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Nonnegative Matrix Factorization (NMF) with Kullback-Leibler Divergence (NMF-KL) is one of the most significant NMF problems and equivalent to Probabilistic Latent Semantic Indexing (PLSI), which has been successfully applied in many…

Optimization and Control · Mathematics 2016-04-15 Duy Khuong Nguyen , Tu Bao Ho

We consider the problem of sampling from a probability distribution $\pi$ which admits a density w.r.t. a dominating measure. It is well known that this can be written as an optimisation problem over the space of probability distributions…

Methodology · Statistics 2026-05-06 Francesca Romana Crucinio

We generalise the classical Pinsker inequality which relates variational divergence to Kullback-Liebler divergence in two ways: we consider arbitrary f-divergences in place of KL divergence, and we assume knowledge of a sequence of values…

Information Theory · Computer Science 2009-06-09 Mark D. Reid , Robert C. Williamson

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

Trajectory Inference (TI) seeks to recover latent dynamical processes from snapshot data, where only independent samples from time-indexed marginals are observed. In applications such as single-cell genomics, destructive measurements make…

Machine Learning · Computer Science 2026-04-23 Chao Wang , Luca Nepote , Giulio Franzese , Pietro Michiardi

As the popularity of hierarchical point forecast reconciliation methods increases, there is a growing interest in probabilistic forecast reconciliation. Many studies have utilized machine learning or deep learning techniques to implement…

Artificial Intelligence · Computer Science 2023-11-22 Guanyu Zhang , Feng Li , Yanfei Kang

We derive a deterministic, non-asymptotic upper bound on the Kullback-Leibler (KL) divergence of the flow-matching distribution approximation. In particular, if the $L_2$ flow-matching loss is bounded by $\epsilon^2 > 0$, then the KL…

Machine Learning · Computer Science 2025-11-10 Maojiang Su , Jerry Yao-Chieh Hu , Sophia Pi , Han Liu

Information-theoretic measures such as the entropy, cross-entropy and the Kullback-Leibler divergence between two mixture models is a core primitive in many signal processing tasks. Since the Kullback-Leibler divergence of mixtures provably…

Machine Learning · Computer Science 2017-02-01 Frank Nielsen , Ke Sun

We present new and improved non-asymptotic deviation bounds for Dirichlet processes (DPs), formulated using the Kullback-Leibler (KL) divergence, which is known for its optimal characterization of the asymptotic behavior of DPs. Our method…

Probability · Mathematics 2025-03-24 Pierre Perrault

In this work we introduce a family of transformations, named \textit{divergence transformations}, interpolating between any pair of probability density functions sharing the same support. We prove the remarkable property that the whole…

Mathematical Physics · Physics 2025-12-15 Razvan Gabriel Iagar , David Puertas-Centeno , Elio V. Toranzo

We address the question of estimating Kullback-Leibler losses rather than squared losses in recovery problems where the noise is distributed within the exponential family. Inspired by Stein unbiased risk estimator (SURE), we exhibit…

Applications · Statistics 2017-08-22 Charles-Alban Deledalle

We recently proposed a general algorithm for approximating nonstandard Bayesian posterior distributions by minimization of their Kullback-Leibler divergence with respect to a more convenient approximating distribution. In this note we offer…

Computation · Statistics 2014-01-10 Tim Salimans

Neural Networks can perform poorly when the training label distribution is heavily imbalanced, as well as when the testing data differs from the training distribution. In order to deal with shift in the testing label distribution, which…

Machine Learning · Computer Science 2020-10-23 Junjiao Tian , Yen-Cheng Liu , Nathan Glaser , Yen-Chang Hsu , Zsolt Kira

We study Bregman divergences in probability density space embedded with the $L^2$-Wasserstein metric. Several properties and dualities of transport Bregman divergences are provided. In particular, we derive the transport Kullback-Leibler…

Information Theory · Computer Science 2025-04-08 Wuchen Li

Efficient textual data distributions (TDD) alignment and generation are open research problems in textual analytics and NLP. It is presently difficult to parsimoniously and methodologically confirm that two or more natural language datasets…

Computation and Language · Computer Science 2021-07-06 Jim Samuel , Ratnakar Palle , Eduardo Correa Soares

A loss function measures the discrepancy between the true values and their estimated fits, for a given instance of data. In classification problems, a loss function is said to be proper if a minimizer of the expected loss is the true…

Information Theory · Computer Science 2020-01-03 Amichai Painsky , Gregory W. Wornell

Existing rotated object detectors are mostly inherited from the horizontal detection paradigm, as the latter has evolved into a well-developed area. However, these detectors are difficult to perform prominently in high-precision detection…

Computer Vision and Pattern Recognition · Computer Science 2022-04-19 Xue Yang , Xiaojiang Yang , Jirui Yang , Qi Ming , Wentao Wang , Qi Tian , Junchi Yan

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…

Machine Learning · Computer Science 2025-06-06 Tobias Pielok , Bernd Bischl , David Rügamer

Tensor factorizations with nonnegative constraints have found application in analyzing data from cyber traffic, social networks, and other areas. We consider application data best described as being generated by a Poisson process (e.g.,…

Numerical Analysis · Mathematics 2018-08-23 Samantha Hansen , Todd Plantenga , Tamara G. Kolda

Large pre-trained models, such as Bert, GPT, and Wav2Vec, have demonstrated great potential for learning representations that are transferable to a wide variety of downstream tasks . It is difficult to obtain a large quantity of supervised…

Computation and Language · Computer Science 2022-12-23 Neeraj Kumar , Ankur Narang , Brejesh Lall