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Estimating the Kullback-Leibler (KL) divergence between random variables is a fundamental problem in statistical analysis. For continuous random variables, traditional information-theoretic estimators scale poorly with dimension and/or…

Machine Learning · Computer Science 2025-10-08 Mikil Foss , Andrew Lamperski

In this work we present a new method for the estimation of Mutual Information (MI) between random variables. Our approach is based on an original interpretation of the Girsanov theorem, which allows us to use score-based diffusion models to…

Machine Learning · Computer Science 2024-05-16 Giulio Franzese , Mustapha Bounoua , Pietro Michiardi

Estimating Kullback Leibler (KL) divergence from samples of two distributions is essential in many machine learning problems. Variational methods using neural network discriminator have been proposed to achieve this task in a scalable…

Machine Learning · Computer Science 2021-10-01 Sandesh Ghimire , Aria Masoomi , Jennifer Dy

We argue that the estimation of mutual information between high dimensional continuous random variables can be achieved by gradient descent over neural networks. We present a Mutual Information Neural Estimator (MINE) that is linearly…

Selecting an appropriate divergence measure is a critical aspect of machine learning, as it directly impacts model performance. Among the most widely used, we find the Kullback-Leibler (KL) divergence, originally introduced in kinetic…

Mathematical Physics · Physics 2025-07-16 Gennaro Auricchio , Giovanni Brigati , Paolo Giudici , Giuseppe Toscani

Several scalable sample-based methods to compute the Kullback Leibler (KL) divergence between two distributions have been proposed and applied in large-scale machine learning models. While they have been found to be unstable, the…

Machine Learning · Computer Science 2021-09-07 Sandesh Ghimire , Prashnna K Gyawali , Linwei Wang

Deep nonlinear models pose a challenge for fitting parameters due to lack of knowledge of the hidden layer and the potentially non-affine relation of the initial and observed layers. In the present work we investigate the use of information…

Optimization and Control · Mathematics 2016-12-20 Jacob S. Hunter , Nathan O. Hodas

We propose a method of quantum machine learning called quantum mutual information neural estimation (QMINE) for estimating von Neumann entropy and quantum mutual information, which are fundamental properties in quantum information theory.…

Quantum Physics · Physics 2024-02-13 Myeongjin Shin , Junseo Lee , Kabgyun Jeong

Estimating the Kullback--Leibler (KL) divergence between language models has many applications, e.g., reinforcement learning from human feedback (RLHF), interpretability, and knowledge distillation. However, computing the exact KL…

Computation and Language · Computer Science 2025-10-28 Afra Amini , Tim Vieira , Ryan Cotterell

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…

Machine Learning · Statistics 2024-03-20 Samyajoy Pal , Christian Heumann

Recently, the importance of analysing data and collecting valuable insight efficiently has been increasing in various fields. Estimating mutual information (MI) plays a critical role to investigate the relationship among multiple random…

Quantum Physics · Physics 2025-03-10 Yota Maeda , Hideaki Kawaguchi , Hiroyuki Tezuka

The Kullback-Leibler (KL) divergence is frequently used in data science. For discrete distributions on large state spaces, approximations of probability vectors may result in a few small negative entries, rendering the KL divergence…

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…

Signal Processing · Electrical Eng. & Systems 2025-11-05 Marios Impraimakis

In this paper, we study the strong consistency of a bias reduced kernel density estimator and derive a strongly con- sistent Kullback-Leibler divergence (KLD) estimator. As application, we formulate a goodness-of-fit test and an…

Methodology · Statistics 2018-05-21 Papa Ngom , Freedath Djibril Moussa , Jean de Dieu Nkurunziza

This paper provides a unified perspective for the Kullback-Leibler (KL)-divergence and the integral probability metrics (IPMs) from the perspective of maximum likelihood density-ratio estimation (DRE). Both the KL-divergence and the IPMs…

Machine Learning · Computer Science 2022-02-01 Masahiro Kato , Masaaki Imaizumi , Kentaro Minami

Knowledge distillation has been widely adopted in computer vision task processing, since it can effectively enhance the performance of lightweight student networks by leveraging the knowledge transferred from cumbersome teacher networks.…

Computer Vision and Pattern Recognition · Computer Science 2025-01-15 Yafei Qi , Chen Wang , Zhaoning Zhang , Yaping Liu , Yongmin Zhang

The Kullback-Leibler (KL) divergence is a fundamental equation of information theory that quantifies the proximity of two probability distributions. Although difficult to understand by examining the equation, an intuition and understanding…

Information Theory · Computer Science 2014-04-09 Jonathon Shlens

Learning word representations has garnered greater attention in the recent past due to its diverse text applications. Word embeddings encapsulate the syntactic and semantic regularities of sentences. Modelling word embedding as multi-sense…

Computation and Language · Computer Science 2019-11-15 P. Jayashree , Ballijepalli Shreya , P. K. Srijith

Estimating Kullback-Leibler divergence from identical and independently distributed samples is an important problem in various domains. One simple and effective estimator is based on the k nearest neighbor distances between these samples.…

Information Theory · Computer Science 2020-02-27 Puning Zhao , Lifeng Lai

Recently, several methods have been proposed for estimating the mutual information from sample data using deep neural networks and without the knowing closed form distribution of the data. This class of estimators is referred to as neural…

Information Theory · Computer Science 2022-03-22 Farhad Mirkarimi , Stefano Rini , Nariman Farsad
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