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In Bayesian statistics probability distributions express beliefs. However, for many problems the beliefs cannot be computed analytically and approximations of beliefs are needed. We seek a loss function that quantifies how "embarrassing" it…

Statistics Theory · Mathematics 2017-08-07 Reimar H. Leike , Torsten A. Enßlin

This paper proposes a new family of lower and upper bounds on the minimum mean squared error (MMSE). The key idea is to minimize/maximize the MMSE subject to the constraint that the joint distribution of the input-output statistics lies in…

Information Theory · Computer Science 2020-06-09 Michael Fauß , Alex Dysto , H. Vincent Poor

The maximum likelihood method is the best-known method for estimating the probabilities behind the data. However, the conventional method obtains the probability model closest to the empirical distribution, resulting in overfitting. Then…

Machine Learning · Statistics 2023-10-03 Akihisa Ichiki

In autonomous driving scenarios, the collected LiDAR point clouds can be challenged by occlusion and long-range sparsity, limiting the perception of autonomous driving systems. Scene completion methods can infer the missing parts of…

Computer Vision and Pattern Recognition · Computer Science 2026-02-03 Andrea Matteazzi , Dietmar Tutsch

The families of $f$-divergences (e.g. the Kullback-Leibler divergence) and Integral Probability Metrics (e.g. total variation distance or maximum mean discrepancies) are widely used to quantify the similarity between probability…

Statistics Theory · Mathematics 2021-06-08 Rohit Agrawal , Thibaut Horel

Inferring and comparing complex, multivariable probability density functions is fundamental to problems in several fields, including probabilistic learning, network theory, and data analysis. Classification and prediction are the two faces…

Information Theory · Computer Science 2017-03-30 David J. Galas , T. Gregory Dewey , James Kunert-Graf , Nikita A. Sakhanenko

Estimating Kullback Leibler (KL) divergence from samples of two distributions is essential in many machine learning problems. Variational methods using neural network discriminator have been proposed to achieve this task in a scalable…

Machine Learning · Computer Science 2021-10-01 Sandesh Ghimire , Aria Masoomi , Jennifer Dy

Flow Matching (FM) models achieve remarkable results in generative tasks. Building upon diffusion models, FM's simulation-free training paradigm enables simplicity and efficiency but introduces a train-inference gap: model outputs cannot be…

Machine Learning · Computer Science 2026-01-30 Zhaoyi Li , Jingtao Ding , Yong Li , Shihua Li

Statistical distances (SDs), which quantify the dissimilarity between probability distributions, are central to machine learning and statistics. A modern method for estimating such distances from data relies on parametrizing a variational…

Statistics Theory · Mathematics 2021-03-18 Sreejith Sreekumar , Zhengxin Zhang , Ziv Goldfeld

Flow Matching has become a cornerstone of modern generative models like Stable Diffusion 3, largely due to the efficiency of its Rectified Flow (RF) variant. The success of RF hinges on iteratively learning straight trajectories, pushing…

Machine Learning · Computer Science 2026-05-19 Vansh Bansal , Saptarshi Roy , Purnamrita Sarkar , Alessandro Rinaldo

The performance of machine learning classification algorithms are evaluated by estimating metrics, often from the confusion matrix, using training data and cross-validation. However, these do not prove that the best possible performance has…

Machine Learning · Statistics 2024-03-05 L. Crow , S. J. Watts

Distributed learning of probabilistic models from multiple data repositories with minimum communication is increasingly important. We study a simple communication-efficient learning framework that first calculates the local maximum…

Machine Learning · Statistics 2014-10-13 Qiang Liu , Alexander Ihler

We consider the problem of single-channel audio source separation with the goal of reconstructing $K$ sources from their mixture. We address this ill-posed problem with FLOSS (FLOw matching for Source Separation), a constrained generation…

Sound · Computer Science 2025-07-21 Robin Scheibler , John R. Hershey , Arnaud Doucet , Henry Li

Many problems in machine learning can be formulated as optimizing a convex functional over a vector space of measures. This paper studies the convergence of the mirror descent algorithm in this infinite-dimensional setting. Defining Bregman…

Optimization and Control · Mathematics 2022-10-12 Pierre-Cyril Aubin-Frankowski , Anna Korba , Flavien Léger

We construct and analyze generative diffusions that transport a point mass to a prescribed target distribution over a finite time horizon using the stochastic interpolant framework. The drift is expressed as a conditional expectation that…

Statistics Theory · Mathematics 2026-05-21 Yifan Chen , Eric Vanden-Eijnden

Flow Matching (FM) is a simulation-free method for learning a continuous and invertible flow to interpolate between two distributions, and in particular to generate data from noise. Inspired by the variational nature of the diffusion…

Machine Learning · Statistics 2025-07-14 Chen Xu , Xiuyuan Cheng , Yao Xie

Kullback-Leibler divergence (KL) regularization is widely used in reinforcement learning, but it becomes infinite under support mismatch and can degenerate in low-noise limits. Utilizing a unified information-geometric framework, we…

Optimization and Control · Mathematics 2026-02-03 Viktor Stein , Adwait Datar , Nihat Ay

The problem of filtering information from large correlation matrices is of great importance in many applications. We have recently proposed the use of the Kullback-Leibler distance to measure the performance of filtering algorithms in…

Data Analysis, Statistics and Probability · Physics 2008-12-02 M. Tumminello , F. Lillo , R. N. Mantegna

To characterize the Kullback-Leibler divergence and Fisher information in general parametrized hidden Markov models, in this paper, we first show that the log likelihood and its derivatives can be represented as an additive functional of a…

Statistics Theory · Mathematics 2023-03-15 Cheng-Der Fuh , Chu-Lan Michael Kao , Tianxiao Pang

Recently, a series of papers proposed deep learning-based approaches to sample from target distributions using controlled diffusion processes, being trained only on the unnormalized target densities without access to samples. Building on…

Machine Learning · Computer Science 2024-05-24 Lorenz Richter , Julius Berner