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In nonlinear time series analysis and dynamical systems theory, Takens' embedding theorem states that the sliding window embedding of a generic observation along trajectories in a state space, recovers the region traversed by the dynamics.…

Dynamical Systems · Mathematics 2019-05-07 Boyan Xu , Christopher J. Tralie , Alice Antia , Michael Lin , Jose A. Perea

Many thermodynamic relations involve inequalities, with equality if a process does not involve dissipation. In this article we provide equalities in which the dissipative contribution is shown to involve the relative entropy (a.k.a.…

Statistical Mechanics · Physics 2015-06-18 B. Gaveau , L. Granger , M. Moreau , L. S. Schulman

We introduce a representation learning framework for spatial trajectories. We represent partial observations of trajectories as probability distributions in a learned latent space, which characterize the uncertainty about unobserved parts…

Machine Learning · Computer Science 2022-10-05 Dídac Surís , Carl Vondrick

Kullback-Leibler relative-entropy has unique properties in cases involving distributions resulting from relative-entropy minimization. Tsallis relative-entropy is a one parameter generalization of Kullback-Leibler relative-entropy in the…

Mathematical Physics · Physics 2009-11-11 Ambedkar Dukkipati , M. Narasimha Murty , Shalabh Bhatnagar

Deploying LLMs raises two coupled challenges: (1) monitoring--estimating where a model underperforms as traffic and domains drift--and (2) improvement--prioritizing data acquisition to close the largest performance gaps. We test whether an…

Computation and Language · Computer Science 2026-05-27 Pedro Memoli Buffa , Luciano Del Corro

A novel type of a multiscale approach, called Relative Resolution (RelRes), can correctly retrieve the behavior of various nonpolar liquids, whilst speeding up molecular simulations by almost an order of magnitude. In this approach in a…

Statistical Mechanics · Physics 2024-03-15 Mark Chaimovich , Aviel Chaimovich

We establish two correspondences between reverse-mode automatic differentiation (backpropagation at a given forward-pass point) and compositions of projection maps in Kullback--Leibler (KL) geometry. In both settings, message passing…

Optimization and Control · Mathematics 2026-03-26 Manish Krishan Lal

Experimental designs are tools which can drastically reduce the number of simulations required by time-consuming computer codes. One strategy for selecting the values of the inputs, whose response is to be observed, is to choose these…

Statistics Theory · Mathematics 2009-04-17 Astrid Jourdan , Jessica Franco

Information theory provides principled ways to analyze different inference and learning problems such as hypothesis testing, clustering, dimensionality reduction, classification, among others. However, the use of information theoretic…

Machine Learning · Computer Science 2014-09-03 Luis G. Sanchez Giraldo , Murali Rao , Jose C. Principe

We consider the problem of estimating probability density functions based on sample data, using a finite mixture of densities from some component class. To this end, we introduce the $h$-lifted Kullback--Leibler (KL) divergence as a…

Machine Learning · Statistics 2024-12-24 Mark Chiu Chong , Hien Duy Nguyen , TrungTin Nguyen

Measure transport underpins several recent algorithms for posterior approximation in the Bayesian context, wherein a transport map is sought to minimise the Kullback--Leibler divergence (KLD) from the posterior to the approximation. The KLD…

Computation · Statistics 2020-10-27 Matthew A. Fisher , Tui Nolan , Matthew M. Graham , Dennis Prangle , Chris J. Oates

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

In intelligent transportation systems, traffic data imputation, estimating the missing value from partially observed data is an inevitable and challenging task. Previous studies have not fully considered traffic data's multidimensionality…

Machine Learning · Statistics 2023-11-01 Wenwu Gong , Zhejun Huang , Lili Yang

Entropy production is a universal measure of irreversibility and energy dissipation in physical, chemical, and biological systems operating far from equilibrium. However, quantifying and spatiotemporally localising it in complex processes…

Statistical Mechanics · Physics 2026-05-18 Biswajit Das , Sreekanth K Manikandan

Model or variable selection is usually achieved through ranking models according to the increasing order of preference. One of methods is applying Kullback-Leibler distance or relative entropy as a selection criterion. Yet that will raise…

Statistical Mechanics · Physics 2007-05-23 Chih-Yuan Tseng

Coupling arguments are a central tool for bounding the deviation between two stochastic processes, but traditionally have been limited to Wasserstein metrics. In this paper, we apply the shifted composition rule--an information-theoretic…

Statistics Theory · Mathematics 2024-12-25 Jason M. Altschuler , Sinho Chewi

We study concentration inequalities for the Kullback--Leibler (KL) divergence between the empirical distribution and the true distribution. Applying a recursion technique, we improve over the method of types bound uniformly in all regimes…

Information Theory · Computer Science 2019-10-22 Jay Mardia , Jiantao Jiao , Ervin Tánczos , Robert D. Nowak , Tsachy Weissman

We propose a closed-form spectral framework for relative log-density estimation in linearly parameterized probabilistic models, including unnormalized and conditional models. This is achieved by representing the Kullback-Leibler (KL)…

Machine Learning · Computer Science 2026-05-12 Francis Bach

We study the transfer learning (TL) for the functional linear regression (FLR) under the Reproducing Kernel Hilbert Space (RKHS) framework, observing that the TL techniques in existing high-dimensional linear regression are not compatible…

Machine Learning · Statistics 2025-06-10 Haotian Lin , Matthew Reimherr

Variational Bayesian inference is an important machine-learning tool that finds application from statistics to robotics. The goal is to find an approximate probability density function (PDF) from a chosen family that is in some sense…

Machine Learning · Computer Science 2022-09-27 Timothy D. Barfoot , Gabriele M. T. D'Eleuterio