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We consider the fundamental problem of estimating a discrete distribution on a domain of size $K$ with high probability in Kullback-Leibler divergence. We provide upper and lower bounds on the minimax estimation rate, which show that the…

Machine Learning · Statistics 2026-02-23 Dirk van der Hoeven , Julia Olkhovskaia , Tim van Erven

Introduced as a notion of algorithmic fairness, multicalibration has proved to be a powerful and versatile concept with implications far beyond its original intent. This stringent notion -- that predictions be well-calibrated across a rich…

Machine Learning · Computer Science 2022-06-17 Parikshit Gopalan , Michael P. Kim , Mihir Singhal , Shengjia Zhao

Generative models frequently suffer miscalibration, wherein statistics of the sampling distribution, such as the fraction of generations in a given class, deviate from desired values. We frame calibration as a constrained optimization…

Machine Learning · Statistics 2026-05-29 Henry D. Smith , Nathaniel L. Diamant , Brian L. Trippe

While the real world is inherently stochastic, Large Language Models (LLMs) are predominantly evaluated on single-round inference against fixed ground truths. In this work, we shift the lens to distribution alignment: assessing whether…

Computation and Language · Computer Science 2026-04-08 Yanbei Jiang , Amr Keleg , Ryandito Diandaru , Jey Han Lau , Lea Frermann , Biaoyan Fang , Fajri Koto

Kullback-Leiber divergence has been widely used in Knowledge Distillation (KD) to compress Large Language Models (LLMs). Contrary to prior assertions that reverse Kullback-Leibler (RKL) divergence is mode-seeking and thus preferable over…

Computation and Language · Computer Science 2024-12-10 Taiqiang Wu , Chaofan Tao , Jiahao Wang , Runming Yang , Zhe Zhao , Ngai Wong

In many applications in biology, engineering and economics, identifying similarities and differences between distributions of data from complex processes requires comparing finite categorical samples of discrete counts. Statistical…

Methodology · Statistics 2023-07-11 Francesco Camaglia , Ilya Nemenman , Thierry Mora , Aleksandra M. Walczak

Recently, a method called the Mutual Information Neural Estimator (MINE) that uses neural networks has been proposed to estimate mutual information and more generally the Kullback-Leibler (KL) divergence between two distributions. The…

Machine Learning · Computer Science 2019-08-20 Kartik Ahuja

Recent work has attempted to directly approximate the `function-space' or predictive posterior distribution of Bayesian models, without approximating the posterior distribution over the parameters. This is appealing in e.g. Bayesian neural…

Machine Learning · Statistics 2020-11-19 David R. Burt , Sebastian W. Ober , Adrià Garriga-Alonso , Mark van der Wilk

As algorithms increasingly inform and influence decisions made about individuals, it becomes increasingly important to address concerns that these algorithms might be discriminatory. The output of an algorithm can be discriminatory for many…

Machine Learning · Computer Science 2018-03-19 Úrsula Hébert-Johnson , Michael P. Kim , Omer Reingold , Guy N. Rothblum

In this paper, we derive a useful lower bound for the Kullback-Leibler divergence (KL-divergence) based on the Hammersley-Chapman-Robbins bound (HCRB). The HCRB states that the variance of an estimator is bounded from below by the…

Statistics Theory · Mathematics 2019-11-05 Tomohiro Nishiyama

We study the problem of characterizing the stability of Kullback-Leibler (KL) divergence under Gaussian perturbations beyond Gaussian families. Existing relaxed triangle inequalities for KL divergence critically rely on the assumption that…

Machine Learning · Computer Science 2026-04-17 Jialu Pan , Yufeng Zhang , Nan Hu , Zhenbang Chen , Ji Wang , Keqin Li

In this paper, we study the statistical and geometrical properties of the Kullback-Leibler divergence with kernel covariance operators (KKL) introduced by Bach [2022]. Unlike the classical Kullback-Leibler (KL) divergence that involves…

Machine Learning · Statistics 2025-03-12 Clémentine Chazal , Anna Korba , Francis Bach

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

A key task in managing distributed, sensitive data is to measure the extent to which a distribution changes. Understanding this drift can effectively support a variety of federated learning and analytics tasks. However, in many practical…

Machine Learning · Computer Science 2024-12-02 Mary Scott , Sayan Biswas , Graham Cormode , Carsten Maple

Discriminator Guidance has become a popular method for efficiently refining pre-trained Score-Matching Diffusion models. However, in this paper, we demonstrate that the standard implementation of this technique does not necessarily lead to…

Machine Learning · Computer Science 2025-06-12 Alexandre Verine , Ahmed Mehdi Inane , Florian Le Bronnec , Benjamin Negrevergne , Yann Chevaleyre

Model averaging is a useful and robust method for dealing with model uncertainty in statistical analysis. Often, it is useful to consider data subset selection at the same time, in which model selection criteria are used to compare models…

Methodology · Statistics 2023-10-26 Ethan T. Neil , Jacob W. Sitison

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

$f$-divergences, which quantify discrepancy between probability distributions, are ubiquitous in information theory, machine learning, and statistics. While there are numerous methods for estimating $f$-divergences from data, a limit…

Statistics Theory · Mathematics 2023-10-13 Sreejith Sreekumar , Ziv Goldfeld , Kengo Kato

We study concentration inequalities for the Kullback--Leibler (KL) divergence between the empirical distribution and the true distribution. Applying a recursion technique, we improve over the method of types bound uniformly in all regimes…

Information Theory · Computer Science 2019-10-22 Jay Mardia , Jiantao Jiao , Ervin Tánczos , Robert D. Nowak , Tsachy Weissman

Empirical risk minimization, a cornerstone in machine learning, is often hindered by the Optimizer's Curse stemming from discrepancies between the empirical and true data-generating distributions.To address this challenge, the robust…

Machine Learning · Computer Science 2024-08-20 Haojie Yan , Minglong Zhou , Jiayi Guo