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A new upper bound on the relative entropy is derived as a function of the total variation distance for probability measures defined on a common finite alphabet. The bound improves a previously reported bound by Csisz\'ar and Talata. It is…

Information Theory · Computer Science 2015-10-20 Igal Sason , Sergio Verdu

Multiple-choice load balancing has been a topic of intense study since the seminal paper of Azar, Broder, Karlin, and Upfal. Questions in this area can be phrased in terms of orientations of a graph, or more generally a k-uniform random…

Data Structures and Algorithms · Computer Science 2012-02-16 Po-Shen Loh , Rasmus Pagh

Orthogonal statistical learning and double machine learning have emerged as general frameworks for two-stage statistical prediction in the presence of a nuisance component. We establish non-asymptotic bounds on the excess risk of orthogonal…

Machine Learning · Statistics 2022-06-22 Lang Liu , Carlos Cinelli , Zaid Harchaoui

A novel, non-trivial, probabilistic upper bound on the entropy of an unknown one-dimensional distribution, given the support of the distribution and a sample from that distribution, is presented. No knowledge beyond the support of the…

Information Theory · Computer Science 2007-07-13 Joseph DeStefano , Erik Learned-Miller

In order to model an efficient learning paradigm, iterative learning algorithms access data one by one, updating the current hypothesis without regress to past data. Past research on iterative learning analyzed for example many important…

Machine Learning · Computer Science 2021-04-29 Ardalan Khazraei , Timo Kötzing , Karen Seidel

High dimensional data can have a surprising property: pairs of data points may be easily separated from each other, or even from arbitrary subsets, with high probability using just simple linear classifiers. However, this is more of a rule…

Machine Learning · Computer Science 2023-11-15 Oliver J. Sutton , Qinghua Zhou , Alexander N. Gorban , Ivan Y. Tyukin

The Nadaraya-Watson kernel estimator is among the most popular nonparameteric regression technique thanks to its simplicity. Its asymptotic bias has been studied by Rosenblatt in 1969 and has been reported in a number of related literature.…

Machine Learning · Statistics 2020-01-31 Samuele Tosatto , Riad Akrour , Jan Peters

Restricted Isometry Property (RIP) is of fundamental importance in the theory of compressed sensing and forms the base of many exact and robust recovery guarantees in this field. A quantitative description of RIP involves bounding the…

Information Theory · Computer Science 2020-07-15 Gen Li , Xingyu Xu , Yuantao Gu

We prove non-asymptotic lower bounds on the expectation of the maximum of $d$ independent Gaussian variables and the expectation of the maximum of $d$ independent symmetric random walks. Both lower bounds recover the optimal leading…

Machine Learning · Statistics 2015-11-09 Francesco Orabona , David Pal

We prove an optimal $\Omega(n)$ lower bound on the randomized communication complexity of the much-studied Gap-Hamming-Distance problem. As a consequence, we obtain essentially optimal multi-pass space lower bounds in the data stream model…

Computational Complexity · Computer Science 2012-07-02 Amit Chakrabarti , Oded Regev

In applied probability, the normal approximation is often used for the distribution of data with assumed additive structure. This tradition is based on the central limit theorem for sums of (independent) random variables. However, it is…

Probability · Mathematics 2020-10-27 Alexandra Dorofeeva , Victor Korolev , Alexander Zeifman

Most work on adaptive data analysis assumes that samples in the dataset are independent. When correlations are allowed, even the non-adaptive setting can become intractable, unless some structural constraints are imposed. To address this,…

Data Structures and Algorithms · Computer Science 2025-11-13 Emma Rapoport , Edith Cohen , Uri Stemmer

The Bayesian and Akaike information criteria aim at finding a good balance between under- and over-fitting. They are extensively used every day by practitioners. Yet we contend they suffer from at least two afflictions: their penalty…

Statistics Theory · Mathematics 2026-03-20 Sylvain Sardy , Maxime van Cutsem , Sara van de Geer

The Chernoff bound is a well-known tool for obtaining a high probability bound on the expectation of a Bernoulli random variable in terms of its sample average. This bound is commonly used in statistical learning theory to upper bound the…

Machine Learning · Statistics 2022-05-18 Andrew Y. K. Foong , Wessel P. Bruinsma , David R. Burt

In the anisotropic random geometric graph model, vertices correspond to points drawn from a high-dimensional Gaussian distribution and two vertices are connected if their distance is smaller than a specified threshold. We study when it is…

Statistics Theory · Mathematics 2022-07-01 Matthew Brennan , Guy Bresler , Brice Huang

Here we propose a general theoretical method for analyzing the risk bound in the presence of adversaries. Specifically, we try to fit the adversarial learning problem into the minimax framework. We first show that the original adversarial…

Machine Learning · Statistics 2019-01-25 Zhuozhuo Tu , Jingwei Zhang , Dacheng Tao

In parametric Bayesian learning, a prior is assumed on the parameter $W$ which determines the distribution of samples. In this setting, Minimum Excess Risk (MER) is defined as the difference between the minimum expected loss achievable when…

Machine Learning · Computer Science 2021-07-20 Hassan Hafez-Kolahi , Behrad Moniri , Shohreh Kasaei , Mahdieh Soleymani Baghshah

We consider the problem of trajectory planning in an environment comprised of a set of obstacles with uncertain locations. While previous approaches model the uncertainties with a prescribed Gaussian distribution, we consider the realistic…

Systems and Control · Computer Science 2021-01-12 Vasileios Lefkopoulos , Maryam Kamgarpour

Stemming from information-theoretic learning, the correntropy criterion and its applications to machine learning tasks have been extensively explored and studied. Its application to regression problems leads to the robustness enhanced…

Machine Learning · Computer Science 2020-07-23 Yunlong Feng

The framework of feedback graphs is a generalization of sequential decision-making with bandit or full information feedback. In this work, we study an extension where the directed feedback graph is stochastic, following a distribution…

Machine Learning · Computer Science 2024-02-20 Emmanuel Esposito , Federico Fusco , Dirk van der Hoeven , Nicolò Cesa-Bianchi