Adrien Vandenbroucque

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Publications associées (4)

Lower Bounds on the Bayesian Risk via Information Measures

Michael Christoph Gastpar, Adrien Vandenbroucque, Amedeo Roberto Esposito

This paper focuses on parameter estimation and introduces a new method for lower bounding the Bayesian risk. The method allows for the use of virtually any information measure, including Rényi's α, φ-divergences, and Sibson's α-Mutual Information. The appr ...

2024

Analysis of Bootstrap and Subsampling in High-dimensional Regularized Regression

Adrien Vandenbroucque, Florent Gérard Krzakala, Lenka Zdeborová, Bruno Loureiro, Lucas Andry Clarte

We investigate popular resampling methods for estimating the uncertainty of statistical models, such as subsampling, bootstrap and the jackknife, and their performance in high-dimensional supervised regression tasks. We provide a tight asymptotic descripti ...

ACM2024

Lower-bounds on the Bayesian Risk in Estimation Procedures via f–Divergences

Michael Christoph Gastpar, Adrien Vandenbroucque, Amedeo Roberto Esposito

We consider the problem of parameter estimation in a Bayesian setting and propose a general lower-bound that includes part of the family of f-Divergences. The results are then applied to specific settings of interest and compared to other notable results i ...

2022

On Sibson’s α-Mutual Information

Michael Christoph Gastpar, Adrien Vandenbroucque, Amedeo Roberto Esposito

2022

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