Related papers: Kullback-Leibler divergence for the Fr\'echet extr…
We develop variation formulas on almost-product (e.g. foliated) pseudo-Riemannian manifolds, and we consider variations of metric preserving orthogonality of the distributions. These formulae are applied to Einstein-Hilbert type actions:…
We show that the moment generating function of the Kullback-Leibler divergence (relative entropy) between the empirical distribution of $n$ independent samples from a distribution $P$ over a finite alphabet of size $k$ (i.e. a multinomial…
The main aim of this paper is to further develop a multiple-correction method formulated in a previous work~\cite{CXY}. As its applications, we find a kind of hybrid-type finite continued fraction approximations in two cases of Landau…
This paper proposes and studies new quantum version of $f$-divergences, a class of convex functionals of a pair of probability distributions including Kullback-Leibler divergence, Rnyi-type relative entropy and so on. There are several…
Formalising the confrontation of opinions (models) to observations (data) is the task of Inferential Statistics. Information Theory provides us with a basic functional, the relative entropy (or Kullback-Leibler divergence), an asymmetrical…
Let K be a random variable following a truncated exponential distribution. Such distributions are described by a single parameter here denoted by $\gamma$. The determination of $\gamma$ by Maximum Likelihood methods leads to a…
We study the problem of spectrum estimation from transmission data of a known phantom. The goal is to reconstruct an x-ray spectrum that can accurately model the x-ray transmission curves and reflects a realistic shape of the typical energy…
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…
We generalize the family of $\alpha$-divergences using a pair of strictly comparable weighted means. In particular, we obtain the $1$-divergence in the limit case $\alpha\rightarrow 1$ (a generalization of the Kullback-Leibler divergence)…
A bound for functional $\Delta(F)=\sup_{x\in\mathbb R}|F(x)-\Phi(x)|$ is obtained, which is uniform for all distribution functions $F$ of random variables with zero mean-value and unity variance. Moreover, a two-point distribution is found,…
In this paper, we establish the first variational formula and its Euler-Lagrange equation for the total $2p$-th mean curvature functional $\mathcal {M}_{2p}$ of a submanifold $M^n$ in a general Riemannian manifold $N^{n+m}$ for…
We study the weak approximation error of a skew diffusion with bounded measurable drift and H\"older diffusion coefficient by an Euler-type scheme, which consists of iteratively simulating skew Brownian motions with constant drift. We first…
We provide sparse estimates for gradients of solutions to divergence form elliptic partial differential equations in terms of the source data. We give a general result of Meyers (or Gehring) type, a result for linear equations with VMO…
Kullback-Leibler (KL) control enables efficient numerical methods for nonlinear optimal control problems. The crucial assumption of KL control is the full controllability of the transition distribution. However, this assumption is often…
In this paper, we are interested in deriving non-asymptotic error bounds for the multilevel Monte Carlo method. As a first step, we deal with the explicit Euler discretization of stochastic differential equations with a constant diffusion…
A relation between Fick-Jacobs and Schr\"{o}dinger equation is shown. When the diffusion coefficient is constant, exact solutions for Fick-Jacobs equation are obtained. Using a change of variable the general case is studied.
The study of fractional variational problems in terms of a combined fractional Caputo derivative is introduced. Necessary optimality conditions of Euler-Lagrange type for the basic, isoperimetric, and Lagrange variational problems are…
We develop variation formulas for the quantities of extrinsic geometry for adapted variations of metrics on almost-product (e.g. foliated) Riemannian manifolds, and apply them to study the total mixed scalar curvature of a distribution --…
We approximate a given rational spectral density by one that is consistent with prescribed second-order statistics. Such an approximation is obtained by minimizing a suitable distance from the given spectrum and under the constraints…
We present an algorithm that computes Friedl and L\"uck's twisted $L^2$-Euler characteristic for a suitable regular CW complex, employing Oki's matrix expansion algorithm to indirectly evaluate the Dieudonn\'e determinant. The algorithm…