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Mixtures of high dimensional Gaussian distributions have been studied extensively in statistics and learning theory. While the total variation distance appears naturally in the sample complexity of distribution learning, it is analytically…

Probability · Mathematics 2022-03-11 Sami Davies , Arya Mazumdar , Soumyabrata Pal , Cyrus Rashtchian

We develop a new formulation of Stein's method to obtain computable upper bounds on the total variation distance between the geometric distribution and a distribution of interest. Our framework reduces the problem to the construction of a…

Probability · Mathematics 2013-03-21 Erol A. Peköz , Adrian Röllin , Nathan Ross

The total variation distance is a metric of central importance in statistics and probability theory. However, somewhat surprisingly, questions about computing it algorithmically appear not to have been systematically studied until very…

Data Structures and Algorithms · Computer Science 2025-03-17 Arnab Bhattacharyya , Weiming Feng , Piyush Srivastava

We study the relation between the total variation (TV) and Hellinger distances between two Gaussian location mixtures. Our first result establishes a general upper bound: for any two mixing distributions supported on a compact set, the…

Statistics Theory · Mathematics 2026-05-27 Joonhyuk Jung , Chao Gao

Variational inference methods for latent variable statistical models have gained popularity because they are relatively fast, can handle large data sets, and have deterministic convergence guarantees. However, in practice it is unclear…

Methodology · Statistics 2017-03-22 Hachem Saddiki , Andrew C. Trapp , Patrick Flaherty

The statistics and machine learning communities have recently seen a growing interest in classification-based approaches to two-sample testing. The outcome of a classification-based two-sample test remains a rejection decision, which is not…

Statistics Theory · Mathematics 2022-11-15 Loris Michel , Jeffrey Näf , Nicolai Meinshausen

Given two high-dimensional Gaussians with the same mean, we prove a lower and an upper bound for their total variation distance, which are within a constant factor of one another.

Statistics Theory · Mathematics 2023-10-24 Luc Devroye , Abbas Mehrabian , Tommy Reddad

We deal with stochastic differential equations with jumps. In order to obtain an accurate approximation scheme, it is usual to replace the "small jumps" by a Brownian motion. In this paper, we prove that for every fixed time $t$, the…

Probability · Mathematics 2023-10-17 Vlad Bally , Yifeng Qin

We deal with stochastic differential equations with jumps. In order to obtain an accurate approximation scheme, it is usual to replace the "small jumps" by a Brownian motion. In this paper, we prove that for every fixed time $t$, the…

Probability · Mathematics 2022-12-15 Vlad Bally , Yifeng Qin

This paper derives new bounds on the difference of the entropies of two discrete random variables in terms of the local and total variation distances between their probability mass functions. The derivation of the bounds relies on maximal…

Information Theory · Computer Science 2016-11-17 Igal Sason

With the proliferation of generative AI and the increasing volume of generative data (also called as synthetic data), assessing the fidelity of generative data has become a critical concern. In this paper, we propose a discriminative…

Machine Learning · Statistics 2024-05-27 Lan Tao , Shirong Xu , Chi-Hua Wang , Namjoon Suh , Guang Cheng

Finite mixture of Gaussian distributions provide a flexible semi-parametric methodology for density estimation when the variables under investigation have no boundaries. However, in practical applications variables may be partially bounded…

Methodology · Statistics 2019-12-30 Luca Scrucca

For arbitrary two probability measures on real d-space with given means and variances (covariance matrices), we provide lower bounds for their total variation distance. In the one-dimensional case, a tight bound is given.

Probability · Mathematics 2022-12-27 Tomohiro Nishiyama

We study the problem of approximating the total variation distance between two mixtures of product distributions over an $n$-dimensional discrete domain. Given two mixtures $\mathbb{P}$ and $\mathbb{Q}$ with $k_1$ and $k_2$ product…

Data Structures and Algorithms · Computer Science 2026-05-06 Weiming Feng , Yucheng Fu , Minji Yang , Anqi Zhang

An important tool to quantify the likeness of two probability measures are f-divergences, which have seen widespread application in statistics and information theory. An example is the total variation, which plays an exceptional role among…

Probability · Mathematics 2009-03-11 Jochen Bröcker

We investigate some previously unexplored (or underexplored) computational aspects of total variation (TV) distance. First, we give a simple deterministic polynomial-time algorithm for checking equivalence between mixtures of product…

Data Structures and Algorithms · Computer Science 2024-12-16 Arnab Bhattacharyya , Sutanu Gayen , Kuldeep S. Meel , Dimitrios Myrisiotis , A. Pavan , N. V. Vinodchandran

Generalization error bounds are essential to understanding machine learning algorithms. This paper presents novel expected generalization error upper bounds based on the average joint distribution between the output hypothesis and each…

Information Theory · Computer Science 2022-02-25 Gholamali Aminian , Yuheng Bu , Gregory Wornell , Miguel Rodrigues

Total variation distance (TV distance) is a fundamental notion of distance between probability distributions. In this work, we introduce and study the problem of computing the TV distance of two product distributions over the domain…

Data Structures and Algorithms · Computer Science 2023-08-21 Arnab Bhattacharyya , Sutanu Gayen , Kuldeep S. Meel , Dimitrios Myrisiotis , A. Pavan , N. V. Vinodchandran

We consider the approximation of a convolution of possibly different probability measures by (compound) Poisson distributions and also by related signed measures of higher order. We present new total variation bounds having a better…

Probability · Mathematics 2017-03-08 Bero Roos

Total variation distance (TV distance) is an important measure for the difference between two distributions. Recently, there has been progress in approximating the TV distance between product distributions: a deterministic algorithm for a…

Data Structures and Algorithms · Computer Science 2023-09-27 Weiming Feng , Liqiang Liu , Tianren Liu
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