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There are many applications that benefit from computing the exact divergence between 2 discrete probability measures, including machine learning. Unfortunately, in the absence of any assumptions on the structure or independencies within…

Machine Learning · Computer Science 2023-10-16 Loong Kuan Lee , Nico Piatkowski , François Petitjean , Geoffrey I. Webb

Information divergence that measures the difference between two nonnegative matrices or tensors has found its use in a variety of machine learning problems. Examples are Nonnegative Matrix/Tensor Factorization, Stochastic Neighbor…

Machine Learning · Computer Science 2014-06-06 Onur Dikmen , Zhirong Yang , Erkki Oja

The ability to compute the exact divergence between two high-dimensional distributions is useful in many applications but doing so naively is intractable. Computing the alpha-beta divergence -- a family of divergences that includes the…

Machine Learning · Computer Science 2023-10-17 Loong Kuan Lee , Geoffrey I. Webb , Daniel F. Schmidt , Nico Piatkowski

Minimum divergence estimators provide a natural choice of estimators in a statistical inference problem. Different properties of various families of these divergence measures such as Hellinger distance, power divergence, density power…

Statistics Theory · Mathematics 2025-07-08 Subhrajyoty Roy , Supratik Basu , Abhik Ghosh , Ayanendranath Basu

The beta family owes its privileged status within unit interval distributions to several relevant features such as, for example, easyness of interpretation and versatility in modeling different types of data. However, its flexibility at the…

Statistics Theory · Mathematics 2017-06-28 Carlo Orsi

The suboptimal performance of wavelets with regard to the approximation of multivariate data gave rise to new representation systems, specifically designed for data with anisotropic features. Some prominent examples of these are given by…

Functional Analysis · Mathematics 2016-01-11 Axel Flinth , Martin Schäfer

This paper introduces a variational approximation framework using direct optimization of what is known as the {\it scale invariant Alpha-Beta divergence} (sAB divergence). This new objective encompasses most variational objectives that use…

Machine Learning · Statistics 2018-05-22 Jean-Baptiste Regli , Ricardo Silva

The $DD\alpha$-classifier, a nonparametric fast and very robust procedure, is described and applied to fifty classification problems regarding a broad spectrum of real-world data. The procedure first transforms the data from their original…

Applications · Statistics 2022-11-10 Pavlo Mozharovskyi , Karl Mosler , Tatjana Lange

As data-driven technologies advance swiftly, maintaining strong privacy measures becomes progressively difficult. Conventional $(\epsilon, \delta)$-differential privacy, while prevalent, exhibits limited adaptability for many applications.…

Cryptography and Security · Computer Science 2025-07-03 Yifeng Liu , Zehua Wang

In this article we study the field of Hilbertian metrics and positive definit (pd) kernels on probability measures, they have a real interest in kernel methods. Firstly we will make a study based on the Alpha-Beta-divergence to have a…

Methodology · Statistics 2018-09-18 Mactar Ndaw , Macoumba Ndour , Papa Ngom

Deep Nonnegative Matrix Factorization (deep NMF) has recently emerged as a valuable technique for extracting multiple layers of features across different scales. However, all existing deep NMF models and algorithms have primarily centered…

Machine Learning · Computer Science 2025-01-10 Valentin Leplat , Le Thi Khanh Hien , Akwum Onwunta , Nicolas Gillis

Data processing lower bounds on the expected distortion are derived in the finite-alphabet semi-deterministic setting, where the source produces a deterministic, individual sequence, but the channel model is probabilistic, and the decoder…

Information Theory · Computer Science 2016-11-17 Neri Merhav

A Euclidean distance matrix $D(\alpha)$ is defined by $D_{ij}=(\alpha_i-\alpha_j)^2$, where $\alpha=(\alpha_1,\ldots,\alpha_n)$ is a real vector. We prove that $D(\alpha)$ cannot be written as a sum of $\left[2\sqrt{n}-2\right]$ nonnegative…

Combinatorics · Mathematics 2016-07-28 Yaroslav Shitov

Hypercomplex algebras have recently been gaining prominence in the field of deep learning owing to the advantages of their division algebras over real vector spaces and their superior results when dealing with multidimensional signals in…

Machine Learning · Computer Science 2024-05-14 Danilo Comminiello , Eleonora Grassucci , Danilo P. Mandic , Aurelio Uncini

The notion of well-separated sets is crucial in fast multipole methods as the main idea is to approximate the interaction between such sets via cluster expansions. We revisit the one-parameter multipole acceptance criterion in a general…

Numerical Analysis · Mathematics 2011-08-11 Stefan Engblom

Optimization problems, generalized equations, and the multitude of other variational problems invariably lead to the analysis of sets and set-valued mappings as well as their approximations. We review the central concept of set-convergence…

Optimization and Control · Mathematics 2020-02-25 Johannes O. Royset

Meta-analytic methods tend to take all-or-nothing approaches to study-level heterogeneity, assuming all studies are heterogeneous or homogeneous, leading to inefficiency and/or bias in estimation and inference. In this paper, we develop a…

Methodology · Statistics 2026-03-12 Elizabeth M. Davis , Emily C. Hector

We consider the task of meta-analysis in high-dimensional settings in which the data sources are similar but non-identical. To borrow strength across such heterogeneous datasets, we introduce a global parameter that emphasizes…

Methodology · Statistics 2022-07-01 Subha Maity , Yuekai Sun , Moulinath Banerjee

We describe the underlying probabilistic interpretation of alpha and beta divergences. We first show that beta divergences are inherently tied to Tweedie distributions, a particular type of exponential family, known as exponential…

Machine Learning · Statistics 2012-09-20 Y. Kenan Yilmaz , A. Taylan Cemgil

Heterogeneous datasets emerge in various machine learning and optimization applications that feature different input sources, types or formats. Most models or methods do not natively tackle heterogeneity. Hence, such datasets are often…

Machine Learning · Statistics 2025-08-25 Edward Hallé-Hannan , Charles Audet , Youssef Diouane , Sébastien Le Digabel , Paul Saves
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