Variations on the Expectation due to Changes in the Probability Measure
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Abstract (arXiv)
In this paper, closed-form expressions are presented for the variation of the expectation of a given function due to changes in the probability measure used for the expectation. They unveil interesting connections with Gibbs probability measures, mutual information, and lautum information.
Key facts. Cited by 3 papers in the map (data through 7 Oct 2026). Builds on 16 of its 43 references that are in the map. First posted on arXiv 5 Feb 2025.
Builds on
16 of 43 references.
References · 16
- 2015On the properties of variational approximations of Gibbs posteriorscited by 121
- 2019Distributionally Robust Optimization: A Reviewcited by 75
- 2023Generalization Bounds: Perspectives from Information Theory and PAC-Bayescited by 60
- 2020Optimal Bounds between f-Divergences and Integral Probability Metricscited by 27
- 2024What is the long-run distribution of stochastic gradient descent? A large deviations analysiscited by 17
- 2021Characterizing and Understanding the Generalization Error of Transfer Learning with Gibbs Algorithmcited by 14
- 2022Empirical Risk Minimization with Relative Entropy Regularizationcited by 13
- 2023Flow-based Distributionally Robust Optimizationcited by 13
- 2023On the Validation of Gibbs Algorithms: Training Datasets, Test Datasets and their Aggregationcited by 10
- 2021Tackling Virtual and Real Concept Drifts: An Adaptive Gaussian Mixture Modelcited by 9
- 2022Empirical Risk Minimization with Relative Entropy Regularization: Optimality and Sensitivity Analysiscited by 8
- 2023Generalization Analysis of Machine Learning Algorithms via the Worst-Case Data-Generating Probability Measurecited by 7
4 more
- 2022How Does Pseudo-Labeling Affect the Generalization Error of the Semi-Supervised Gibbs Algorithm?cited by 5
- 2024The Method of Gaps: Exact Expressions for the Generalization Error of Supervised Learning Algorithmscited by 5
- 2025Proofs for Folklore Theorems on the Radon-Nikodym Derivativecited by 4
- 2024An Information-Theoretic Framework for Out-of-Distribution Generalization with Applications to Stochastic Gradient Langevin Dynamicscited by 3
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Citing papers per year: 2026: 3.
3 papers.