Dependence measures bounding the exploration bias for general measurements

Jiantao Jiao, Yanjun Han, Tsachy Weissman

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

We propose a framework to analyze and quantify the bias in adaptive data analysis. It generalizes that proposed by Russo and Zou'15, applying to measurements whose moment generating function exists, measurements with a finite p-norm, and measurements in general Orlicz spaces. We introduce a new class of dependence measures which retain key properties of mutual information while more effectively quantifying the exploration bias for heavy tailed distributions. We provide examples of cases where our bounds are nearly tight in situations where the original framework of Russo and Zou'15 does not apply.

Original languageEnglish (US)
Title of host publication2017 IEEE International Symposium on Information Theory, ISIT 2017
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages1475-1479
Number of pages5
ISBN (Electronic)9781509040964
DOIs
StatePublished - Aug 9 2017
Event2017 IEEE International Symposium on Information Theory, ISIT 2017 - Aachen, Germany
Duration: Jun 25 2017Jun 30 2017

Publication series

NameIEEE International Symposium on Information Theory - Proceedings
ISSN (Print)2157-8095

Other

Other2017 IEEE International Symposium on Information Theory, ISIT 2017
Country/TerritoryGermany
CityAachen
Period6/25/176/30/17

ASJC Scopus subject areas

  • Theoretical Computer Science
  • Information Systems
  • Modeling and Simulation
  • Applied Mathematics

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