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Sharpness (of the loss minima) is a common measure to investigate the generalization of neural networks. Intuitively speaking, the flatter the landscape near the minima is, the better generalization might be. Unfortunately, the correlation…

Machine Learning · Computer Science 2025-10-17 Qiaozhe Zhang , Jun Sun , Ruijie Zhang , Yingzhuang Liu

We introduce a new class of algorithms, Stochastic Generalized Method of Moments (SGMM), for estimation and inference on (overidentified) moment restriction models. Our SGMM is a novel stochastic approximation alternative to the popular…

Econometrics · Economics 2023-11-01 Xiaohong Chen , Sokbae Lee , Yuan Liao , Myung Hwan Seo , Youngki Shin , Myunghyun Song

We study entropy-regularized constrained Markov decision processes (CMDPs) under the soft-max parameterization, in which an agent aims to maximize the entropy-regularized value function while satisfying constraints on the expected total…

Machine Learning · Computer Science 2023-04-10 Donghao Ying , Yuhao Ding , Javad Lavaei

In this paper, we explore the application of Gaussian Processes (GPs) for predicting mean-reverting time series with an underlying structure, using relatively unexplored functional and augmented data structures. While many conventional…

Statistical Finance · Quantitative Finance 2024-03-05 Narayan Tondapu

We present a scale-bridging approach based on a multi-fidelity (MF) machine-learning (ML) framework leveraging Gaussian processes (GP) to fuse atomistic computational model predictions across multiple levels of fidelity. Through the…

Computational Physics · Physics 2020-08-06 Anh Tran , Julien Tranchida , Tim Wildey , Aidan P. Thompson

Temporal Knowledge Graph Forecasting (TKGF) aims to predict future events based on the observed events in history. Recently, Large Language Models (LLMs) have exhibited remarkable capabilities, generating significant research interest in…

Information Retrieval · Computer Science 2025-01-22 He Chang , Jie Wu , Zhulin Tao , Yunshan Ma , Xianglin Huang , Tat-Seng Chua

This paper presents a kernel-based discriminative learning framework on probability measures. Rather than relying on large collections of vectorial training examples, our framework learns using a collection of probability distributions that…

Machine Learning · Statistics 2013-01-15 Krikamol Muandet , Kenji Fukumizu , Francesco Dinuzzo , Bernhard Schölkopf

The large-system performance of MAP estimation is studied considering a general distortion function when the observation vector is received through a linear system with additive white Gaussian noise. The analysis considers the system matrix…

Information Theory · Computer Science 2017-10-24 Ali Bereyhi , Ralf R. Müller , Hermann Schulz-Baldes

In traditional statistical learning, data points are usually assumed to be independently and identically distributed (i.i.d.) following an unknown probability distribution. This paper presents a contrasting viewpoint, perceiving data points…

Machine Learning · Computer Science 2025-08-19 Yangchen Pan , Junfeng Wen , Chenjun Xiao , Philip Torr

This paper explores the connections between tempering (for Sequential Monte Carlo; SMC) and entropic mirror descent to sample from a target probability distribution whose unnormalized density is known. We establish that tempering SMC…

Computation · Statistics 2024-06-18 Nicolas Chopin , Francesca R. Crucinio , Anna Korba

Large language models (LLMs) based Multilingual Knowledge Graph Completion (MKGC) aim to predict missing facts by leveraging LLMs' multilingual understanding capabilities, improving the completeness of multilingual knowledge graphs (KGs).…

Computation and Language · Computer Science 2025-10-10 Cunli Mao , Xiaofei Gao , Ran Song , Shizhu He , Shengxiang Gao , Kang Liu , Zhengtao Yu

We study data processing inequalities that are derived from a certain class of generalized information measures, where a series of convex functions and multiplicative likelihood ratios are nested alternately. While these information…

Information Theory · Computer Science 2011-09-27 Neri Merhav

Tsetlin Machines (TMs) have garnered increasing interest for their ability to learn concepts via propositional formulas and their proven efficiency across various application domains. Despite this, the convergence proof for the TMs,…

Artificial Intelligence · Computer Science 2023-10-04 Mohamed-Bachir Belaid , Jivitesh Sharma , Lei Jiao , Ole-Christoffer Granmo , Per-Arne Andersen , Anis Yazidi

This work proposes a novel general-purpose estimator for supervised machine learning (ML) based on tensor trains (TT). The estimator uses TTs to parametrize discretized functions, which are then optimized using Riemannian gradient descent…

Machine Learning · Computer Science 2022-03-10 Bart Vandereycken , Rik Voorhaar

Minimum divergence estimators provide a natural choice of estimators in a statistical inference problem. Different properties of various families of these divergence measures such as Hellinger distance, power divergence, density power…

Statistics Theory · Mathematics 2025-07-08 Subhrajyoty Roy , Supratik Basu , Abhik Ghosh , Ayanendranath Basu

There are three classical divergence measures exist in the literature on information theory and statistics. These are namely, Jeffryes-Kullback-Leiber J-divergence. Sibson-Burbea-Rao Jensen-Shannon divegernce and Taneja Arithmetic-Geometric…

Information Theory · Computer Science 2011-04-01 Inder Jeet Taneja

This paper extends the asymmetric Kullback-Leibler divergence and symmetric Jensen-Shannon divergence from two probability measures to the case of two sets of probability measures. We establish some fundamental properties of these…

Probability · Mathematics 2025-10-31 Xinpeng Li , Miao Yu

Temporal Knowledge Graphs (TKGs) represent dynamic facts as timestamped relations between entities. TKG completion involves forecasting missing or future links, requiring models to reason over time-evolving structure. While LLMs show…

Machine Learning · Computer Science 2025-05-26 Ömer Faruk Akgül , Feiyu Zhu , Yuxin Yang , Rajgopal Kannan , Viktor Prasanna

We analyze the split-sample robust inference (SSRI) methodology proposed by Chernozhukov, Demirer, Duflo, and Fernandez-Val (CDDF) for quantifying uncertainty in heterogeneous treatment effect estimation. While SSRI effectively accounts for…

Methodology · Statistics 2025-02-11 Kosuke Imai , Michael Lingzhi Li

Gaussian Processes (GP) have become popular machine-learning methods for kernel-based learning on datasets with complicated covariance structures. In this paper, we present a novel extension to the GP framework using a contaminated normal…

Machine Learning · Computer Science 2024-07-03 Daniel Iong , Matthew McAnear , Yuezhou Qu , Shasha Zou , Gabor Toth , Yang Chen