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Information Geometry has been used to inspire efficient algorithms for stochastic optimization, both in the combinatorial and the continuous case. We give an overview of the authors' research program and some specific contributions to the…

Statistics Theory · Mathematics 2014-03-18 Luigi Malagò , Giovanni Pistone

Optimization with constraints is a typical problem in quantum physics and quantum information science that becomes especially challenging for high-dimensional systems and complex architectures like tensor networks. Here we use ideas of…

Quantum Physics · Physics 2021-11-18 Ilia A. Luchnikov , Mikhail E. Krechetov , Sergey N. Filippov

In this contribution, we propose a generic online (also sometimes called adaptive or recursive) version of the Expectation-Maximisation (EM) algorithm applicable to latent variable models of independent observations. Compared to the…

Computation · Statistics 2017-03-02 Olivier Cappé , Eric Moulines

An efficient algorithm for the determination of Bayesian optimal discriminating designs for competing regression models is developed, where the main focus is on models with general distributional assumptions beyond the "classical" case of…

Computation · Statistics 2015-08-04 Holger Dette , Roman Guchenko , Viatcheslav B. Melas

Optimal dimensionality reduction methods are proposed for the Bayesian inference of a Gaussian linear model with additive noise in presence of overabundant data. Three different optimal projections of the observations are proposed based on…

Statistics Theory · Mathematics 2018-02-13 Loïc Giraldi , Olivier P. Le Maître , Ibrahim Hoteit , Omar M. Knio

Millimeter-wave (mmWave) channels, which occupy frequency ranges much higher than those being used in previous wireless communications systems, are utilized to meet the increased throughput requirements that come with 5G communications. The…

Signal Processing · Electrical Eng. & Systems 2023-02-16 Esen Özbay

ALAMO is a computational methodology for leaning algebraic functions from data. Given a data set, the approach begins by building a low-complexity, linear model composed of explicit non-linear transformations of the independent variables.…

Machine Learning · Computer Science 2017-06-01 Zachary T. Wilson , Nikolaos V. Sahinidis

In this article, I show that a recent family of quantum algorithms, based on the quantum amplitude amplification algorithm, can be used to describe a cognitive heuristic called availability bias. The amplitude amplification algorithm is…

Quantum Physics · Physics 2008-10-07 Riccardo Franco

Optimal rates for achieving an information processing task are often characterized in terms of regularized information measures. In many cases of quantum tasks, we do not know how to compute such quantities. Here, we exploit the symmetries…

Quantum Physics · Physics 2023-08-25 Omar Fawzi , Ala Shayeghi , Hoang Ta

We propose a novel probabilistic approach to multilevel clustering problems based on composite transportation distance, which is a variant of transportation distance where the underlying metric is Kullback-Leibler divergence. Our method…

Machine Learning · Computer Science 2018-10-30 Nhat Ho , Viet Huynh , Dinh Phung , Michael I. Jordan

Amari's Information Geometry is a dually affine formalism for parametric probability models. The literature proposes various nonparametric functional versions. Our approach uses classical Weyl's axioms so that the affine velocity of a…

Statistics Theory · Mathematics 2025-02-05 Giovanni Pistone

Here we define a procedure for evaluating KL-projections (I- and rI-projections) of channels. These can be useful in the decomposition of mutual information between input and outputs, e.g. to quantify synergies and interactions of different…

Information Theory · Computer Science 2016-09-20 Paolo Perrone , Nihat Ay

Understanding how systems built out of modular components can be jointly optimized is an important problem in biology, engineering, and machine learning. The backpropagation algorithm is one such solution and has been instrumental in the…

Machine Learning · Computer Science 2026-03-05 Christian Pehle , Jean-Jacques Slotine

Several applications in communication, control, and learning require approximating target distributions to within small informational divergence (I-divergence). The additional requirement of invertibility usually leads to using encoders…

Information Theory · Computer Science 2020-10-22 Patrick Schulte , Rana Ali Amjad , Thomas Wiegart , Gerhard Kramer

Modern data analysis often involves massive datasets with hundreds of thousands of observations, making traditional inference algorithms computationally prohibitive. Coresets are selection methods designed to choose a smaller subset of…

Computation · Statistics 2025-02-13 Bernardo Flores

We consider a channel-independent decoder which is for i.i.d. random codes what the maximum mutual-information decoder is for constant composition codes. We show that this decoder results in exactly the same i.i.d. random coding error…

Information Theory · Computer Science 2018-11-06 Sergey Tridenski , Ram Zamir

In this paper, we present a method for reducing a regular, discrete-time Markov chain (DTMC) to another DTMC with a given, typically much smaller number of states. The cost of reduction is defined as the Kullback-Leibler divergence rate…

Systems and Control · Computer Science 2017-05-08 Bernhard C. Geiger , Tatjana Petrov , Gernot Kubin , Heinz Koeppl

Current approaches in approximate inference for Bayesian neural networks minimise the Kullback-Leibler divergence to approximate the true posterior over the weights. However, this approximation is without knowledge of the final application,…

Machine Learning · Statistics 2018-05-11 Adam D. Cobb , Stephen J. Roberts , Yarin Gal

GEneral Matrix Multiply (GEMM) is a central operation in deep learning and corresponds to the largest chunk of the compute footprint. Therefore, improving its efficiency is an active topic of ongoing research. A popular strategy is the use…

Machine Learning · Computer Science 2024-03-13 Zhanpeng Zeng , Karthikeyan Sankaralingam , Vikas Singh

The highest information rate at which quantum error-correction schemes work reliably on a channel, which is called the quantum capacity, is proven to be lower bounded by the limit of the quantity termed coherent information maximized over…

Quantum Physics · Physics 2007-05-23 Mitsuru Hamada
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