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Designing experiments that systematically gather data from complex physical systems is central to accelerating scientific discovery. While Bayesian experimental design (BED) provides a principled, information-based framework that integrates…

Machine Learning · Computer Science 2026-01-26 Huchen Yang , Xinghao Dong , Jin-Long Wu

Neural Network (Deep Learning) is a modern model in Artificial Intelligence and it has been exploited in Survival Analysis. Although several improvements have been shown by previous works, training an excellent deep learning model requires…

Machine Learning · Statistics 2023-04-14 Li Liu , Xiangeng Fang , Di Wang , Weijing Tang , Kevin He

Fault diagnosis of dynamic systems is done by detecting changes in time-series data, for example residuals, caused by system degradation and faulty components. The use of general-purpose multi-class classification methods for fault…

Machine Learning · Statistics 2022-08-15 Andreas Lundgren , Daniel Jung

The Kullback-Leibler (KL) divergence plays a central role in probabilistic machine learning, where it commonly serves as the canonical loss function. Optimization in such settings is often performed over the probability simplex, where the…

Machine Learning · Computer Science 2025-07-31 Adwait Datar , Nihat Ay

The Kullback-Leibler (KL) divergence is a fundamental equation of information theory that quantifies the proximity of two probability distributions. Although difficult to understand by examining the equation, an intuition and understanding…

Information Theory · Computer Science 2014-04-09 Jonathon Shlens

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

Recently in [1, 2], Ali-Akbar Bromideh introduced the Kullback-Leibler Divergence (KLD) test statistic in discrim- inating between two models. It was found that the Ratio Minimized Kulback-Leibler Divergence (RMKLD) works better than the…

Methodology · Statistics 2017-10-02 Papa Ngom , Jean de Dieu Nkurunziza , Carlos Simplice Ogouyandjou

This paper is concerned with the linear/nonlinear Kalman-like filtering problem under binary sensors. Since innovation represents new information in the sensor measurement and serves to correct the prediction for the Kalman-like filter…

Systems and Control · Electrical Eng. & Systems 2021-10-28 Zhongyao Hu , Bo Chen , Yuchen Zhang , Li Yu

Measure transport underpins several recent algorithms for posterior approximation in the Bayesian context, wherein a transport map is sought to minimise the Kullback--Leibler divergence (KLD) from the posterior to the approximation. The KLD…

Computation · Statistics 2020-10-27 Matthew A. Fisher , Tui Nolan , Matthew M. Graham , Dennis Prangle , Chris J. Oates

The task of anomaly detection is to separate anomalous data from normal data in the dataset. Models such as deep convolutional autoencoder (CAE) network and deep supporting vector data description (SVDD) model have been universally employed…

Machine Learning · Computer Science 2024-11-19 Wei Huang , Bingyang Zhang , Kaituo Zhang , Hua Gao , Rongchun Wan

Time series are ubiquitous and occur naturally in a variety of applications -- from data recorded by sensors in manufacturing processes, over financial data streams to climate data. Different tasks arise, such as regression, classification…

Machine Learning · Computer Science 2024-09-17 Sebastian Wette , Florian Heinrichs

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

The forward Kullback-Leibler (KL) divergence is a ubiquitous objective for fitting a parameterized distribution to samples due to its tractability and equivalence to maximum likelihood estimation (MLE). Its inherent asymmetry, however, may…

Machine Learning · Computer Science 2026-05-12 Omri Ben-Dov , Luiz F. O. Chamon

We consider a setting, where the output of a linear dynamical system (LDS) is, with an unknown but fixed probability, replaced by noise. There, we present a robust method for the prediction of the outputs of the LDS and identification of…

Machine Learning · Computer Science 2018-08-06 Jakub Marecek , Tigran Tchrakian

Estimating Kullback Leibler (KL) divergence from samples of two distributions is essential in many machine learning problems. Variational methods using neural network discriminator have been proposed to achieve this task in a scalable…

Machine Learning · Computer Science 2021-10-01 Sandesh Ghimire , Aria Masoomi , Jennifer Dy

In this paper, we study the statistical and geometrical properties of the Kullback-Leibler divergence with kernel covariance operators (KKL) introduced by Bach [2022]. Unlike the classical Kullback-Leibler (KL) divergence that involves…

Machine Learning · Statistics 2025-03-12 Clémentine Chazal , Anna Korba , Francis Bach

State estimation of dynamical systems from noisy observations is a fundamental task in many applications. It is commonly addressed using the linear Kalman filter (KF), whose performance can significantly degrade in the presence of outliers…

Signal Processing · Electrical Eng. & Systems 2024-08-27 Shunit Truzman , Guy Revach , Nir Shlezinger , Itzik Klein

The unlabeled data are generally assumed to be normal data in detecting abnormal data via semisupervised learning. This assumption, however, causes inevitable detection error when distribution of unlabeled data is different from…

Machine Learning · Computer Science 2022-03-29 Chong Hyun Lee , Kibae Lee

The identification of unsubtracted foreground residuals in the cosmic microwave background maps on large scales is of crucial importance for the analysis of polarization signals. These residuals add a non-Gaussian contribution to the data.…

Cosmology and Nongalactic Astrophysics · Physics 2015-07-06 Assaf Ben-David , Hao Liu , Andrew D. Jackson

Anomalies (unusual patterns) in time-series data give essential, and often actionable information in critical situations. Examples can be found in such fields as healthcare, intrusion detection, finance, security and flight safety. In this…

Applications · Statistics 2016-08-17 Evgeny Burnaev , Vladislav Ishimtsev