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This paper presents a new derivation of the variational Poisson multi-Bernoulli (V-PMB) filter for multi-target estimation proposed in [#Williams15]. The proposed derivation is based on considering an augmented space that includes the set…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Ángel F. García-Fernández , Yuxuan Xia

Mixtures of linear mixed models (MLMMs) are useful for clustering grouped data and can be estimated by likelihood maximization through the EM algorithm. The conventional approach to determining a suitable number of components is to compare…

Applications · Statistics 2014-05-26 Siew Li Tan , David J. Nott

We propose a Kullback-Leibler Divergence (KLD) filter to extract anomalies within data series generated by a broad class of proximity sensors, along with the anomaly locations and their relative sizes. The technique applies to devices…

Signal Processing · Electrical Eng. & Systems 2024-05-07 Ruikun Zhou , Wail Gueaieb , Davide Spinello

Differential machine learning (DML) is a recently proposed technique that uses samplewise state derivatives to regularize least square fits to learn conditional expectations of functionals of stochastic processes as functions of state…

Computational Finance · Quantitative Finance 2023-02-21 Arun Kumar Polala , Bernhard Hientzsch

The problem of estimating the Kullback-Leibler divergence $D(P\|Q)$ between two unknown distributions $P$ and $Q$ is studied, under the assumption that the alphabet size $k$ of the distributions can scale to infinity. The estimation is…

Information Theory · Computer Science 2018-02-22 Yuheng Bu , Shaofeng Zou , Yingbin Liang , Venugopal V. Veeravalli

Diffusion models have achieved great success in generating high-dimensional samples across various applications. While the theoretical guarantees for continuous-state diffusion models have been extensively studied, the convergence analysis…

Machine Learning · Computer Science 2025-04-15 Zikun Zhang , Zixiang Chen , Quanquan Gu

This paper revisits Deep Mutual Learning (DML), a simple yet effective computing paradigm. We propose using R\'{e}nyi divergence instead of the KL divergence, which is more flexible and tunable, to improve vanilla DML. This modification is…

Machine Learning · Computer Science 2024-09-19 Weipeng Huang , Junjie Tao , Changbo Deng , Ming Fan , Wenqiang Wan , Qi Xiong , Guangyuan Piao

In knowledge distillation, a primary focus has been on transforming and balancing multiple distillation components. In this work, we emphasize the importance of thoroughly examining each distillation component, as we observe that not all…

Machine Learning · Computer Science 2024-10-22 Zao Zhang , Huaming Chen , Pei Ning , Nan Yang , Dong Yuan

Deploying Large Language Models (LLMs) on edge devices faces severe computational and memory constraints, limiting real-time processing and on-device intelligence. Hybrid architectures combining Structured State Space Models (SSMs) with…

Machine Learning · Computer Science 2026-04-16 Jason Kong , Nilesh Prasad Pandey , Flavio Ponzina , Tajana Rosing

The improvement in the performance of efficient and lightweight models (i.e., the student model) is achieved through knowledge distillation (KD), which involves transferring knowledge from more complex models (i.e., the teacher model).…

Computer Vision and Pattern Recognition · Computer Science 2025-05-20 Seonghak Kim , Gyeongdo Ham , Yucheol Cho , Daeshik Kim

A natural Bayesian approach for mixture models with an unknown number of components is to take the usual finite mixture model with Dirichlet weights, and put a prior on the number of components---that is, to use a mixture of finite mixtures…

Methodology · Statistics 2015-02-24 Jeffrey W. Miller , Matthew T. Harrison

Due to limitations in data quality, some essential visual tasks are difficult to perform independently. Introducing previously unavailable information to transfer informative dark knowledge has been a common way to solve such hard tasks.…

Computer Vision and Pattern Recognition · Computer Science 2023-06-29 Lingyu Si , Hongwei Dong , Wenwen Qiang , Junzhi Yu , Wenlong Zhai , Changwen Zheng , Fanjiang Xu , Fuchun Sun

We revisit the classical problem of estimating an unknown distribution from its samples by fitting a mixture model that minimizes cross-entropy loss. Framing the task as a stochastic convex optimization problem over the space of $ M…

Machine Learning · Statistics 2026-05-26 Mohammadreza Ahmadypour , Tara Javidi , Farinaz Koushanfar

Differential ML (Huge and Savine 2020) is a technique for training neural networks to provide fast approximations to complex simulation-based models for derivatives pricing and risk management. It uses price sensitivities calculated through…

Pricing of Securities · Quantitative Finance 2026-04-23 Paul Glasserman , Siddharth Hemant Karmarkar

Linear mixed models (LMMs) are a popular class of methods for analyzing longitudinal and clustered data. However, such models can be sensitive to outliers, and this can lead to biased inference on model parameters and inaccurate prediction…

Methodology · Statistics 2025-03-28 Shonosuke Sugasawa , Francis K. C. Hui , Alan H. Welsh

Mixture distributions arise in many application areas, for example as marginal distributions or convolutions of distributions. We present a method of constructing an easily tractable discrete mixture distribution as an approximation to a…

Computation · Statistics 2017-02-20 Christian Röver , Tim Friede

A long-standing gap exists between the theoretical analysis of Markov chain Monte Carlo convergence, which is often based on statistical divergences, and the diagnostics used in practice. We introduce the first general convergence…

Computation · Statistics 2025-10-16 Adrien Corenflos , Hai-Dang Dau

This paper focuses on variational inference with intractable likelihood functions that can be unbiasedly estimated. A flexible variational approximation based on Gaussian mixtures is developed, by adopting the mixture population Monte Carlo…

Numerical Analysis · Mathematics 2021-12-02 Zhijian He , Shifeng Huo , Tianhui Yang

We study the minimax estimation of $\alpha$-divergences between discrete distributions for integer $\alpha\ge 1$, which include the Kullback--Leibler divergence and the $\chi^2$-divergences as special examples. Dropping the usual…

Information Theory · Computer Science 2021-03-04 Yanjun Han , Jiantao Jiao , Tsachy Weissman

It is important to estimate the errors of probabilistic inference algorithms. Existing diagnostics for Markov chain Monte Carlo methods assume inference is asymptotically exact, and are not appropriate for approximate methods like…

Machine Learning · Computer Science 2021-03-02 Justin Domke
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