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Bayesian nonparametric statistics is an area of considerable research interest. While recently there has been an extensive concentration in developing Bayesian nonparametric procedures for model checking, the use of the Dirichlet process,…

Statistics Theory · Mathematics 2019-03-15 Luai Al-Labadi , Viskakh Patel , Kasra Vakiloroayaei , Clement Wan

This paper provides a unified perspective for the Kullback-Leibler (KL)-divergence and the integral probability metrics (IPMs) from the perspective of maximum likelihood density-ratio estimation (DRE). Both the KL-divergence and the IPMs…

Machine Learning · Computer Science 2022-02-01 Masahiro Kato , Masaaki Imaizumi , Kentaro Minami

For training an encoder network to perform amortized variational inference, the Kullback-Leibler (KL) divergence from the exact posterior to its approximation, known as the inclusive or forward KL, is an increasingly popular choice of…

Machine Learning · Computer Science 2024-03-19 Declan McNamara , Jackson Loper , Jeffrey Regier

Estimating the Kullback-Leibler (KL) divergence between two distributions given samples from them is well-studied in machine learning and information theory. Motivated by considerations of multi-group fairness, we seek KL divergence…

Machine Learning · Computer Science 2022-03-01 Parikshit Gopalan , Nina Narodytska , Omer Reingold , Vatsal Sharan , Udi Wieder

Variational Bayes (VB) is a popular tool for Bayesian inference in statistical modeling. Recently, some VB algorithms are proposed to handle intractable likelihoods with applications such as approximate Bayesian computation. In this paper,…

Numerical Analysis · Mathematics 2021-09-28 Zhijian He , Zhenghang Xu , Xiaoqun Wang

The two most commonly used criteria for assessing causal model discovery with artificial data are edit-distance and Kullback-Leibler divergence, measured from the true model to the learned model. Both of these metrics maximally reward the…

Machine Learning · Computer Science 2021-11-12 Rodney T. O'Donnell , Kevin B. Korb , Lloyd Allison

Although spatial information of images usually enhance the robustness of the Fuzzy C-Means (FCM) algorithm, it greatly increases the computational costs for image segmentation. To achieve a sound trade-off between the segmentation…

Computer Vision and Pattern Recognition · Computer Science 2020-07-02 Cong Wang , Witold Pedrycz , ZhiWu Li , MengChu Zhou

We propose a method to fuse posterior distributions learned from heterogeneous datasets. Our algorithm relies on a mean field assumption for both the fused model and the individual dataset posteriors and proceeds using a simple…

Machine Learning · Computer Science 2020-07-14 Sebastian Claici , Mikhail Yurochkin , Soumya Ghosh , Justin Solomon

Reverse Kullback-Leibler (RKL) divergence has recently emerged as the preferred objective for large language model (LLM) distillation, consistently outperforming forward KL (FKL), particularly in regimes with large vocabularies and…

Machine Learning · Computer Science 2026-04-02 Hoang-Chau Luong , Dat Ba Tran , Lingwei Chen

We consider the nonlinear Kalman filtering problem using Kullback-Leibler (KL) and $\alpha$-divergence measures as optimization criteria. Unlike linear Kalman filters, nonlinear Kalman filters do not have closed form Gaussian posteriors…

Optimization and Control · Mathematics 2017-11-22 San Gultekin , John Paisley

Variational Inference (VI) is a popular alternative to asymptotically exact sampling in Bayesian inference. Its main workhorse is optimization over a reverse Kullback-Leibler divergence (RKL), which typically underestimates the tail of the…

Machine Learning · Statistics 2021-07-01 Ghassen Jerfel , Serena Wang , Clara Fannjiang , Katherine A. Heller , Yian Ma , Michael I. Jordan

Deep nonlinear models pose a challenge for fitting parameters due to lack of knowledge of the hidden layer and the potentially non-affine relation of the initial and observed layers. In the present work we investigate the use of information…

Optimization and Control · Mathematics 2016-12-20 Jacob S. Hunter , Nathan O. Hodas

Selecting an appropriate divergence measure is a critical aspect of machine learning, as it directly impacts model performance. Among the most widely used, we find the Kullback-Leibler (KL) divergence, originally introduced in kinetic…

Mathematical Physics · Physics 2025-07-16 Gennaro Auricchio , Giovanni Brigati , Paolo Giudici , Giuseppe Toscani

Knowledge Distillation (KD) is a promising technique for reducing the high computational demand of large language models (LLMs). However, previous KD methods are primarily applied to white-box classification models or training small models…

Computation and Language · Computer Science 2026-02-03 Yuxian Gu , Li Dong , Furu Wei , Minlie Huang

Training generative models to sample from unnormalized density functions is an important and challenging task in machine learning. Traditional training methods often rely on the reverse Kullback-Leibler (KL) divergence due to its…

Machine Learning · Computer Science 2025-03-05 Jiajun He , Wenlin Chen , Mingtian Zhang , David Barber , José Miguel Hernández-Lobato

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…

Machine Learning · Statistics 2024-12-24 Mark Chiu Chong , Hien Duy Nguyen , TrungTin Nguyen

Composite likelihood estimation has an important role in the analysis of multivariate data for which the full likelihood function is intractable. An important issue in composite likelihood inference is the choice of the weights associated…

Methodology · Statistics 2015-12-15 Davide Ferrari , Chao Zheng

We consider the estimation of Dirichlet Process Mixture Models (DPMMs) in distributed environments, where data are distributed across multiple computing nodes. A key advantage of Bayesian nonparametric models such as DPMMs is that they…

Machine Learning · Statistics 2017-09-20 Ruohui Wang , Dahua Lin

Knowledge distillation (KD), transferring knowledge from a cumbersome teacher model to a lightweight student model, has been investigated to design efficient neural architectures. Generally, the objective function of KD is the…

Machine Learning · Computer Science 2021-05-20 Taehyeon Kim , Jaehoon Oh , NakYil Kim , Sangwook Cho , Se-Young Yun

Maximizing the Kullback-Leibler divergence (KLD) is a fundamental problem in waveform design for active sensing and hypothesis testing, as it directly relates to the error exponent of detection probability. However, the associated…

Signal Processing · Electrical Eng. & Systems 2026-01-05 Jeongwoo Park , Seongkyu Jung , Kaiming Shen , Jeonghun Park