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In many applications in biology, engineering and economics, identifying similarities and differences between distributions of data from complex processes requires comparing finite categorical samples of discrete counts. Statistical…

Methodology · Statistics 2023-07-11 Francesco Camaglia , Ilya Nemenman , Thierry Mora , Aleksandra M. Walczak

The Kullback-Leibler (KL) divergence is a foundational measure for comparing probability distributions. Yet in multivariate settings, its single value often obscures the underlying reasons for divergence, conflating mismatches in individual…

Other Computer Science · Computer Science 2025-05-06 William Cook

In the general theory of quantum measurement, one associates a positive semidefinite operator on a $d$-dimensional Hilbert space to each of the $n$ possible outcomes of an arbitrary measurement. In the special case of a projective…

Quantum Physics · Physics 2021-11-23 Yizhou Liu , John B. DeBrota

We establish quantitative comparisons between classical distances for probability distributions belonging to the class of convex probability measures. Distances include total variation distance, Wasserstein distance, Kullback-Leibler…

Probability · Mathematics 2021-12-17 Arnaud Marsiglietti , Puja Pandey

Hybrid clustering combines partitional and hierarchical clustering for computational effectiveness and versatility in cluster shape. In such clustering, a dissimilarity measure plays a crucial role in the hierarchical merging. The…

Machine Learning · Statistics 2016-09-22 Kajsa Møllersen , Subhra S. Dhar , Fred Godtliebsen

In this paper we introduce the intuitive notion of trivergence of probability distributions (TPD). This notion allow us to calculate the similarity among triplets of objects. For this computation, we can use the well known measures of…

Information Theory · Computer Science 2015-06-23 Juan-Manuel Torres-Moreno

We introduce a novel family of distances, called the chord gap divergences, that generalizes the Jensen divergences (also called the Burbea-Rao distances), and study its properties. It follows a generalization of the celebrated statistical…

Machine Learning · Computer Science 2017-11-15 Frank Nielsen

Message identification (M-I) divergence is an important measure of the information distance between probability distributions, similar to Kullback-Leibler (K-L) and Renyi divergence. In fact, M-I divergence with a variable parameter can…

Information Theory · Computer Science 2024-04-08 Rui She , Shanyun Liu , Pingyi Fan

We investigate and compare three distinguished geometric measures of bipartite quantum correlations that have been recently introduced in the literature: the geometric discord, the measurement-induced geometric discord, and the discord of…

Quantum Physics · Physics 2016-05-26 Wojciech Roga , Dominique Spehner , Fabrizio Illuminati

Complex, high-dimensional data is ubiquitous across many scientific disciplines, including machine learning, biology, and the social sciences. One of the primary methods of visualizing these datasets is with two-dimensional scatter plots…

Machine Learning · Computer Science 2025-10-13 Kiran Smelser , Kaviru Gunaratne , Jacob Miller , Stephen Kobourov

Knowing if a model will generalize to data 'in the wild' is crucial for safe deployment. To this end, we study model disagreement notions that consider the full predictive distribution - specifically disagreement based on Hellinger…

Machine Learning · Computer Science 2023-12-14 Mona Schirmer , Dan Zhang , Eric Nalisnick

We discuss different statistical distances in probability space, with emphasis on the Jensen-Shannon divergence, vis-a-vis {\it metrics} in Hilbert space and their relationship with Fisher's information measure. This study provides further…

Quantum Physics · Physics 2007-05-23 M. Casas , P. W. Lamberti , A. Plastino , A. R. Plastino

The measure of Jensen-Fisher divergence between probability distributions is introduced and its theoretical grounds set up. This quantity, in contrast to the remaining Jensen divergences, is very sensitive to the fluctuations of the…

Information Theory · Computer Science 2013-01-08 P. Sánchez-Moreno , A. Zarzo , J. S. Dehesa

In previous work the authors defined the k-th order simplicial distance between probability distributions which arises naturally from a measure of dispersion based on the squared volume of random simplices of dimension k. This theory is…

Statistics Theory · Mathematics 2018-09-06 Luc Pronzato , Henry Wynn , Anatoly Zhigljavsky

This paper proposes two linear projection methods for supervised dimension reduction using only the first and second-order statistics. The methods, each catering to a different parameter regime, are derived under the general Gaussian model…

Information Theory · Computer Science 2024-08-13 Biao Chen , Joshua Kortje

We characterize Martin-L\"of randomness and Schnorr randomness in terms of the merging of opinions, along the lines of the Blackwell-Dubins Theorem. After setting up a general framework for defining notions of merging randomness, we focus…

Logic · Mathematics 2026-03-10 Simon M. Huttegger , Sean Walsh , Francesca Zaffora Blando

We unify f-divergences, Bregman divergences, surrogate loss bounds (regret bounds), proper scoring rules, matching losses, cost curves, ROC-curves and information. We do this by systematically studying integral and variational…

Machine Learning · Statistics 2009-01-06 Mark D. Reid , Robert C. Williamson

Masked Language Models (MLMs) have been successful in many natural language processing tasks. However, real-world stereotype biases are likely to be reflected in MLMs due to their learning from large text corpora. Most of the evaluation…

Computation and Language · Computer Science 2023-09-04 Yang Liu , Yuexian Hou

Pinsker's inequality sets a lower bound on the Umegaki divergence of two quantum states in terms of their trace distance. In this work, we formulate corresponding estimates for a variety of quantum and classical divergences including…

Quantum Physics · Physics 2026-01-16 Kläre Wienecke , Gereon Koßmann , René Schwonnek

This article develops an analytical framework for studying information divergences and likelihood ratios associated with Poisson processes and point patterns on general measurable spaces. The main results include explicit analytical…

Statistics Theory · Mathematics 2024-10-07 Lasse Leskelä