相关论文: Classes of lower bounds on outage error probabilit…

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 give the proof of a tight lower bound on the probability that a binomial random variable exceeds its expected value. The inequality plays an important role in a variety of contexts, including the analysis of relative deviation bounds in…

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…

We consider the problem of identifying a single line outage in a power grid by using data from phasor measurement units (PMUs). When a line outage occurs, the voltage phasor of each bus node changes in response to the change in network…

The association between a continuous and an ordinal variable is commonly modeled through the polyserial correlation model. However, this model, which is based on a partially-latent normality assumption, may be misspecified in practice, due…

We analyze an optimal stopping problem with a series of inequality-type and equality-type expectation constraints in a general non-Markovian framework. We show that the optimal stopping problem with expectation constraints (OSEC) in an…

We consider the problem of binary classification with abstention in the relatively less studied \emph{bounded-rate} setting. We begin by obtaining a characterization of the Bayes optimal classifier for an arbitrary input-label distribution…

We consider a regression framework where the design points are deterministic and the errors possibly non-i.i.d. and heavy-tailed (with a moment of order $p$ in $[1,2]$). Given a class of candidate regression functions, we propose a…

We introduce a procedure for conditional density estimation under logarithmic loss, which we call SMP (Sample Minmax Predictor). This estimator minimizes a new general excess risk bound for statistical learning. On standard examples, this…

We revisit the outlier hypothesis testing framework of Li \emph{et al.} (TIT 2014) and derive fundamental limits for the optimal test under the generalized Neyman-Pearson criterion. In outlier hypothesis testing, one is given multiple…

Control applications for cyber-physical systems must make reliably safe control decisions in the presence of continuous dynamics as well as stochastic uncertainty. Providing safety guarantees for such systems requires formal modeling and…

Minimum Bayes Risk (MBR) decoding optimizes output selection by maximizing the expected utility value of an underlying human distribution. While prior work has shown the effectiveness of MBR decoding through empirical evaluation, few…

National statistical institutes in many countries are now mandated to produce reliable statistics for important variables such as population, income, unemployment, health outcomes, etc. for small areas, defined by geography and/or…

We derive lower bounds on the Bayes risk in decentralized estimation, where the estimator does not have direct access to the random samples generated conditionally on the random parameter of interest, but only to the data received from…

This paper studies optimal decision rules, including estimators and tests, for weakly identified GMM models. We derive the limit experiment for weakly identified GMM, and propose a theoretically-motivated class of priors which give rise to…

New lower bounds on the minimum average Hamming distance of binary codes are derived. The bounds are obtained using linear programming approach.

In this article, we propose a novel pessimism-based Bayesian learning method for optimal dynamic treatment regimes in the offline setting. When the coverage condition does not hold, which is common for offline data, the existing solutions…

We consider the Minimum Description Length principle for online sequence prediction. If the underlying model class is discrete, then the total expected square loss is a particularly interesting performance measure: (a) this quantity is…

We consider the problem of aggregating pairwise comparisons to obtain a consensus ranking order over a collection of objects. We use the popular Bradley-Terry-Luce (BTL) model which allows us to probabilistically describe pairwise…

An empirical Bayes approach to the estimation of possibly sparse sequences observed in Gaussian white noise is set out and investigated. The prior considered is a mixture of an atom of probability at zero and a heavy-tailed density \gamma,…