Related papers: A closed-form formula for the Kullback-Leibler div…
We establish quantitative compactness estimates for finite difference schemes used to solve nonlinear conservation laws. These equations involve a flux function $f(k(x,t),u)$, where the coefficient $k(x,t$ is $BV$-regular and may exhibit…
We derive the conjugate prior of the Dirichlet and beta distributions and explore it with numerical examples to gain an intuitive understanding of the distribution itself, its hyperparameters, and conditions concerning its convergence. Due…
We study the approximation of arbitrary distributions $P$ on $d$-dimensional space by distributions with log-concave density. Approximation means minimizing a Kullback--Leibler-type functional. We show that such an approximation exists if…
We consider here the recently proposed closed form formula in terms of the Meijer G-functions for the probability density functions $g_\alpha(x)$ of one-sided L\'evy stable distributions with rational index $\alpha=l/k$, with $0<\alpha<1$.…
Based on recent work of S. K. Donaldson and T. Mabuchi, we prove that any extremal Kaehler metric in the sense of E. Calabi, defined on the product of polarized compact complex projective manifolds is the product of extremal Kaehler metrics…
The Kullback-Leibler (KL) divergence is a foundational measure for comparing probability distributions. Yet in multivariate settings, its single value often obscures the underlying reasons for divergence, conflating mismatches in individual…
R\'enyi divergence is related to R\'enyi entropy much like Kullback-Leibler divergence is related to Shannon's entropy, and comes up in many settings. It was introduced by R\'enyi as a measure of information that satisfies almost the same…
Diffusion models are a new class of generative models that revolve around the estimation of the score function associated with a stochastic differential equation. Subsequent to its acquisition, the approximated score function is then…
When a solution to the Cauchy problem for nonlinear dispersive equations is obtained by a fixed point argument using auxiliary function spaces, it is non-trivial to ensure uniqueness of solutions in a natural space such as the class of…
The goal of this paper is to formalize the notion of The Compositional Integral in The Complex Plane. We prove a convergence theorem guaranteeing its existence. We prove an analogue of Cauchy's Integral Theorem--and suggest an approach at…
We propose a method to fuse posterior distributions learned from heterogeneous datasets. Our algorithm relies on a mean field assumption for both the fused model and the individual dataset posteriors and proceeds using a simple…
We present a numerical approximation method for linear diffusion-reaction problems with possibly discontinuous Dirichlet boundary conditions. The solution of such problems can be represented as a linear combination of explicitly known…
The aim of this paper is to study certain properties of the Kullback-Leibler distance between two positive integer numbers or between two ideals. We present some results related the entropy of a positive integer number and the divergence of…
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…
Positivity of the prior probability of Kullback-Leibler neighborhood around the true density, commonly known as the Kullback-Leibler property, plays a fundamental role in posterior consistency. A popular prior for Bayesian estimation is…
The question of whether features and behaviors that are characteristic to completely integrable systems persist in the transition to non-integrable settings is a central one in the field of nonlinear dispersive equations. In this work, we…
We deal with the existence of weak solutions for a mixed Neumann-Robin-Cauchy problem. The existence results are based on global-in-time estimates of approximating solutions, and the passage to the limit exploits compactness techniques. We…
In this paper we introduce new distributions which are solutions of higher-order Laplace equations. It is proved that their densities can be obtained by folding and symmetrizing Cauchy distributions. Another class of probability laws…
To characterize the Kullback-Leibler divergence and Fisher information in general parametrized hidden Markov models, in this paper, we first show that the log likelihood and its derivatives can be represented as an additive functional of a…
We introduce a novel family of projected distributions on the circle and the sphere, namely the circular and spherical projected Cauchy distributions, as promising alternatives for modelling circular and spherical data. The circular…