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In this paper, we derive some upper and lower bounds and inequalities for the total variation distance (TVD) and the Kullback-Leibler divergence (KLD), also known as the relative entropy, between two probability measures $\mu$ and $\nu$…

Probability · Mathematics 2025-01-07 Ievlev Pavel , Timofei Shashkov

Optimization in the Bures-Wasserstein space has been gaining popularity in the machine learning community since it draws connections between variational inference and Wasserstein gradient flows. The variational inference objective function…

Machine Learning · Computer Science 2025-03-03 Hoang Phuc Hau Luu , Hanlin Yu , Bernardo Williams , Marcelo Hartmann , Arto Klami

In this paper, we state with a variational method a general theorem providing the existence of a weak solution $u$ for fractional Euler-Lagrange equations of the type: $$ \dfrac{\partial L}{\partial x} (u,D^\alpha_- u,t) + D^\alpha_+…

Dynamical Systems · Mathematics 2016-01-14 Loïc Bourdin

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…

Statistics Theory · Mathematics 2016-07-01 Yaser Mehrali , Majid Asadi

This paper presents the Euler-Lagrange equations for fractional variational problems with multiple integrals. The fractional Noether-type theorem for conservative and nonconservative generalized physical systems is proved. Our approach uses…

Optimization and Control · Mathematics 2012-10-09 Agnieszka B. Malinowska

Maximum likelihood estimations for the parameters of extreme value distributions are discussed in this paper using fixed point iteration. The commonly used numerical approach for addressing this problem is the Newton-Raphson approach which…

Computation · Statistics 2009-02-03 Tewfik Kernane , Zohrh A. Raizah

We derive an extremal fractional Gaussian by employing the L\'evy-Khintchine theorem and L\'evian noise. With the fractional Gaussian we then generalize the Black-Scholes-Merton option-pricing formula. We obtain an easily applicable and…

Pricing of Securities · Quantitative Finance 2019-12-04 Alexander Jurisch

In this paper, we study the extremal problem for the Strichartz inequality for the Schr\"{o}dinger equation on $\mathbb{R}^2$. We show that the solutions to the associated Euler-Lagrange equation are exponentially decaying in the Fourier…

Analysis of PDEs · Mathematics 2021-01-05 Ryan Frier , Shuanglin Shao

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…

Differential Geometry · Mathematics 2012-12-18 Vestislav Apostolov , Hongnian Huang

The Kullback-Leibler divergence, the Kullback-Leibler variation, and the Bernstein "norm" are used to quantify discrepancies among probability distributions in likelihood models such as nonparametric maximum likelihood and nonparametric…

Statistics Theory · Mathematics 2026-01-27 Tetsuya Kaji

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

The aim of this paper is to establish new inequalities for the Euler-Mascheroni by the continued fraction method.

Functional Analysis · Mathematics 2014-07-16 Hongmin Xu , Xu You

In this paper, some new upper bounds for Kullback-Leibler divergence(KL-divergence) based on $L^1, L^2$ and $L^\infty$ norms of density functions are discussed. Our findings unveil that the convergence in KL-divergence sense sandwiches…

Probability · Mathematics 2024-10-31 Liuquan Yao , Songhao Liu

We study the distribution of spatial extrema of vorticity and the determinant of the strain rate tensor for a two-dimensional turbulent flow forced by a Kolmogorov forcing. The distribution of these quantities follow non-Gaussian behaviour…

Fluid Dynamics · Physics 2023-01-25 Kannabiran Seshasayanan

The Einstein-Maxwell equations on a smooth compact 4-manifold are reformulated as a purely Riemannian variational problem analogous to Calabi's variational problem for extremal Kahler metrics. Next, Seiberg-Witten theory is used to show…

Differential Geometry · Mathematics 2008-05-09 Claude LeBrun

We investigate the use of alternative divergences to Kullback-Leibler (KL) in variational inference(VI), based on the Variational Dropout \cite{kingma2015}. Stochastic gradient variational Bayes (SGVB) \cite{aevb} is a general framework for…

Machine Learning · Statistics 2017-11-15 Bogdan Mazoure , Riashat Islam

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…

In this paper, first a class of fractional differential equations are obtained by using the fractional variational principles. We find a fractional Lagrangian $L(x(t)$, where $_a^cD_t^\alpha x(t))$ and $0<\alpha< 1$, such that the following…

Mathematical Physics · Physics 2007-08-13 Dumitru Baleanu , Juan J. Trujillo

We prove Euler-Lagrange fractional equations and sufficient optimality conditions for problems of the calculus of variations with functionals containing both fractional derivatives and fractional integrals in the sense of Riemann-Liouville.

Optimization and Control · Mathematics 2009-10-02 Ricardo Almeida , Delfim F. M. Torres

A discrete version of the Gumbel (Type I) extreme value distribution has been derived by using the general approach of discretization of a continuous distribution. Important distributional and reliability properties have been explored. It…

Statistics Theory · Mathematics 2014-10-29 Subrata Chakraborty , Dhrubajyoti Chakravarty
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