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In this paper, we establish a novel connection between total variation (TV) distance estimation and probabilistic inference. In particular, we present an efficient, structure-preserving reduction from relative approximation of TV distance…

Data Structures and Algorithms · Computer Science 2024-07-02 Arnab Bhattacharyya , Sutanu Gayen , Kuldeep S. Meel , Dimitrios Myrisiotis , A. Pavan , N. V. Vinodchandran

$\alpha$-posteriors and their variational approximations distort standard posterior inference by downweighting the likelihood and introducing variational approximation errors. We show that such distortions, if tuned appropriately, reduce…

Machine Learning · Statistics 2021-04-20 Marco Avella Medina , José Luis Montiel Olea , Cynthia Rush , Amilcar Velez

The goal of this paper is to further develop an approach to inverse problems with imperfect forward operators that is based on partially ordered spaces. Studying the dual problem yields useful insights into the convergence of the…

Numerical Analysis · Mathematics 2019-01-30 Martin Burger , Yury Korolev , Julian Rasch

We show that the variational representations for f-divergences currently used in the literature can be tightened. This has implications to a number of methods recently proposed based on this representation. As an example application we use…

Machine Learning · Computer Science 2012-06-22 Avraham Ruderman , Mark Reid , Dario Garcia-Garcia , James Petterson

We develop and analyze $M$-estimation methods for divergence functionals and the likelihood ratios of two probability distributions. Our method is based on a non-asymptotic variational characterization of $f$-divergences, which allows the…

Statistics Theory · Mathematics 2016-11-18 XuanLong Nguyen , Martin J. Wainwright , Michael I. Jordan

We propose a framework to construct practical kernel-based two-sample tests from the family of $f$-divergences. The test statistic is computed from the witness function of a regularized variational representation of the divergence, which we…

Machine Learning · Statistics 2026-01-28 Mónica Ribero , Antonin Schrab , Arthur Gretton

Information divergences allow one to assess how close two distributions are from each other. Among the large panel of available measures, a special attention has been paid to convex $\varphi$-divergences, such as Kullback-Leibler,…

Information Theory · Computer Science 2019-04-09 Mireille El Gheche , Giovanni Chierchia , Jean-Christophe Pesquet

Approximating distributions from their samples is a canonical statistical-learning problem. One of its most powerful and successful modalities approximates every distribution to an $\ell_1$ distance essentially at most a constant times…

Machine Learning · Statistics 2022-06-22 Yi Hao , Ayush Jain , Alon Orlitsky , Vaishakh Ravindrakumar

Two typical fixed-length random number generation problems in information theory are considered for general sources. One is the source resolvability problem and the other is the intrinsic randomness problem. In each of these problems, the…

Information Theory · Computer Science 2024-05-14 Ryo Nomura , Hideki Yagi

The Fr\'echet distance is a popular distance measure for curves which naturally lends itself to fundamental computational tasks, such as clustering, nearest-neighbor searching, and spherical range searching in the corresponding metric…

Computational Geometry · Computer Science 2018-08-07 Anne Driemel , Amer Krivošija

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

Total variation distance (TV distance) is an important measure for the difference between two distributions. Recently, there has been progress in approximating the TV distance between product distributions: a deterministic algorithm for a…

Data Structures and Algorithms · Computer Science 2023-09-27 Weiming Feng , Liqiang Liu , Tianren Liu

Tight bounds for several symmetric divergence measures are introduced, given in terms of the total variation distance. Each of these bounds is attained by a pair of 2 or 3-element probability distributions. An application of these bounds…

Information Theory · Computer Science 2016-11-15 Igal Sason

This thesis studies the graph alignment problem, the noisy version of the graph isomorphism problem, which aims to find a matching between the nodes of two graphs which preserves most of the edges. Focusing on the planted version where the…

Data Structures and Algorithms · Computer Science 2024-04-22 Luca Ganassali

We approximate a given rational spectral density by one that is consistent with prescribed second-order statistics. Such an approximation is obtained by minimizing a suitable distance from the given spectrum and under the constraints…

Optimization and Control · Mathematics 2013-09-19 Mattia Zorzi

We study the problem of approximating the Ising model partition function with complex parameters on bounded degree graphs. We establish a deterministic polynomial-time approximation scheme for the partition function when the interactions…

Quantum Physics · Physics 2019-07-12 Ryan L. Mann , Michael J. Bremner

The aim of this paper is to study different estimation procedures based on $\varphi-$divergences. The dual representation of $\varphi-$divergences based on the Fenchel-Legendre duality is the main interest of this study. It provides a way…

Methodology · Statistics 2015-10-13 Diaa Al Mohamad

A measure of asymmetry is a quantification method that allows for the comparison of categorical evaluations before and after treatment effects or among different target populations, irrespective of sample size. We focus on square…

Methodology · Statistics 2024-10-22 Wataru Urasaki , Go Kawamitsu , Tomoyuki Nakagawa , Kouji Tahata

A physical magnetic field has a divergence of zero. Numerical error in constructing a model field and computing the divergence, however, introduces a finite divergence into these calculations. A popular metric for measuring divergence is…

Solar and Stellar Astrophysics · Physics 2021-04-05 S. A. Gilchrist , K. D. Leka , G. Barnes , M. S. Wheatland , M. L. DeRosa

This work briefly explores the possibility of approximating spatial distance (alternatively, similarity) between data points using the Isolation Forest method envisioned for outlier detection. The logic is similar to that of isolation: the…

Machine Learning · Statistics 2019-11-26 David Cortes
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