Related papers: On an Improvement over R\'enyi's Equivocation Boun…
This paper addresses the estimation of parameters of a Bayesian network from incomplete data. The task is usually tackled by running the Expectation-Maximization (EM) algorithm several times in order to obtain a high log-likelihood…
Any interactive protocol between a pair of parties can be reliably simulated in the presence of noise with a multiplicative overhead on the number of rounds (Schulman 1996). The reciprocal of the best (least) overhead is called the…
The problem of binary hypothesis testing between two probability measures is considered. New sharp bounds are derived for the best achievable error probability of such tests based on independent and identically distributed observations.…
We derive a lower and upper bound on the reliability function of discrete memoryless multiple-access channel (MAC) with noiseless feedback and variable-length codes (VLCs). For the upper-bound, we use proof techniques of Burnashev for the…
Error bounds have been studied for more than seventy years, beginning with the seminal result of Hoffman (1952) [{\it J. Res. Natl. Bur. Standards}, 49 (1952), 263--265], which establishes an upper bound for the distance from an arbitrary…
We present a new method to propagate lower bounds on conditional probability distributions in conventional Bayesian networks. Our method guarantees to provide outer approximations of the exact lower bounds. A key advantage is that we can…
We consider the problem of lower bounding the error probability under the invariant causal prediction (ICP) framework. To this end, we examine and draw connections between ICP and the zero-rate Gaussian multiple access channel by first…
We develop a novel framework for proving converse theorems for channel coding, which is based on the analysis technique of multicast transmission with an additional auxiliary receiver, which serves as a genie to the original receiver. The…
There is a fundamental limitation in the prediction performance that a machine learning model can achieve due to the inevitable uncertainty of the prediction target. In classification problems, this can be characterized by the Bayes error,…
In their seminal 1990 paper, Wasserman and Kadane establish an upper bound for the Bayes' posterior probability of a measurable set $A$, when the prior lies in a class of probability measures $\mathcal{P}$ and the likelihood is precise.…
For finite parameter spaces under finite loss, every Bayes procedure derived from a prior with full support is admissible, and every admissible procedure is Bayes. This relationship already breaks down once we move to finite-dimensional…
We consider the problem of detecting the true quantum state among $r$ possible ones, based of measurements performed on $n$ copies of a finite-dimensional quantum system. A special case is the problem of discriminating between $r$…
Empirically, the PAC-Bayesian analysis is known to produce tight risk bounds for practical machine learning algorithms. However, in its naive form, it can only deal with stochastic predictors while such predictors are rarely used and…
To handle with inverse problems, two probabilistic approaches have been proposed: the maximum entropy on the mean (MEM) and the Bayesian estimation (BAYES). The main object of this presentation is to compare these two approaches which are…
We provide a lower bound on the probability that a binomial random variable is exceeding its mean. Our proof employs estimates on the mean absolute deviation and the tail conditional expectation of binomial random variables.
We show how to compute lower bounds for the supremum Bayes error if the class-conditional distributions must satisfy moment constraints, where the supremum is with respect to the unknown class-conditional distributions. Our approach makes…
We consider the classical problems of estimating the mean of an $n$-dimensional normally (with identity covariance matrix) or Poisson distributed vector under the squared loss. In a Bayesian setting the optimal estimator is given by the…
Let $A_1, A_2, \ldots, A_n$ be events in a sample space. Given the probability of the intersection of each collection of up to $k+1$ of these events, what can we say about the probability that at least $r$ of the events occur? This question…
Bayesian persuasion studies how an informed sender should influence beliefs of rational receivers who take decisions through Bayesian updating of a common prior. We focus on the online Bayesian persuasion framework, in which the sender…
Experimental design is crucial for inference where limitations in the data collection procedure are present due to cost or other restrictions. Optimal experimental designs determine parameters that in some appropriate sense make the data…