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Quantification learning deals with the task of estimating the target label distribution under label shift. In this paper, we first present a unifying framework, distribution feature matching (DFM), that recovers as particular instances…

Machine Learning · Statistics 2023-07-04 Bastien Dussap , Gilles Blanchard , Badr-Eddine Chérief-Abdellatif

In this work we derive a variant of the classic Glivenko-Cantelli Theorem, which asserts uniform convergence of the empirical Cumulative Distribution Function (CDF) to the CDF of the underlying distribution. Our variant allows for tighter…

Machine Learning · Computer Science 2017-11-07 Noga Alon , Moshe Babaioff , Yannai A. Gonczarowski , Yishay Mansour , Shay Moran , Amir Yehudayoff

We consider the problem of deriving uniform confidence bands for the mean of a monotonic stochastic process, such as the cumulative distribution function (CDF) of a random variable, based on a sequence of i.i.d.~observations. Our approach…

Statistics Theory · Mathematics 2025-02-04 Eugenio Clerico , Hamish E Flynn , Patrick Rebeschini

We study the sample complexity of learning a high-dimensional simplex from a set of points uniformly sampled from its interior. Learning of simplices is a long studied problem in computer science and has applications in computational…

Machine Learning · Computer Science 2020-08-14 Amir Najafi , Saeed Ilchi , Amir H. Saberi , Seyed Abolfazl Motahari , Babak H. Khalaj , Hamid R. Rabiee

We present marginal cumulative distribution functions (CDF) for density matrices $\rho$ of fixed purity $\tfrac{1}{N}\le\mu_N(\rho)=\textrm{Tr}[\rho^2]\le 1$ for arbitrary dimension $N$. We give closed form analytic formulas for the cases…

We derive quantitative error bounds for deep neural networks (DNNs) approximating option prices on a $d$-dimensional risky asset as functions of the underlying model parameters, payoff parameters and initial conditions. We cover a general…

Mathematical Finance · Quantitative Finance 2023-09-27 Francesca Biagini , Lukas Gonon , Niklas Walter

We describe a quantum PAC learning algorithm for DNF formulae under the uniform distribution with a query complexity of $\tilde{O}(s^{3}/\epsilon + s^{2}/\epsilon^{2})$, where $s$ is the size of DNF formula and $\epsilon$ is the PAC error…

Quantum Physics · Physics 2011-10-11 Jeffrey C. Jackson , Christino Tamon , Tomoyuki Yamakami

Standard uniform convergence results bound the generalization gap of the expected loss over a hypothesis class. The emergence of risk-sensitive learning requires generalization guarantees for functionals of the loss distribution beyond the…

Machine Learning · Statistics 2022-06-29 Liu Leqi , Audrey Huang , Zachary C. Lipton , Kamyar Azizzadenesheli

Conditional density estimation (CDE) is a fundamental task in machine learning that aims to model the full conditional law $\mathbb{P}(\mathbf{y} \mid \mathbf{x})$, beyond mere point prediction (e.g., mean, mode). A core challenge is…

Machine Learning · Computer Science 2026-03-27 Chenglong Song , Mazharul Islam , Lin Wang , Bing Chen , Bo Yang

This paper introduces an upper bound on the absolute difference between: (a) the cumulative distribution function (CDF) of the sum of a finite number of independent and identically distributed random variables with finite absolute third…

Information Theory · Computer Science 2020-07-22 Dadja Anade , Jean-Marie Gorce , Philippe Mary , Samir Perlaza

We study the sample complexity of online reinforcement learning in the general \hzyrev{non-episodic} setting of nonlinear dynamical systems with continuous state and action spaces. Our analysis accommodates a large class of dynamical…

Machine Learning · Computer Science 2026-03-02 Michael Muehlebach , Zhiyu He , Michael I. Jordan

Normalizing flows model a complex target distribution in terms of a bijective transform operating on a simple base distribution. As such, they enable tractable computation of a number of important statistical quantities, particularly…

Machine Learning · Computer Science 2022-09-01 Chandramouli Shama Sastry , Andreas Lehrmann , Marcus Brubaker , Alexander Radovic

Verifying uniform conditions over continuous spaces through random sampling is fundamental in machine learning and control theory, yet classical coverage analyses often yield conservative bounds, particularly at small failure probabilities.…

Machine Learning · Computer Science 2025-12-15 Lyu Yuhuan

We study monotonicity testing of functions $f \colon \{0,1\}^d \to \{0,1\}$ using sample-based algorithms, which are only allowed to observe the value of $f$ on points drawn independently from the uniform distribution. A classic result by…

Data Structures and Algorithms · Computer Science 2024-08-21 Hadley Black

Two of the most significant challenges in uncertainty quantification pertain to the high computational cost for simulating complex physical models and the high dimension of the random inputs. In applications of practical interest, both of…

Computational Engineering, Finance, and Science · Computer Science 2022-09-02 Jonas Nitzler , Jonas Biehler , Niklas Fehn , Phaedon-Stelios Koutsourelakis , Wolfgang A. Wall

We propose a method for finding a cumulative distribution function (cdf) that minimizes the distance to a given cdf, while belonging to an ambiguity set constructed relative to another cdf and, possibly, incorporating soft information. Our…

Optimization and Control · Mathematics 2024-08-23 Julio Deride , Johannes O. Royset , Fernanda Urrea

Sample complexity bounds are a common performance metric in the Reinforcement Learning literature. In the discounted cost, infinite horizon setting, all of the known bounds have a factor that is a polynomial in $1/(1-\gamma)$, where $\gamma…

Machine Learning · Computer Science 2020-07-09 Adithya M. Devraj , Sean P. Meyn

We consider the problem of evaluating the cumulative distribution function (CDF) of the sum of order statistics, which serves to compute outage probability (OP) values at the output of generalized selection combining receivers. Generally,…

Computation · Statistics 2017-11-15 Nadhir Ben Rached , Zdravko Botev , Abla Kammoun , Mohamed-Slim Alouini , Raul Tempone

A circuit $\mathcal{C}$ samples a distribution $\mathbf{X}$ with an error $\epsilon$ if the statistical distance between the output of $\mathcal{C}$ on the uniform input and $\mathbf{X}$ is $\epsilon$. We study the hardness of sampling a…

Computational Complexity · Computer Science 2023-05-09 Yuval Filmus , Itai Leigh , Artur Riazanov , Dmitry Sokolov

In recent years there has been an increasing interest in learning Bayesian networks from data. One of the most effective methods for learning such networks is based on the minimum description length (MDL) principle. Previous work has shown…

Machine Learning · Computer Science 2013-02-18 Nir Friedman , Zohar Yakhini
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