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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

This work presents an upper-bound to value that the Kullback-Leibler (KL) divergence can reach for a class of probability distributions called quantum distributions (QD). The aim is to find a distribution $U$ which maximizes the KL…

Machine Learning · Computer Science 2020-12-11 Vincenzo Bonnici

In this paper we provide an asymptotic theory for the symmetric version of the Kullback--Leibler (KL) divergence. We define a estimator for this divergence and study its asymptotic properties. In particular, we prove Law of Large Numbers…

Probability · Mathematics 2024-01-31 Helder Rojas , Artem Logachov

In this paper, we introduce a novel approach for bounding the cumulant generating function (CGF) of a Dirichlet process (DP) $X \sim \text{DP}(\alpha \nu_0)$, using superadditivity. In particular, our key technical contribution is the…

The Kullback-Leibler divergence, the Kullback-Leibler variation, and the Bernstein "norm" are used to quantify discrepancies among probability distributions in likelihood models such as nonparametric maximum likelihood and nonparametric…

Statistics Theory · Mathematics 2026-01-27 Tetsuya Kaji

This paper investigates the asymptotics of the maximal throughput of communication over AWGN channels by $n$ channel uses under a covert constraint in terms of an upper bound $\delta$ of Kullback-Leibler divergence (KL divergence). It is…

Information Theory · Computer Science 2026-04-08 Xinchun Yu , Shuangqing Wei , Shao-Lun Huang , Xiao-Ping Zhang

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

We consider the fundamental problem of estimating a discrete distribution on a domain of size $K$ with high probability in Kullback-Leibler divergence. We provide upper and lower bounds on the minimax estimation rate, which show that the…

Machine Learning · Statistics 2026-02-23 Dirk van der Hoeven , Julia Olkhovskaia , Tim van Erven

The Pinsker inequality lower bounds the Kullback--Leibler divergence $D_{\textrm{KL}}$ in terms of total variation and provides a canonical way to convert $D_{\textrm{KL}}$ control into $\lVert \cdot \rVert_1$-control. Motivated by…

Information Theory · Computer Science 2026-02-06 Guglielmo Beretta , Tommaso Cesari , Roberto Colomboni

We study the problem of characterizing the stability of Kullback-Leibler (KL) divergence under Gaussian perturbations beyond Gaussian families. Existing relaxed triangle inequalities for KL divergence critically rely on the assumption that…

Machine Learning · Computer Science 2026-04-17 Jialu Pan , Yufeng Zhang , Nan Hu , Zhenbang Chen , Ji Wang , Keqin Li

The aim of this paper is to get asymptotic deviation bounds via a Large Deviation Principle (LDP) for cumulative processes also known as compound renewal processes or renewal-reward processes. These processes cumulate independent random…

Probability · Mathematics 2023-06-21 Patrick Cattiaux , Laetitia Colombani , Manon Costa

Kullback-Leibler (KL) control enables efficient numerical methods for nonlinear optimal control problems. The crucial assumption of KL control is the full controllability of the transition distribution. However, this assumption is often…

Systems and Control · Electrical Eng. & Systems 2022-03-25 Kaito Ito , Kenji Kashima

Motivated by applications in deep learning, where the global Lipschitz continuity condition is often not satisfied, we examine the problem of sampling from distributions with super-linearly growing log-gradients. We propose a novel tamed…

Statistics Theory · Mathematics 2025-06-06 Iosif Lytras , Sotirios Sabanis , Ying Zhang

The Kullback-Leibler (KL) divergence is frequently used in data science. For discrete distributions on large state spaces, approximations of probability vectors may result in a few small negative entries, rendering the KL divergence…

Kullback-Leiber divergence has been widely used in Knowledge Distillation (KD) to compress Large Language Models (LLMs). Contrary to prior assertions that reverse Kullback-Leibler (RKL) divergence is mode-seeking and thus preferable over…

Computation and Language · Computer Science 2024-12-10 Taiqiang Wu , Chaofan Tao , Jiahao Wang , Runming Yang , Zhe Zhao , Ngai Wong

This work studies the variation in Kullback-Leibler divergence between random draws from some popular nonparametric processes and their baseline measure. In particular we focus on the Dirichlet process, the P\'olya tree and the frequentist…

Methodology · Statistics 2014-11-25 James Watson , Luis Nieto-Barajas , Chris Holmes

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

In many applications in biology, engineering and economics, identifying similarities and differences between distributions of data from complex processes requires comparing finite categorical samples of discrete counts. Statistical…

Methodology · Statistics 2023-07-11 Francesco Camaglia , Ilya Nemenman , Thierry Mora , Aleksandra M. Walczak

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

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
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