Convergence of Statistical Estimators via Mutual Information Bounds
-д хадгалсан:
| -д хэвлэсэн: | arXiv.org (Dec 24, 2024), p. n/a |
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| Үндсэн зохиолч: | |
| Бусад зохиолчид: | |
| Хэвлэсэн: |
Cornell University Library, arXiv.org
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| Нөхцлүүд: | |
| Онлайн хандалт: | Citation/Abstract Full text outside of ProQuest |
| Шошгууд: |
Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!
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MARC
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| 001 | 3149107009 | ||
| 003 | UK-CbPIL | ||
| 022 | |a 2331-8422 | ||
| 035 | |a 3149107009 | ||
| 045 | 0 | |b d20241224 | |
| 100 | 1 | |a El Mahdi Khribch | |
| 245 | 1 | |a Convergence of Statistical Estimators via Mutual Information Bounds | |
| 260 | |b Cornell University Library, arXiv.org |c Dec 24, 2024 | ||
| 513 | |a Working Paper | ||
| 520 | 3 | |a Recent advances in statistical learning theory have revealed profound connections between mutual information (MI) bounds, PAC-Bayesian theory, and Bayesian nonparametrics. This work introduces a novel mutual information bound for statistical models. The derived bound has wide-ranging applications in statistical inference. It yields improved contraction rates for fractional posteriors in Bayesian nonparametrics. It can also be used to study a wide range of estimation methods, such as variational inference or Maximum Likelihood Estimation (MLE). By bridging these diverse areas, this work advances our understanding of the fundamental limits of statistical inference and the role of information in learning from data. We hope that these results will not only clarify connections between statistical inference and information theory but also help to develop a new toolbox to study a wide range of estimators. | |
| 653 | |a Statistical methods | ||
| 653 | |a Learning theory | ||
| 653 | |a Maximum likelihood estimation | ||
| 653 | |a Estimators | ||
| 653 | |a Bayesian analysis | ||
| 653 | |a Information theory | ||
| 653 | |a Statistical models | ||
| 653 | |a Statistical inference | ||
| 700 | 1 | |a Alquier, Pierre | |
| 773 | 0 | |t arXiv.org |g (Dec 24, 2024), p. n/a | |
| 786 | 0 | |d ProQuest |t Engineering Database | |
| 856 | 4 | 1 | |3 Citation/Abstract |u https://www.proquest.com/docview/3149107009/abstract/embedded/ZKJTFFSVAI7CB62C?source=fedsrch |
| 856 | 4 | 0 | |3 Full text outside of ProQuest |u http://arxiv.org/abs/2412.18539 |