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We propose a novel approach for domain generalisation (DG) leveraging risk distributions to characterise domains, thereby achieving domain invariance. In our findings, risk distributions effectively highlight differences between training…

Machine Learning · Computer Science 2023-10-31 Toan Nguyen , Kien Do , Bao Duong , Thin Nguyen

What does an Erdos-Renyi graph look like when a rare event happens? This paper answers this question when p is fixed and n tends to infinity by establishing a large deviation principle under an appropriate topology. The formulation and…

Probability · Mathematics 2011-04-05 Sourav Chatterjee , S. R. S. Varadhan

The paper develops Bernstein von Mises Theorem under hierarchical $g$ -priors for linear regression models. The results are obtained both when the error variance is known, and also when it is unknown. An inverse gamma prior is attached to…

Statistics Theory · Mathematics 2024-01-29 Xiao Fang , Malay Ghosh

Bregman divergences generalize measures such as the squared Euclidean distance and the KL divergence, and arise throughout many areas of machine learning. In this paper, we focus on the problem of approximating an arbitrary Bregman…

Machine Learning · Statistics 2020-11-04 Ali Siahkamari , Xide Xia , Venkatesh Saligrama , David Castanon , Brian Kulis

We study a distributed consensus-based stochastic gradient descent (SGD) algorithm and show that the rate of convergence involves the spectral properties of two matrices: the standard spectral gap of a weight matrix from the network…

Optimization and Control · Mathematics 2016-09-02 Avleen S. Bijral , Anand D. Sarwate , Nathan Srebro

An irreducible antifield BRST quantization method for reducible gauge theories is proposed. The general formalism is illustrated in the case of the Freedman-Townsend model.

High Energy Physics - Theory · Physics 2008-11-26 C. Bizdadea , S. O. Saliu

We derive information-theoretic lower bounds on the Bayes risk and generalization error of realizable machine learning models. In particular, we employ an analysis in which the rate-distortion function of the model parameters bounds the…

Machine Learning · Computer Science 2021-11-09 Matthew Nokleby , Ahmad Beirami

Classical optimisation theory guarantees monotonic objective decrease for gradient descent (GD) when employed in a small step size, or ``stable", regime. In contrast, gradient descent on neural networks is frequently performed in a large…

Machine Learning · Computer Science 2025-10-21 Lachlan Ewen MacDonald , Hancheng Min , Leandro Palma , Salma Tarmoun , Ziqing Xu , René Vidal

We provide a variable metric stochastic approximation theory. In doing so, we provide a convergence theory for a large class of online variable metric methods including the recently introduced online versions of the BFGS algorithm and its…

Data Analysis, Statistics and Probability · Physics 2009-08-26 Peter Sunehag , Jochen Trumpf , S. V. N. Vishwanathan , Nicol Schraudolph

We study the effects of the environment described by the Tsallis nonextensive statistics on physical quantities using an optimization method in the case of small deviation from the Boltzmann-Gibbs statistics. The $x^4$ model is used and the…

Statistical Mechanics · Physics 2014-12-23 Masamichi Ishihara

In order to sample marginalized and/or hard-to-reach populations, respondent-driven sampling (RDS) and similar techniques reach their participants via peer referral. Under a Markov model for RDS, previous research has shown that if the…

Statistics Theory · Mathematics 2022-06-08 Sebastien Roch , Karl Rohe

The generalized Brans-Dicke (abbreviated as GBD) theory is obtained by replacing the Ricci scalar $R$ in the original Brans-Dicke (BD) action with an arbitrary function $f(R)$. Comparing with other theories, some interesting properties have…

General Relativity and Quantum Cosmology · Physics 2019-07-24 Jianbo Lu , Yan Wang , Xin Zhao

We show how rate-distortion theory provides a mechanism for automated theory building by naturally distinguishing between regularity and randomness. We start from the simple principle that model variables should, as much as possible, render…

Data Analysis, Statistics and Probability · Physics 2016-09-08 Susanne Still , James P. Crutchfield

The standard regression tree method applied to observations within clusters poses both methodological and implementation challenges. Effectively leveraging these data requires methods that account for both individual-level and sample-level…

Methodology · Statistics 2025-03-05 Jeremiah Allis , Xin Jin , Riddhi Ghosh

In this work, we investigate the idea of variance reduction by studying its properties with general adaptive mirror descent algorithms in nonsmooth nonconvex finite-sum optimization problems. We propose a simple yet generalized framework…

Machine Learning · Statistics 2022-10-18 Wenjie Li , Zhanyu Wang , Yichen Zhang , Guang Cheng

We determine the rate region of the Gaussian scalar-help-vector source-coding problem under a covariance matrix distortion constraint. The rate region is achieved by a Gaussian achievable scheme. We introduce a novel outer bounding…

Information Theory · Computer Science 2010-01-27 Md Saifur Rahman , Aaron B. Wagner

In this paper a new family of minimum divergence estimators based on the Bregman divergence is proposed, where the defining convex function has an exponential nature. These estimators avoid the necessity of using an intermediate kernel…

Methodology · Statistics 2019-11-25 Taranga Mukherjee , Abhijit Mandal , Ayanendranath Basu

We introduce a (de)-regularization of the Maximum Mean Discrepancy (DrMMD) and its Wasserstein gradient flow. Existing gradient flows that transport samples from source distribution to target distribution with only target samples, either…

In this paper, we study the rate distortion function of the i.i.d sequence of multiplications of a Bernoulli $p$ random variable and a gaussian random variable $\sim N(0,1)$. We use a new technique in the derivation of the lower bound in…

Information Theory · Computer Science 2016-11-15 Cheng Chang

The gradient descent (GD) method has been used widely to solve parameter estimation in generalized linear models (GLMs), a generalization of linear models when the link function can be non-linear. In GLMs with a polynomial link function, it…

Optimization and Control · Mathematics 2024-03-15 Qiujiang Jin , Tongzheng Ren , Nhat Ho , Aryan Mokhtari
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