The m-out-of-n bootstrap--proposed by Bickel et al. [1992]--approximates the distribution of a statistic by repeatedly drawing msubsamples (m n) without replacement from an original sample of size n; it is now routinely used for robust inference with heavy-tailed data, bandwidth selection, and other large-sample applications. Despite this broad applicability across econometrics, biostatistics, and machine-learning workflows, rigorous parameter-free guarantees for the soundness of the m-out-of-n bootstrap when estimating sample quantiles have remained elusive. This paper establishes such guarantees by analysing the estimator of sample quantiles obtained from m-out-of-n resampling of a dataset of length n. We first prove a central limit theorem for a fully data-driven version of the estimator that holds under a mild moment condition and involves no unknown nuisance parameters. We then show that the moment assumption is essentially tight by constructing a counter-example in which the CLT fails. Strengthening the assumptions slightly, we derive an Edgeworth expansion that delivers exact convergence rates and, as a corollary, a Berry-Esséen bound on the bootstrap approximation error. Finally, we illustrate the scope of our results by obtaining parameter-free asymptotic distributions for practical statistics, including the quantiles for random walk MH, and rewards of ergodic MDP's, thereby demonstrating the usefulness of our theory in modern estimation and learning tasks.

Recent advances have significantly improved our understanding of the generalization performance of gradient descent (GD) methods in deep neural networks. A natural and fundamental question is whether GD can achieve generalization rates comparable to the minimax optimal rates established in the kernel setting. Existing results either yield suboptimal rates of O(1/ n), or focus on networks with smooth activation functions, incurring exponential dependence on network depth L. In this work, we establish optimal generalization rates for GD with deep ReLU networks by carefully trading off optimization and generalization errors, achieving only polynomial dependence on depth. Specifically, under the assumption that the data are NTK separable from the margin γ, we prove an excess risk rate of eO(L6/(nγ2)), which aligns with the optimal SVM-type rate eO(1/(nγ2)) up to depth-dependent factors. A key technical contribution is our novel control of activation patterns near a reference model, enabling a sharper Rademacher complexity bound for deep ReLU networks trained with gradient descent.

Selective prediction [Dru13, QV19] models the scenario where a forecaster freely decides on the prediction window that their forecast spans. Many data statistics can be predicted to a non-trivial error rate without any distributional assumptions or expert advice, yet these results rely on that the forecaster may predict at any time. We introduce a model of Prediction with Limited Selectivity (PLS) where the forecaster can start the prediction only on a subset of the time horizon. We study the optimal prediction error both on an instance-by-instance basis and via an average-case analysis. We introduce a complexity measure that gives instancedependent bounds on the optimal error. For a randomly-generated PLS instance, these bounds match with high probability.

We consider a PAC-Bayes type learning rule for binary classification, balancing the training error of a randomized ''posterior'' predictor with its KL divergence to a pre-specified ''prior''. This can be seen as an extension of a modified two-part-code Minimum Description Length (MDL) learning rule, to continuous priors and randomized predictions. With a balancing parameter of $λ=1$ this learning rule recovers an (empirical) Bayes posterior and a modified variant recovers the profile posterior, linking with standard Bayesian prediction (up to the treatment of the single-parameter noise level). However, from a risk-minimization prediction perspective, this Bayesian predictor overfits and can lead to non-vanishing excess loss in the agnostic case. Instead a choice of $λ\gg 1$, which can be seen as using a sample-size-dependent-prior, ensures uniformly vanishing excess loss even in the agnostic case. We precisely characterize the effect of under-regularizing (and over-regularizing) as a function of the balance parameter $λ$, understanding the regimes in which this under-regularization is tempered or catastrophic. This work extends previous work by Zhu and Srebro [2025] that considered only discrete priors to PAC Bayes type learning rules and, through their rigorous Bayesian interpretation, to Bayesian prediction more generally.

We propose a dense associative memory for empirical measures (weighted point clouds). Stored patterns and queries are finitely supported probability measures, and retrieval is defined by minimizing a Hopfield-style log-sum-exp energy built from the debiased Sinkhorn divergence. We derive retrieval dynamics as a spherical Hellinger Kantorovich (SHK) gradient flow, which updates both support locations and weights. Discretizing the flow yields a deterministic algorithm that uses Sinkhorn potentials to compute barycentric transport steps and a multiplicative simplex reweighting. Under local separation and PL-type conditions we prove basin invariance, geometric convergence to a local minimizer, and a bound showing the minimizer remains close to the corresponding stored pattern. Under a random pattern model, we further show that these Sinkhorn basins are disjoint with high probability, implying exponential capacity in the ambient dimension. Experiments on synthetic Gaussian point-cloud memories demonstrate robust recovery from perturbed queries versus a Euclidean Hopfield-type baseline.

This transformation naturally implements a parameterization for the relaxation of permutation matrices, allowing for gradient-based optimization of problems involving permutations.

Consider a standard decision making setting that includes a set of possible actions (decisions or policies), and a set of individuals who assign utilities to the actions.

For this reason, it is important to design algorithms that are able to maintain a stable and high quality solution and that at the same time can process updates efficiently.

This implies that M(δ) = T(δ), i.e., the constraint(13) made in T(δ) does not lose any generality in matrix representation. One technical distinction relative to the previous works [2,3] arises from the fact that in our setting, the hamming distances(dx1(`),dx2(`),dx3(`)) defined w.r.t. We focus on the family of rating matrices{Mhci: c T`}. First, we present the following lemma that guarantees the existence of two subsets of users with certainproperties. The proof of this case follows the same structure as that of the grouping-limited regime. It is shown that the groups within each cluster are recovered with a vanishing fraction of errors if Ig = ω(1/n).

Generative networks have experienced great empirical successes in distribution learning.