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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

For the multivariate linear regression model with unknown covariance, the corrected Akaike information criterion is the minimum variance unbiased estimator of the expected Kullback--Leibler discrepancy. In this study, based on the loss…

Statistics Theory · Mathematics 2023-03-20 Takeru Matsuda

Knowledge Distillation (KD) transfers knowledge from a large teacher model to a smaller student by aligning their predictive distributions. However, conventional KD formulations - typically based on Kullback-Leibler divergence - assume that…

Machine Learning · Computer Science 2026-02-05 Ondrej Tybl , Lukas Neumann

This paper illustrates novel methods for nonstationary time series modeling along with their applications to selected problems in neuroscience. These methods are semi-parametric in that inferences are derived by combining sequential…

Applications · Statistics 2010-11-03 Fabio Rigat , Jim Q. Smith

We compute the expected value of the Kullback-Leibler divergence to various fundamental statistical models with respect to canonical priors on the probability simplex. We obtain closed formulas for the expected model approximation errors,…

Machine Learning · Statistics 2014-06-18 Guido F. Montufar , Johannes Rauh

Fine-tuned large language models (LLMs) often exhibit overconfidence, particularly when trained on small datasets, resulting in poor calibration and inaccurate uncertainty estimates. Evidential Deep Learning (EDL), an uncertainty-aware…

Machine Learning · Computer Science 2025-02-12 Yawei Li , David Rügamer , Bernd Bischl , Mina Rezaei

The aim of this paper is to introduce new statistical criterions for estimation, suitable for inference in models with common continuous support. This proposal is in the direct line of a renewed interest for divergence based inference tools…

Statistics Theory · Mathematics 2015-03-19 Michel Broniatowski , Aida Toma , Igor Vajda

This paper addresses a new interpretation of the traditional optimization method in reinforcement learning (RL) as optimization problems using reverse Kullback-Leibler (KL) divergence, and derives a new optimization method using forward KL…

Machine Learning · Computer Science 2022-04-25 Taisuke Kobayashi

The Kullback-Leibler (KL) divergence is a foundational measure for comparing probability distributions. Yet in multivariate settings, its single value often obscures the underlying reasons for divergence, conflating mismatches in individual…

Other Computer Science · Computer Science 2025-05-06 William Cook

Prediction of time-to-event data often suffers from rare event rates, small sample sizes, high dimensionality and low signal-to-noise ratios. Incorporating published prediction models from large-scale studies is expected to improve the…

Methodology · Statistics 2022-08-01 Di Wang , Wen Ye , Randall Sung , Hui Jiang , Jeremy M. G. Taylor , Lisa Ly , Kevin He

Estimating the Kullback-Leibler (KL) divergence between random variables is a fundamental problem in statistical analysis. For continuous random variables, traditional information-theoretic estimators scale poorly with dimension and/or…

Machine Learning · Computer Science 2025-10-08 Mikil Foss , Andrew Lamperski

We consider model-based reinforcement learning in finite Markov De- cision Processes (MDPs), focussing on so-called optimistic strategies. In MDPs, optimism can be implemented by carrying out extended value it- erations under a constraint…

Machine Learning · Computer Science 2011-09-22 Sarah Filippi , Olivier Cappé , Aurélien Garivier

Speculative decoding accelerates autoregressive large language model (LLM) inference by using a lightweight draft model to propose candidate tokens that are then verified in parallel by the target model. The speedup is significantly…

Machine Learning · Computer Science 2026-03-02 Alexander Samarin , Sergei Krutikov , Anton Shevtsov , Sergei Skvortsov , Filipp Fisin , Alexander Golubev

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

Score-based diffusion models have emerged as one of the most promising frameworks for deep generative modelling, due to their state-of-the art performance in many generation tasks while relying on mathematical foundations such as stochastic…

Machine Learning · Computer Science 2023-11-28 Teo Deveney , Jan Stanczuk , Lisa Maria Kreusser , Chris Budd , Carola-Bibiane Schönlieb

We develop two surprising new results regarding the use of proper scoring rules for evaluating the predictive quality of two alternative sequential forecast distributions. Both of the proponents prefer to be awarded a score derived from the…

Probability · Mathematics 2019-09-17 Frank Lad , Giuseppe Sanfilippo

Diffusion models generate high-dimensional data with remarkable quality, yet how their training efficiently learns the score function, bypassing the curse of dimensionality when data is supported on low-dimensional manifolds, remains…

Machine Learning · Computer Science 2026-05-21 Wei Huang , Andi Han , Mingyuan Bai , Huanjian Zhou , Qixin Zhang , Taiji Suzuki , Kenji Fukumizu

This paper describes a new Bayesian interpretation of a class of skew--Student $t$ distributions. We consider a hierarchical normal model with unknown covariance matrix and show that by imposing different restrictions on the parameter…

Methodology · Statistics 2018-05-25 Abdolnasser Sadeghkhani

We propose an algorithm to estimate the path-gradient of both the reverse and forward Kullback-Leibler divergence for an arbitrary manifestly invertible normalizing flow. The resulting path-gradient estimators are straightforward to…

Machine Learning · Computer Science 2022-07-19 Lorenz Vaitl , Kim A. Nicoli , Shinichi Nakajima , Pan Kessel

Understanding whether fine-tuning elicits latent capabilities or teaches new ones is a fundamental question for language model evaluation and safety. We develop a formal information-theoretic framework for quantifying how much predictive…

Machine Learning · Computer Science 2026-01-09 Elizabeth Donoway , Hailey Joren , Fabien Roger , Jan Leike