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Given a zero-mean Gaussian random field with a covariance function that belongs to a parametric family of covariance functions, we introduce a new notion of likelihood approximations, termed truncated-likelihood functions.…
In this paper, we extend the Beta divergence family to multivariate power spectral densities. Similarly to the scalar case, we show that it smoothly connects the multivariate Kullback-Leibler divergence with the multivariate Itakura-Saito…
As the third paper in a series regarding the estimation of luminosity functions (LFs) via kernel density estimation (KDE), we present a further generalization of our framework by extending its applicability to multiple flux-limited samples.…
By using the \emph{Rydberg--Klein--Rees} (RKR) formulas to solve the inverse Schr\"{o}dinger problem, we found a confining bottom-up potential from a given eigenvalue spectrum. To illustrate this methodology, we consider the vector meson…
We study the problem of nonparametric estimation under $\bL_p$-loss, $p\in [1,\infty)$, in the framework of the convolution structure density model on $\bR^d$. This observation scheme is a generalization of two classical statistical models,…
A new method for analyzing high-dimensional categorical data, Linear Latent Structure (LLS) analysis, is presented. LLS models belong to the family of latent structure models, which are mixture distribution models constrained to satisfy the…
Sequential change-point detection in non-Gaussian stochastic processes is challenging because the underlying densities are rarely known in real time. Classical parametric procedures such as CUSUM lose optimality under distributional…
In this paper, we delve deeper into the Kullback-Leibler (KL) Divergence loss and mathematically prove that it is equivalent to the Decoupled Kullback-Leibler (DKL) Divergence loss that consists of (1) a weighted Mean Square Error (wMSE)…
Many datasets are collected from multiple environments (e.g. different labs, perturbations, etc.), and it is often advantageous to learn models and relations that are invariant across environments. Invariance can improve robustness to…
We compute the low-$\ell$ limit of the family of higher-order spectra for projected (2D) weak lensing convergence maps. In this limit, these spectra are computed to an arbitrary order using {\em tree-level} perturbative calculations. We use…
We present an algorithm for simulating a distribution using prefix conditional samples (Adar, Fischer and Levi, 2024), as well as ``prefix-compatible'' conditional models such as the interval model (Cannone, Ron and Servedio, 2015) and the…
Nonnegative Matrix Factorization (NMF) with Kullback-Leibler Divergence (NMF-KL) is one of the most significant NMF problems and equivalent to Probabilistic Latent Semantic Indexing (PLSI), which has been successfully applied in many…
Machine learning models are increasingly used to predict material properties and accelerate atomistic simulations, but the reliability of their predictions depends on the representativeness of the training data. We present a scalable,…
We introduce a random matrix framework for studying statistical-mechanical lattice systems through spectral observables. Equilibrium configurations sampled from a Boltzmann measure are mapped to matrix ensembles whose covariance structure…
Feature selection of high-dimensional labeled data with limited observations is critical for making powerful predictive modeling accessible, scalable, and interpretable for domain experts. Spectroscopy data, which records the interaction…
A new non-linear optimization approach is proposed for the sparse reconstruction of log-conductivities in current density impedance imaging. This framework comprises of minimizing an objective functional involving a least squares fit of the…
This paper studies optimal estimation of large-dimensional nonlinear factor models. The key challenge is that the observed variables are possibly nonlinear functions of some latent variables where the functional forms are left unspecified.…
We consider estimating the predictive density under Kullback-Leibler loss in an $\ell_0$ sparse Gaussian sequence model. Explicit expressions of the first order minimax risk along with its exact constant, asymptotically least favorable…
We study the fundamental and timely problem of learning long sequences in autoregressive modeling and next-token prediction under model misspecification, measured by the joint Kullback--Leibler (KL) divergence. Our goal is to characterize…
We study the Unadjusted Langevin Algorithm (ULA) for sampling from a probability distribution $\nu = e^{-f}$ on $\mathbb{R}^n$. We prove a convergence guarantee in Kullback-Leibler (KL) divergence assuming $\nu$ satisfies a log-Sobolev…