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Related papers: Codivergences and information matrices

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Information divergence that measures the difference between two nonnegative matrices or tensors has found its use in a variety of machine learning problems. Examples are Nonnegative Matrix/Tensor Factorization, Stochastic Neighbor…

Machine Learning · Computer Science 2014-06-06 Onur Dikmen , Zhirong Yang , Erkki Oja

Given two sets $x_1^{(1)},\ldots,x_{n_1}^{(1)}$ and $x_1^{(2)},\ldots,x_{n_2}^{(2)}\in\mathbb{R}^p$ (or $\mathbb{C}^p$) of random vectors with zero mean and positive definite covariance matrices $C_1$ and $C_2\in\mathbb{R}^{p\times p}$ (or…

Probability · Mathematics 2018-10-11 Romain Couillet , Malik Tiomoko , Steeve Zozor , Eric Moisan

This paper deals with three major types of convergence of probability measures on metric spaces: weak convergence, setwise converges, and convergence in the total variation. First, it describes and compares necessary and sufficient…

Probability · Mathematics 2014-07-04 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…

Statistics Theory · Mathematics 2020-06-01 Rémy Mariétan , Stephan Morgenthaler

This work establishes computable bounds between f-divergences for probability measures within a generalized quasi-$\varepsilon_{(M,m)}$-neighborhood framework. We make the following key contributions. (1) a unified characterization of local…

Information Theory · Computer Science 2025-08-12 Xinchun Yu , Shuangqing Wei , Xiao-Ping Zhang

The Hellinger distance between quantum states is a significant measure in quantum information theory, known for its Riemannian and monotonic properties. It is also easier to compute than the Bures distance, another measure that shares these…

Quantum Physics · Physics 2024-09-24 Vinay Kumar , Kaushik Vasan , Santosh Kumar

We propose a family of association measures for two-way contingency tables whose latent distribution can be assumed to be bivariate normal. When this assumption holds, the power-divergence measuring departure from independence can be…

Methodology · Statistics 2026-04-16 Wataru Urasaki

There are three classical divergence measures exist in the literature on information theory and statistics. These are namely, Jeffryes-Kullback-Leiber J-divergence. Sibson-Burbea-Rao Jensen-Shannon divegernce and Taneja Arithmetic-Geometric…

Information Theory · Computer Science 2011-04-01 Inder Jeet Taneja

Technology convergence integrates distinct domains to create novel combinations, driving radical innovation that reshapes markets and industries. However, most approaches rely on pairwise networks that cannot capture multi-technology…

Physics and Society · Physics 2026-02-27 Yiwei Huang , Shuqi Xu , Shimin Cai , Linyuan Lü

The aim of this paper is to introduce several notions of homogenization in various classes of weighted means, which include quasiarithmetic and semideviation means. In general, the homogenization is an operator which attaches a homogeneous…

Classical Analysis and ODEs · Mathematics 2020-11-23 Zsolt Páles , Paweł Pasteczka

The idea of slicing divergences has been proven to be successful when comparing two probability measures in various machine learning applications including generative modeling, and consists in computing the expected value of a `base…

Machine Learning · Statistics 2022-01-05 Kimia Nadjahi , Alain Durmus , Lénaïc Chizat , Soheil Kolouri , Shahin Shahrampour , Umut Şimşekli

A well-known technique in estimating probabilities of rare events in general and in information theory in particular (used, e.g., in the sphere-packing bound), is that of finding a reference probability measure under which the event of…

Information Theory · Computer Science 2014-12-23 Rami Atar , Neri Merhav

Gaussian Processes (GPs) are a popular approach to predict the output of a parameterized experiment. They have many applications in the field of Computer Experiments, in particular to perform sensitivity analysis, adaptive design of…

Optimization and Control · Mathematics 2017-05-08 Hossein Mohammadi , Rodolphe Le Riche , Nicolas Durrande , Eric Touboul , Xavier Bay

In this article, we investigate posterior convergence in nonparametric regression models where the unknown regression function is modeled by some appropriate stochastic process. In this regard, we consider two setups. The first setup is…

Statistics Theory · Mathematics 2020-05-04 Debashis Chatterjee , Sourabh Bhattacharya

The polarization measure is the probability that among 3 individuals chosen at random from a finite population exactly 2 come from the same class. This index is maximum at the midpoints of the edges of the probability simplex. We compute…

Statistics Theory · Mathematics 2015-04-22 Giovanni Pistone , Maria Piera Rogantin

In this paper, we first introduce and define several new information divergences in the space of transition matrices of finite Markov chains which measure the discrepancy between two Markov chains. These divergences offer natural…

Information Theory · Computer Science 2023-12-11 Youjia Wang , Michael C. H. Choi

This article investigates the probabilistic relationship between quantum classification of Boolean functions and their Hamming distance. By integrating concepts from quantum computing, information theory, and combinatorics, we explore how…

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

One compelling use of citation networks is to characterize papers by their relationships to the surrounding literature. We propose a method to characterize papers by embedding them into two distinct "co-factor" spaces: one describing how…

Methodology · Statistics 2025-10-07 Alex Hayes , Karl Rohe

Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling between two PDMPs following the same differential flow which…

Probability · Mathematics 2021-08-03 Alain Durmus , Arnaud Guillin , Pierre Monmarché