Related papers: Gradients should stay on Path: Better Estimators o…

Recent work shows that path gradient estimators for normalizing flows have lower variance compared to standard estimators for variational inference, resulting in improved training. However, they are often prohibitively more expensive from a…

Recent work has established a path-gradient estimator for simple variational Gaussian distributions and has argued that the path-gradient is particularly beneficial in the regime in which the variational distribution approaches the exact…

Effective uncertainty quantification is important for training modern predictive models with limited data, enhancing both accuracy and robustness. While Bayesian methods are effective for this purpose, they can be challenging to scale. When…

Normalizing flows can generate complex target distributions and thus show promise in many applications in Bayesian statistics as an alternative or complement to MCMC for sampling posteriors. Since no data set from the target posterior…

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…

Generative Flow Networks (GFlowNets) are amortized inference models designed to sample from unnormalized distributions over composable objects, with applications in generative modeling for tasks in fields such as causal discovery, NLP, and…

In this paper, we propose some estimators for the parameters of a statistical model based on Kullback-Leibler divergence of the survival function in continuous setting. We prove that the proposed estimators are subclass of "generalized…

The Kullback-Leibler (KL) divergence plays a central role in probabilistic machine learning, where it commonly serves as the canonical loss function. Optimization in such settings is often performed over the probability simplex, where the…

Gradient flows of the Kullback--Leibler (KL) divergence, such as the Fokker--Planck equation and Stein Variational Gradient Descent, evolve a distribution toward a target density known only up to a normalizing constant. We introduce new…

For many applications, such as computing the expected value of different magnitudes, sampling from a known probability density function, the target density, is crucial but challenging through the inverse transform. In these cases, rejection…

Sampling a target probability distribution with an unknown normalization constant is a fundamental challenge in computational science and engineering. Recent work shows that algorithms derived by considering gradient flows in the space of…

We study the gradient flow for a relaxed approximation to the Kullback-Leibler (KL) divergence between a moving source and a fixed target distribution. This approximation, termed the KALE (KL approximate lower-bound estimator), solves a…

Semi-implicit variational inference (SIVI) is a powerful framework for approximating complex posterior distributions, but training with the Kullback-Leibler (KL) divergence can be challenging due to high variance and bias in…

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…

Wasserstein gradient flows have become a central tool for optimization problems over probability measures. A natural numerical approach is forward-Euler time discretization. We show, however, that even in the simple case where the energy…

We consider standard gradient descent, gradient flow and conjugate gradients as iterative algorithms for minimising a penalised ridge criterion in linear regression. While it is well known that conjugate gradients exhibit fast numerical…

Reparameterization (RP) and likelihood ratio (LR) gradient estimators are used to estimate gradients of expectations throughout machine learning and reinforcement learning; however, they are usually explained as simple mathematical tricks,…

This paper proposes a new method for vector quantization by minimizing the Kullback-Leibler Divergence between the class label distributions over the quantization inputs, which are original vectors, and the output, which is the quantization…

We propose a method to measure real-valued time series irreversibility which combines two differ- ent tools: the horizontal visibility algorithm and the Kullback-Leibler divergence. This method maps a time series to a directed network…

In optimization, the natural gradient method is well-known for likelihood maximization. The method uses the Kullback-Leibler divergence, corresponding infinitesimally to the Fisher-Rao metric, which is pulled back to the parameter space of…