Novel Change of Measure Inequalities with Applications to PAC-Bayesian Bounds and Monte Carlo Estimation.
Yuki OhnishiJean HonorioPublished in: AISTATS (2021)
Keyphrases
- monte carlo
- pac bayesian
- importance sampling
- monte carlo simulation
- distribution free
- markovian decision
- large deviations
- markov chain
- data dependent
- generalization bounds
- rademacher complexity
- risk bounds
- variance reduction
- error bounds
- distance measure
- markov chain monte carlo
- monte carlo tree search
- upper bound
- state space