Related papers: Uniform Convergence Beyond Glivenko-Cantelli
Let $X|\mu\sim N_p(\mu,v_xI)$ and $Y|\mu\sim N_p(\mu,v_yI)$ be independent $p$-dimensional multivariate normal vectors with common unknown mean $\mu$. Based on observing $X=x$, we consider the problem of estimating the true predictive…
In this work we present a new method for the estimation of Mutual Information (MI) between random variables. Our approach is based on an original interpretation of the Girsanov theorem, which allows us to use score-based diffusion models to…
Machine learning models are often evaluated using point estimates of performance metrics such as accuracy, F1 score, or mean squared error. Such summaries fail to capture the inherent variability induced by stochastic elements of the…
We develop a class of exponential bounds for the probability that a martingale sequence crosses a time-dependent linear threshold. Our key insight is that it is both natural and fruitful to formulate exponential concentration inequalities…
Recent research has established sufficient conditions for finite mixture models to be identifiable from grouped observations. These conditions allow the mixture components to be nonparametric and have substantial (or even total) overlap.…
We consider random fields indexed by finite subsets of an amenable discrete group, taking values in the Banach-space of bounded right-continuous functions. The field is assumed to be equivariant, local, coordinate-wise monotone, and almost…
In this paper we apply ideas from the theory of Uniform Distribution of sequences to Functional Analysis and then drawing inspiration from the consequent results, we study concepts and results in Uniform Distribution itself. So let $E$ be a…
We give a proof of the Universality Conjecture for orthogonal and symplectic ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial, V(x)=kappa_{2m}x^{2m}+..., kappa_{2m}>0. For such…
In the conventional formulation, it is broadly accepted that simultaneous measurability and commutativity of observables are equivalent. However, several objections have been claimed that there are cases in which even nowhere commuting…
The existence of incompatibility is one of the most fundamental features of quantum theory, and can be found at the core of many of the theory's distinguishing features, such as Bell inequality violations and the no-broadcasting theorem. A…
A fundamental result of statistical learnig theory states that a concept class is PAC learnable if and only if it is a uniform Glivenko-Cantelli class if and only if the VC dimension of the class is finite. However, the theorem is only…
The problem of estimating the mean of a normal vector with known but unequal variances introduces substantial difficulties that impair the adequacy of traditional empirical Bayes estimators. By taking a different approach, that treats the…
Latent variable models (LVMs) represent observed variables by parameterized functions of latent variables. Prominent examples of LVMs for unsupervised learning are probabilistic PCA or probabilistic SC which both assume a weighted linear…
Monte Carlo experiments produce samples in order to estimate features of a given distribution. However, simultaneous estimation of means and quantiles has received little attention, despite being common practice. In this setting we…
The aim of this paper is to extend the concept of regional exponential general observability to the case of Neumann boundary conditions problem in diffusion system. More precisely, for linear distributed parameter diffusion systems, we show…
On-line learning of a hierarchical learning model is studied by a method from statistical mechanics. In our model a student of a simple perceptron learns from not a true teacher directly, but ensemble teachers who learn from the true…
It is well known that for irreducible, square-integrable representations of a locally compact group, there exist so-called admissible vectors which allow the construction of generalized continuous wavelet transforms. In this paper we…
While there are many applications of ML to scientific problems that look promising, visuals can be deceiving. Using numerical analysis techniques, we rigorously quantify the accuracy, convergence rates, and generalization bounds of certain…
Ensemble learning is widely applied in Machine Learning (ML) to improve model performance and to mitigate decision risks. In this approach, predictions from a diverse set of learners are combined to obtain a joint decision. Recently,…
Solomonoff's central result on induction is that the posterior of a universal semimeasure M converges rapidly and with probability 1 to the true sequence generating posterior mu, if the latter is computable. Hence, M is eligible as a…