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We study the evaluation of real-valued point predictors under the decision-theoretic framework of mean-consistent loss functions given by the Bregman divergences. We first derive a new version of Murphy's decomposition of the expected loss…

Methodology · Statistics 2026-05-14 Łukasz Delong , Mario Wüthrich

Integration at a point is a new kind of integration derived from integration over an interval in infinitesimal and infinity domains which are spaces larger than the reals. Consider a continuous monotonic divergent function that is…

General Mathematics · Mathematics 2015-03-04 Chelton D. Evans , William K. Pattinson

We provide a unifying view of statistical information measures, multi-way Bayesian hypothesis testing, loss functions for multi-class classification problems, and multi-distribution $f$-divergences, elaborating equivalence results between…

Statistics Theory · Mathematics 2017-09-12 John C. Duchi , Khashayar Khosravi , Feng Ruan

In this paper, we consider an online distributed composite optimization problem over a time-varying multi-agent network that consists of multiple interacting nodes, where the objective function of each node consists of two parts: a loss…

Optimization and Control · Mathematics 2020-04-03 Deming Yuan , Yiguang Hong , Daniel W. C. Ho , Shengyuan Xu

We propose a simple yet powerful test statistic to quantify the discrepancy between two conditional distributions. The new statistic avoids the explicit estimation of the underlying distributions in highdimensional space and it operates on…

Machine Learning · Computer Science 2021-01-01 Shujian Yu , Ammar Shaker , Francesco Alesiani , Jose C. Principe

The ability to compute the exact divergence between two high-dimensional distributions is useful in many applications but doing so naively is intractable. Computing the alpha-beta divergence -- a family of divergences that includes the…

Machine Learning · Computer Science 2023-10-17 Loong Kuan Lee , Geoffrey I. Webb , Daniel F. Schmidt , Nico Piatkowski

The book is structured into four main chapters. Chapter 1 introduces the foundational concepts of divergence measures, including the well-known Kullback-Leibler divergence and its limitations. It then presents a detailed exploration of…

Methodology · Statistics 2024-09-04 Shinto Eguchi

We classify possible supersymmetry-preserving relevant, marginal, and irrelevant deformations of unitary superconformal theories in $d \geq 3$ dimensions. Our method only relies on symmetries and unitarity. Hence, the results are model…

High Energy Physics - Theory · Physics 2016-12-21 Clay Cordova , Thomas T. Dumitrescu , Kenneth Intriligator

Multi-sensor data fusion technology plays an important role in real applications. Because of the flexibility and effectiveness in modelling and processing the uncertain information regardless of prior probabilities, Dempster-Shafer evidence…

Artificial Intelligence · Computer Science 2018-06-06 Fuyuan Xiao

We propose a framework to construct practical kernel-based two-sample tests from the family of $f$-divergences. The test statistic is computed from the witness function of a regularized variational representation of the divergence, which we…

Machine Learning · Statistics 2026-01-28 Mónica Ribero , Antonin Schrab , Arthur Gretton

Blind source separation is one of the major analysis tool to extract relevant information from multichannel data. While being central, joint deconvolution and blind source separation (DBSS) methods are scarce. To that purpose, a DBSS…

Signal Processing · Electrical Eng. & Systems 2020-09-09 R. Carloni Gertosio , J. Bobin

Recently, a new distance has been introduced for the graphs of two point-to-set operators, one of which is maximally monotone. When both operators are the subdifferential of a proper lower semicontinuous convex function, this distance…

Functional Analysis · Mathematics 2020-09-29 Regina S. Burachik , Minh N. Dao , Scott B. Lindstrom

In this paper we deal with improvement of Jensen, Jensen-Steffensen's and Jensen's functionals related inequalities for uniformly convex, phi-convex and superquadratic functions.

Functional Analysis · Mathematics 2025-01-03 Shoshana Abramovich

We study sequences of functions of the form F_p^n -> {0,1} for varying n, and define a notion of convergence based on the induced distributions from restricting the functions to a random affine subspace. Using a decomposition theorem and a…

Combinatorics · Mathematics 2013-08-20 Hamed Hatami , Pooya Hatami , James Hirst

Using Blackwell's definition of comparing two experiments, a comparison is made with \textit{generalized AG - divergence} measure having one and two scalar parameters. Connection of \textit{generalized AG - divergence} measure with…

Statistics Theory · Mathematics 2007-06-13 Inder Jeet Taneja

Some mathematical inequalities among various weighted means are studied. Inequalities on weighted logarithmic mean are given. Besides, the gap in Jensen's inequality is studied as a convex function approach. Consequently, some non-trivial…

Classical Analysis and ODEs · Mathematics 2022-11-08 Shigeru Furuichi , Kenjiro Yanagi , Hamid Reza Moradi

There are many information and divergence measures exist in the literature on information theory and statistics. The most famous among them are Kullback-Leiber's (1951)relative information and Jeffreys (1946) J-divergence, Information…

Probability · Mathematics 2007-05-23 Inder Jeet Taneja

It has been argued persuasively that, in order to evaluate climate models, the probability distributions of model output need to be compared to the corresponding empirical distributions of observed data. Distance measures between…

Methodology · Statistics 2013-07-17 Thordis L. Thorarinsdottir , Tilmann Gneiting , Nadine Gissibl

The purpose of this paper is to give a survey on the notions of distance between subsets either of a metric space or of a measure space, including definitions, a classification, and a discussion of the best-known distance functions, which…

Functional Analysis · Mathematics 2018-08-09 A. Conci , C. S. Kubrusly

We generalize the class of split graphs to the directed case and show that these split digraphs can be identified from their degree sequences. The first degree sequence characterization is an extension of the concept of splittance to…

Discrete Mathematics · Computer Science 2014-04-25 M. Drew LaMar
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