25 citations · 42 across the 5 of their papers we have counts for
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cs.IT2017★ 10 cited
How biased is your model? Concentration Inequalities, Information and Model Bias
Konstantinos Gourgoulias, Markos A. Katsoulakis, Luc Rey-Bellet +1
We derive tight and computable bounds on the bias of statistical estimators, or more generally of quantities of interest, when evaluated on a baseline model P rather than on the ty…
cs.IT2016★ 25 cited
Scalable Information Inequalities for Uncertainty Quantification
Markos A. Katsoulakis, Luc Rey-Bellet, Jie Wang
In this paper we demonstrate the only available scalable information bounds for quantities of interest of high dimensional probabilistic models. Scalability of inequalities allows…