14 citations · 14 across the 3 of their papers we have counts for
3 papers
cs.IT2025
Variations on the Expectation due to Changes in the Probability Measure
Samir M. Perlaza, Gaetan Bisson
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. Th…
cs.IT2025
Proofs for Folklore Theorems on the Radon-Nikodym Derivative
Yaiza Bermudez, Gaetan Bisson, Iñaki Esnaola +1
In this technical report, rigorous statements and formal proofs are presented for both foundational and advanced folklore theorems on the Radon-Nikodym derivative. The cases of con…
math.ST2022★ 14 cited
Empirical Risk Minimization with Relative Entropy Regularization
Samir M. Perlaza, Gaetan Bisson, Iñaki Esnaola +2
The empirical risk minimization (ERM) problem with relative entropy regularization (ERM-RER) is investigated under the assumption that the reference measure is a -finite measure…