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Are two sets of observations drawn from the same distribution? This problem is a two-sample test. Kernel methods lead to many appealing properties. Indeed state-of-the-art approaches use the $L^2$ distance between kernel-based distribution…

Machine Learning · Statistics 2019-10-02 M. Scetbon , G. Varoquaux

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

This study tackles the efficient estimation of Kullback-Leibler (KL) Divergence in Dirichlet Mixture Models (DMM), crucial for clustering compositional data. Despite the significance of DMMs, obtaining an analytically tractable solution for…

Machine Learning · Statistics 2024-03-20 Samyajoy Pal , Christian Heumann

Generative flow networks (GFNs) are a class of models for sequential sampling of composite objects, which approximate a target distribution that is defined in terms of an energy function or a reward. GFNs are typically trained using a flow…

Machine Learning · Statistics 2022-10-17 Heiko Zimmermann , Fredrik Lindsten , Jan-Willem van de Meent , Christian A. Naesseth

We provide guarantees for approximate Gaussian Process (GP) regression resulting from two common low-rank kernel approximations: based on random Fourier features, and based on truncating the kernel's Mercer expansion. In particular, we…

Machine Learning · Statistics 2022-02-22 Constantinos Daskalakis , Petros Dellaportas , Aristeidis Panos

We provide guarantees for approximate Gaussian Process (GP) regression resulting from two common low-rank kernel approximations: based on random Fourier features, and based on truncating the kernel's Mercer expansion. In particular, we…

Machine Learning · Statistics 2021-12-16 Constantinos Daskalakis , Petros Dellaportas , Aristeidis Panos

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

We introduce two kernels that extend the mean map, which embeds probability measures in Hilbert spaces. The generative mean map kernel (GMMK) is a smooth similarity measure between probabilistic models. The latent mean map kernel (LMMK)…

Machine Learning · Computer Science 2010-05-04 Nishant A. Mehta , Alexander G. Gray

We study the gradient flow for a relaxed approximation to the Kullback-Leibler (KL) divergence between a moving source and a fixed target distribution. This approximation, termed the KALE (KL approximate lower-bound estimator), solves a…

Machine Learning · Statistics 2021-11-01 Pierre Glaser , Michael Arbel , Arthur Gretton

Variational Inference approximates an unnormalized distribution via the minimization of Kullback-Leibler (KL) divergence. Although this divergence is efficient for computation and has been widely used in applications, it suffers from some…

Machine Learning · Statistics 2022-07-28 Mingxuan Yi , Song Liu

We study the fundamental and timely problem of learning long sequences in autoregressive modeling and next-token prediction under model misspecification, measured by the joint Kullback--Leibler (KL) divergence. Our goal is to characterize…

Machine Learning · Computer Science 2026-05-13 Yunbei Xu , Yuzhe Yuan , Ruohan Zhan

To compare autoregressive language models at scale, we propose using log-likelihood vectors computed on a predefined text set as model features. This approach has a solid theoretical basis: when treated as model coordinates, their squared…

Computation and Language · Computer Science 2025-06-03 Momose Oyama , Hiroaki Yamagiwa , Yusuke Takase , Hidetoshi Shimodaira

The deepening penetration of renewable resources into power systems entails great difficulties that have not been surmounted satisfactorily. An issue that merits special attention is the short-term planning of power systems under net load…

Optimization and Control · Mathematics 2020-12-15 Ogun Yurdakul , Fikret Sivrikaya , Sahin Albayrak

The evaluation of deep generative models has been extensively studied in the centralized setting, where the reference data are drawn from a single probability distribution. On the other hand, several applications of generative models…

Machine Learning · Computer Science 2024-06-12 Zixiao Wang , Farzan Farnia , Zhenghao Lin , Yunheng Shen , Bei Yu

Models like support vector machines or Gaussian process regression often require positive semi-definite kernels. These kernels may be based on distance functions. While definiteness is proven for common distances and kernels, a proof for a…

Machine Learning · Computer Science 2018-07-11 Martin Zaefferer , Thomas Bartz-Beielstein , Günter Rudolph

Learning a parametric model from a given dataset indeed enables to capture intrinsic dependencies between random variables via a parametric conditional probability distribution and in turn predict the value of a label variable given…

Machine Learning · Statistics 2024-06-14 Elouan Argouarc'h , François Desbouvries , Eric Barat , Eiji Kawasaki

We propose a kernel-based nonparametric test of relative goodness of fit, where the goal is to compare two models, both of which may have unobserved latent variables, such that the marginal distribution of the observed variables is…

Machine Learning · Statistics 2023-05-10 Heishiro Kanagawa , Wittawat Jitkrittum , Lester Mackey , Kenji Fukumizu , Arthur Gretton

This letter provides an adaptive resampling method. It determines the number of particles to resample so that the Kullback-Leibler distance (KLD) between distribution of particles before resampling and after resampling does not exceed a…

Applications · Statistics 2017-07-31 Tiancheng Li , Shudong Sun , Tariq Pervez Sattar

In statistical classification/multiple hypothesis testing and machine learning, a model distribution estimated from the training data is usually applied to replace the unknown true distribution in the Bayes decision rule, which introduces a…

Information Theory · Computer Science 2024-09-24 Zijian Yang , Vahe Eminyan , Ralf Schlüter , Hermann Ney

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
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