Related papers: Kullback-Leibler divergence for the Fr\'echet extr…
A generalized Kullback-Leibler relative entropy is introduced starting with the symmetric Jackson derivative of the generalized overlap between two probability distributions. The generalization retains much of the structure possessed by the…
We review some recent results of the fractional variational calculus. Necessary optimality conditions of Euler-Lagrange type for functionals with a Lagrangian containing left and right Caputo derivatives are given. Several problems are…
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…
A well-known result, due to Dirichlet and later generalized by de la Vallee-Poussin, expresses a relationship between the sum of fractional parts and the Euler-Mascheroni constant. In this paper, we prove an asymptotic relationship between…
We study problems of the calculus of variations and optimal control within the framework of time scales. Specifically, we obtain Euler-Lagrange type equations for both Lagrangians depending on higher order delta derivatives and…
We consider the problem of estimating probability density functions based on sample data, using a finite mixture of densities from some component class. To this end, we introduce the $h$-lifted Kullback--Leibler (KL) divergence as a…
We study the existence and properties of Lipschitz continuous weak solutions to the Neumann boundary value problem for a class of one-dimensional quasilinear forward-backward diffusion equations with linear convection and reaction. The…
We obtain an explicit solution for the static Kullback--Leibler (KL) unbalanced optimal transport problem between finite non-degenerate Gaussian measures with quadratic cost, two independent positive marginal relaxation parameters, and no…
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 consider a boundary value problem involving conformable derivative of order $\alpha ,$ $1<\alpha <2$ and Dirichlet conditions. To prove the existence of solutions, we apply the method of upper and lower solutions together with Schauder's…
In this work we investigate a very weak solution to the initial-boundary value problem of an Euler-Bernoulli beam model. We allow for bending stiffness, axial- and transversal forces as well as for initial conditions to be irregular…
We calculate exactly the Laplace transform of the Fr\'{e}chet distribution in the form $\gamma x^{-(1+\gamma)} \exp(-x^{-\gamma})$, $\gamma > 0$, $0 \leq x < \infty$, for arbitrary rational values of the shape parameter $\gamma$, i.e. for…
The article presents new sup-sums principles for integral F-divergence for arbitrary convex function F and arbitrary (not necessarily positive and absolutely continuous) measures. As applications of these results we derive the corresponding…
We give a proper fractional extension of the classical calculus of variations by considering variational functionals with a Lagrangian depending on a combined Caputo fractional derivative and the classical derivative. Euler-Lagrange…
In this short note we will use the residue theorem to establish a formula for Euler's constant. In particular, we offer a slightly generalized version of an interesting infinite series due to Flajolet, Gourdon, and Dumas.
We consider the problem of stochastic optimal control, where the state-feedback control policies take the form of a probability distribution and where a penalty on the entropy is added. By viewing the cost function as a Kullback- Leibler…
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…
We introduce and study the Dirichlet problem for double divergence form elliptic equations with coefficients of low regularity and boundary conditions given by general Borel measures. Under broad assumptions we establish the solvability of…
We derive approximate expressions for the dispersion relation of the nonlinear Klein-Gordon equation in the case of strong nonlinearities using a method based on the Linear Delta Expansion. All the results obtained in this article are fully…
Maximum Likelihood Estimators (MLE) has many good properties. For example, the asymptotic variance of MLE solution attains equality of the asymptotic Cram{\'e}r-Rao lower bound (efficiency bound), which is the minimum possible variance for…