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This note establishes a theoretical framework for finding (potentially overparameterized) approximations of a function on a compact set with a-priori bounds for the generalization error. The approximation method considered is to choose,…

Systems and Control · Electrical Eng. & Systems 2026-03-23 Arthur C. B. de Oliveira , Ruigang Wang , Ian R. Manchester , Eduardo D. Sontag

Object classes that surround us have a natural tendency to emerge at varying levels of abstraction. We propose a Bayesian approach to zero-shot learning (ZSL) that introduces the notion of meta-classes and implements a Bayesian hierarchy…

Computer Vision and Pattern Recognition · Computer Science 2020-08-28 Sarkhan Badirli , Zeynep Akata , Murat Dundar

Stability and robustness are critical for deploying Transformers in safety-sensitive settings. A principled way to enforce such behavior is to constrain the model's Lipschitz constant. However, approximation-theoretic guarantees for…

Machine Learning · Computer Science 2026-02-18 Takashi Furuya , Davide Murari , Carola-Bibiane Schönlieb

Recently, contrastive learning has found impressive success in advancing the state of the art in solving various machine learning tasks. However, the existing generalization analysis is very limited or even not meaningful. In particular,…

Machine Learning · Computer Science 2023-03-01 Yunwen Lei , Tianbao Yang , Yiming Ying , Ding-Xuan Zhou

The Bayesian Synthetic Likelihood (BSL) method is a widely-used tool for likelihood-free Bayesian inference. This method assumes that some summary statistics are normally distributed, which can be incorrect in many applications. We propose…

Computation · Statistics 2024-08-16 Nhat-Minh Nguyen , Minh-Ngoc Tran , Christopher Drovandi , David Nott

A growing number of generative statistical models do not permit the numerical evaluation of their likelihood functions. Approximate Bayesian computation (ABC) has become a popular approach to overcome this issue, in which one simulates…

Methodology · Statistics 2019-05-10 Espen Bernton , Pierre E. Jacob , Mathieu Gerber , Christian P. Robert

In this paper we extend the work of Smith and Papamichail (1999) and present fast approximate Bayesian algorithms for learning in complex scenarios where at any time frame, the relationships between explanatory state space variables can be…

Machine Learning · Computer Science 2013-01-30 Raffaella Settimi , Jim Q. Smith , A. S. Gargoum

Mutual information maximization has emerged as a powerful learning objective for unsupervised representation learning obtaining state-of-the-art performance in applications such as object recognition, speech recognition, and reinforcement…

Machine Learning · Computer Science 2019-03-29 Sherjil Ozair , Corey Lynch , Yoshua Bengio , Aaron van den Oord , Sergey Levine , Pierre Sermanet

Probabilistic learning is increasingly being tackled as an optimization problem, with gradient-based approaches as predominant methods. When modelling multivariate likelihoods, a usual but undesirable outcome is that the learned model fits…

Machine Learning · Computer Science 2020-10-23 Adrián Javaloy , Isabel Valera

In application areas where data generation is expensive, Gaussian processes are a preferred supervised learning model due to their high data-efficiency. Particularly in model-based control, Gaussian processes allow the derivation of…

Machine Learning · Computer Science 2021-01-15 Armin Lederer , Jonas Umlauft , Sandra Hirche

Clustering procedures typically estimate which data points are clustered together, a quantity of primary importance in many analyses. Often used as a preliminary step for dimensionality reduction or to facilitate interpretation, finding…

Methodology · Statistics 2017-12-06 Ryan Giordano , Runjing Liu , Nelle Varoquaux , Michael I. Jordan , Tamara Broderick

Constant-stepsize stochastic approximation (SA) is widely used in learning for computational efficiency. For a fixed stepsize, the iterates typically admit a stationary distribution that is rarely tractable. Prior work shows that as the…

Machine Learning · Computer Science 2026-02-17 Zedong Wang , Yuyang Wang , Ijay Narang , Felix Wang , Yuzhou Wang , Siva Theja Maguluri

This paper investigates the supervised learning problem with observations drawn from certain general stationary stochastic processes. Here by \emph{general}, we mean that many stationary stochastic processes can be included. We show that…

Machine Learning · Statistics 2016-05-11 Hanyuan Hang , Yunlong Feng , Ingo Steinwart , Johan A. K. Suykens

We establish a general framework to study the rate of convergence of a Euler type approximation scheme with decreasing time steps to the invariant measure, for a general class of stochastic systems. The error is measured in general…

Probability · Mathematics 2026-03-03 Aurélien Alfonsi , Vlad Bally , Arturo Kohatsu-Higa

Semi-supervised learning by self-training heavily relies on pseudo-label selection (PLS). The selection often depends on the initial model fit on labeled data. Early overfitting might thus be propagated to the final model by selecting…

Machine Learning · Statistics 2023-06-27 Julian Rodemann , Jann Goschenhofer , Emilio Dorigatti , Thomas Nagler , Thomas Augustin

We consider the Bayesian optimal filtering problem: i.e. estimating some conditional statistics of a latent time-series signal from an observation sequence. Classical approaches often rely on the use of assumed or estimated transition and…

Machine Learning · Statistics 2023-03-16 Adrian N. Bishop , Edwin V. Bonilla

Bayesian deep learning (BDL) is a promising approach to achieve well-calibrated predictions on distribution-shifted data. Nevertheless, there exists no large-scale survey that evaluates recent SOTA methods on diverse, realistic, and…

Machine Learning · Computer Science 2023-10-26 Florian Seligmann , Philipp Becker , Michael Volpp , Gerhard Neumann

Bayesian inference is often implemented using approximations, which can yield interval estimates that are too narrow, not fully capturing the uncertainty in the posterior distribution. We address the question of how to adjust these…

Methodology · Statistics 2026-03-23 Tiffany Cai , Philip Greengard , Ben Goodrich , Andrew Gelman

Uncovering genuine relationships between a response variable of interest and a large collection of covariates is a fundamental and practically important problem. In the context of Gaussian linear models, both the Bayesian and non-Bayesian…

Statistics Theory · Mathematics 2025-04-11 Jeyong Lee , Minwoo Chae , Ryan Martin

In this paper, we study the learning rate of generalized Bayes estimators in a general setting where the hypothesis class can be uncountable and have an irregular shape, the loss function can have heavy tails, and the optimal hypothesis may…

Statistics Theory · Mathematics 2021-11-22 Lam Si Tung Ho , Binh T. Nguyen , Vu Dinh , Duy Nguyen