Related papers: Estimating the spectrum in computed tomography via…
The forward Kullback-Leibler (KL) divergence is a ubiquitous objective for fitting a parameterized distribution to samples due to its tractability and equivalence to maximum likelihood estimation (MLE). Its inherent asymmetry, however, may…
In this paper, we consider a distributionally robust optimization (DRO) model in which the ambiguity set is defined as the set of distributions whose Kullback-Leibler (KL) divergence to an empirical distribution is bounded. Utilizing the…
Simplicia-simplicial regression concerns statistical modeling scenarios in which both the predictors and the responses are vectors constrained to lie on the simplex. \cite{fiksel2022} introduced a transformation-free linear regression…
This work is concerned with the continuum limit of a graph-based data visualization technique called the t-Distributed Stochastic Neighbor Embedding (t-SNE), which is widely used for visualizing data in a variety of applications, but is…
The problem of estimating the Kullback-Leibler divergence $D(P\|Q)$ between two unknown distributions $P$ and $Q$ is studied, under the assumption that the alphabet size $k$ of the distributions can scale to infinity. The estimation is…
X-ray energy spectrum plays an essential role in computed tomography (CT) imaging and related tasks. Due to the high photon flux of clinical CT scanners, most of spectrum estimation methods are indirect and usually suffered from various…
Empirical risk minimization, a cornerstone in machine learning, is often hindered by the Optimizer's Curse stemming from discrepancies between the empirical and true data-generating distributions.To address this challenge, the robust…
X-ray energy spectrum plays an essential role in imaging and related tasks. Due to the high photon flux of clinical CT scanners, most of the spectrum estimation methods are indirect and are usually suffered from various limitations. The…
Precision measurements of the galaxy power spectrum P(k) require a data analysis pipeline that is both fast enough to be computationally feasible and accurate enough to take full advantage of high-quality data. We present a rigorous…
The capability of a novel Kullback-Leibler divergence method is examined herein within the Kalman filter framework to select the input-parameter-state estimation execution with the most plausible results. This identification suffers from…
In this paper, we study a matricial version of the Byrnes-Georgiou-Lindquist generalized moment problem with complexity constraint. We introduce a new metric on multivariable spectral densities induced by the family of their spectral…
An optimal transport problem on finite spaces is a linear program. Recently, a relaxation of the optimal transport problem via strictly convex functions, especially via the Kullback--Leibler divergence, sheds new light on data sciences.…
Complex, high-dimensional data is ubiquitous across many scientific disciplines, including machine learning, biology, and the social sciences. One of the primary methods of visualizing these datasets is with two-dimensional scatter plots…
We study the problem of model selection type aggregation with respect to the Kullback-Leibler divergence for various probabilistic models. Rather than considering a convex combination of the initial estimators $f_1, \ldots, f_N$, our…
We consider the problem of quantifying the quality of a model selection problem for a graphical model. We discuss this by formulating the problem as a detection problem. Model selection problems usually minimize a distance between the…
We propose algorithms to approximate directed information graphs. Directed information graphs are probabilistic graphical models that depict causal dependencies between stochastic processes in a network. The proposed algorithms identify…
We study empirical Bayes (EB) predictive density estimation in linear mixed models (LMMs) with large number of units, which induce a high dimensional random effects space. Focusing on Kullback Leibler (KL) risk minimization, we develop a…
Discretization of continuous-time diffusion processes is a widely recognized method for sampling. However, it seems to be a considerable restriction when the potentials are often required to be smooth (gradient Lipschitz). This paper…
The problem of filtering information from large correlation matrices is of great importance in many applications. We have recently proposed the use of the Kullback-Leibler distance to measure the performance of filtering algorithms in…
This study tackles the efficient estimation of Kullback-Leibler (KL) Divergence in Dirichlet Mixture Models (DMM), crucial for clustering compositional data. Despite the significance of DMMs, obtaining an analytically tractable solution for…