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Testing whether two multivariate samples exhibit the same extremal behavior is an important problem in various fields including environmental and climate sciences. While several ad-hoc approaches exist in the literature, they often lack…

Statistics Theory · Mathematics 2026-02-03 Sebastian Engelke , Philippe Naveau , Chen Zhou

Learning to sample from intractable distributions over discrete sets without relying on corresponding training data is a central problem in a wide range of fields, including Combinatorial Optimization. Currently, popular deep learning-based…

Machine Learning · Computer Science 2025-08-25 Sebastian Sanokowski , Sepp Hochreiter , Sebastian Lehner

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

An initial screening experiment may lead to ambiguous conclusions regarding the factors which are active in explaining the variation of an outcome variable: thus adding follow-up runs becomes necessary. We propose a fully Bayes objective…

Methodology · Statistics 2014-05-13 Guido Consonni , Laura Deldossi

Discrete normal distributions are defined as the distributions with prescribed means and covariance matrices which maximize entropy on the integer lattice support. The set of discrete normal distributions form an exponential family with…

Information Theory · Computer Science 2022-01-25 Frank Nielsen

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

Recently, continual learning has received a lot of attention. One of the significant problems is the occurrence of \emph{concept drift}, which consists of changing probabilistic characteristics of the incoming data. In the case of the…

Machine Learning · Computer Science 2022-10-11 Sebastián Basterrech , Michal Woźniak

Optimum designs for parameter estimation in generalized regression models are standardly based on the Fisher information matrix (cf. Atkinson et al (2014) for a recent exposition). The corresponding optimality criteria are related to the…

Statistics Theory · Mathematics 2015-07-28 Katarína Burclová , Andrej Pázman

We develop an analytically tractable single-step diffusion model based on a linear denoiser and present an explicit formula for the Kullback-Leibler divergence between the generated and sampling distribution, taken to be isotropic Gaussian,…

Machine Learning · Computer Science 2025-08-08 Indranil Halder

Log-likelihood vectors define a common space for comparing language models as probability distributions, enabling unified comparisons across heterogeneous settings. We extend this framework to training checkpoints and intermediate layers,…

Computation and Language · Computer Science 2026-04-21 Ryo Kishino , Yusuke Takase , Momose Oyama , Hiroaki Yamagiwa , Hidetoshi Shimodaira

In this paper, some new upper bounds for Kullback-Leibler divergence(KL-divergence) based on $L^1, L^2$ and $L^\infty$ norms of density functions are discussed. Our findings unveil that the convergence in KL-divergence sense sandwiches…

Probability · Mathematics 2024-10-31 Liuquan Yao , Songhao Liu

In this paper, we delve deeper into the Kullback-Leibler (KL) Divergence loss and mathematically prove that it is equivalent to the Decoupled Kullback-Leibler (DKL) Divergence loss that consists of (1) a weighted Mean Square Error (wMSE)…

Machine Learning · Computer Science 2025-03-12 Jiequan Cui , Beier Zhu , Qingshan Xu , Zhuotao Tian , Xiaojuan Qi , Bei Yu , Hanwang Zhang , Richang Hong

Generative Adversarial Networks (GANs) have achieved great success in data generation. However, its statistical properties are not fully understood. In this paper, we consider the statistical behavior of the general $f$-divergence…

Statistics Theory · Mathematics 2022-09-16 Xinwei Shen , Kani Chen , Tong Zhang

Building on the remarkable achievements in generative sampling of natural images, we propose an innovative challenge, potentially overly ambitious, which involves generating samples of entire multivariate time series that resemble images.…

Obtaining an accurate estimate of the underlying covariance matrix from finite sample size data is challenging due to sample size noise. In recent years, sophisticated covariance-cleaning techniques based on random matrix theory have been…

Computation · Statistics 2024-11-11 Christian Bongiorno , Lamia Lamrani

Knowledge distillation involves transferring knowledge from large, cumbersome teacher models to more compact student models. The standard approach minimizes the Kullback-Leibler (KL) divergence between the probabilistic outputs of a teacher…

Computer Vision and Pattern Recognition · Computer Science 2025-05-14 Nikolaos Giakoumoglou , Tania Stathaki

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

We derive the Kullback-Leibler divergence for the normal-gamma distribution and show that it is identical to the Bayesian complexity penalty for the univariate general linear model with conjugate priors. Based on this finding, we provide…

Statistics Theory · Mathematics 2016-11-07 Joram Soch , Carsten Allefeld

Universal hypothesis testing refers to the problem of deciding whether samples come from a nominal distribution or an unknown distribution that is different from the nominal distribution. Hoeffding's test, whose test statistic is equivalent…

Information Theory · Computer Science 2017-11-15 Pengfei Yang , Biao Chen

Statistical evaluation aims to estimate the generalization performance of a model using held-out i.i.d.\ test data sampled from the ground-truth distribution. In supervised learning settings such as classification, performance metrics such…

Machine Learning · Computer Science 2026-04-08 Shashaank Aiyer , Yishay Mansour , Shay Moran , Han Shao