a binomial random variable $X$ with parameters $n$ and $0.29/n \le p < 1$ with probability at least $1/4$ strictly exceeds its expectation. We also show that for $1/n \le p < 1 - 1/n$, $X$…

Probability · Mathematics 2018-04-16 Benjamin Doerr

Exponential generalization bounds with near-tight rates have recently been established for uniformly stable learning algorithms. The notion of uniform stability, however, is stringent in the sense that it is invariant to the data-generating…

Machine Learning · Statistics 2022-06-09 Xiao-Tong Yuan , Ping Li

We provide a Lyapunov type bound in the multivariate central limit theorem for sums of independent, but not necessarily identically distributed random vectors. The error in the normal approximation is estimated for certain classes of sets,…

Probability · Mathematics 2019-07-24 Martin Raič

We seek random versions of some classical theorems on complex approximation by polynomials and rational functions, as well as investigate properties of random compact sets in connection to complex approximation.

Complex Variables · Mathematics 2017-09-26 Simon St-Amant , Jérémie Turcotte

We give improved constants for data dependent and variance sensitive confidence bounds, called empirical Bernstein bounds, and extend these inequalities to hold uniformly over classes of functionswhose growth function is polynomial in the…

Machine Learning · Statistics 2009-07-23 Andreas Maurer , Massimiliano Pontil

We prove several results giving new and stronger connections between learning, circuit lower bounds and pseudorandomness. Among other results, we show a generic learning speedup lemma, equivalences between various learning models in the…

Computational Complexity · Computer Science 2016-11-07 Igor C. Oliveira , Rahul Santhanam

The fundamental result of Li, Long, and Srinivasan on approximations of set systems has become a key tool across several communities such as learning theory, algorithms, computational geometry, combinatorics and data analysis. The goal of…

Machine Learning · Computer Science 2022-09-02 Mónika Csikós , Nabil H. Mustafa

It is well-known that each statistic in the family of power divergence statistics, across $n$ trials and $r$ classifications with index parameter $\lambda\in\mathbb{R}$ (the Pearson, likelihood ratio and Freeman-Tukey statistics correspond…

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