Ramon van Handel

dblp:59/3617 · DBLP profile ↗
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4ranked-venue papers
0as first author
2since 2021 · last 2025
0000-0003-4026-8100ORCID · corroborated

Domains — the database's venue-derived domains; a paper can count in several

Theory of computation · 3 · 2 since 2021Applied, interdisciplinary, general and emerging computing · 1
YearPublicationVenuePosition
2025 Matrix Chaos Inequalities and Chaos of Combinatorial Type
Afonso S. Bandeira, Kevin Lucca, Petar Nizic-Nikolac, Ramon van Handel
STOC4
2021 A theory of universal learning
abstract
How quickly can a given class of concepts be learned from examples? It is common to measure the performance of a supervised machine learning algorithm by plotting its “learning curve”, that is, the decay of the error rate as a function of the number of training examples. However, the classical theoretical framework for understanding learnability, the PAC model of Vapnik-Chervonenkis and Valiant, does not explain the behavior of learning curves: the distribution-free PAC model of learning can only bound the upper envelope of the learning curves over all possible data distributions. This does not match the practice of machine learning, where the data source is typically fixed in any given scenario, while the learner may choose the number of training examples on the basis of factors such as computational resources and desired accuracy.
Olivier Bousquet, Steve Hanneke, Shay Moran, Ramon van Handel, Amir Yehudayoff
STOC4
2017 Beyond the blowing-up lemma: Sharp converses via reverse hypercontractivity
abstract
This paper proposes a general method for establishing non-asymptotic converses in information theory via reverse hypercontractivity of Markov semigroups. In contrast to the blowing-up approach for strong converses, the proposed approach is applicable to non-discrete settings, and yields the optimal order of the second-order term in the rate expansion (square root of the blocklength) in the regime of non-vanishing error probability.
Ramon van Handel, Sergio Verdú
ISIT2
2013 Consistent Order Estimation and Minimal Penalties
abstract
Consider an i.i.d. sequence of random variables whose distribution f* lies in one of a nested family of models M_q, q>=1. The smallest index q* such that M_{q*} contains f* is called the model order. We establish strong consistency of the penalized likelihood order estimator in a general setting with penalties of order \eta(q) log log n, where \eta(q) is a dimensional quantity. Moreover, such penalties are shown to be minimal. In contrast to previous work, an a priori upper bound on the model order is not assumed. The results rely on a sharp characterization of the pathwise fluctuations of the generalized likelihood ratio statistic under entropy assumptions on the model classes. Our results are applied to the geometrically complex problem of location mixture order estimation, which is widely used but poorly understood.
Elisabeth Gassiat, Ramon van Handel
IEEE Trans. Inf. Theory2