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Four problems related to information divergence measures defined on finite alphabets are considered. In three of the cases we consider, we illustrate a contrast which arises between the binary-alphabet and larger-alphabet settings. This is…

Information Theory · Computer Science 2016-11-17 Jiantao Jiao , Thomas Courtade , Albert No , Kartik Venkat , Tsachy Weissman

In many contemporary statistical and machine learning methods, one needs to optimize an objective function that depends on the discrepancy between two probability distributions. The discrepancy can be referred to as a metric for…

Machine Learning · Computer Science 2025-02-11 Yijin Ni , Xiaoming Huo

We prove certain type symmetric inequalities in $\textbf{R}^{2}$ and $\textbf{R}^3$, that ocur in many problems of analysis. These inequalities are generalizations of the Jensen's inequality from one variable to two and three variables

General Mathematics · Mathematics 2022-12-20 Nikolaos D. Bagis

Data sets sampled in Lie groups are widespread, and as with multivariate data, it is important for many applications to assess the differences between the sets in terms of their distributions. Indices for this task are usually derived by…

Methodology · Statistics 2024-02-21 Martin Hanik , Hans-Christian Hege , Christoph von Tycowicz

We consider a linear ill-posed equation in the Hilbert space setting. Multiple independent unbiased measurements of the right hand side are available. A natural approach is to take the average of the measurements as an approximation of the…

Numerical Analysis · Mathematics 2021-09-01 Tim Jahn

Meta-learning aims at optimizing the hyperparameters of a model class or training algorithm from the observation of data from a number of related tasks. Following the setting of Baxter [1], the tasks are assumed to belong to the same task…

Machine Learning · Computer Science 2021-05-11 Sharu Theresa Jose , Osvaldo Simeone

We introduce a new transformation called \emph{relative differential-escort}, which extends the usual differential-escort transformation by relating the change of variable to a reference probability density. As an application of it, we…

Mathematical Physics · Physics 2025-07-24 Razvan Gabriel Iagar , David Puertas-Centeno , Elio V. Toranzo

In this article we give some improvements and generalizations of the famous Jensen's and Jensen-Mercer inequalities for twice differentiable functions, where convexity property of the target function is not assumed in advance. They…

Classical Analysis and ODEs · Mathematics 2020-11-24 Slavko Simic

Adequacy for estimation between an inferential method and a model can be de{\ldots}ned through two main requirements: {\ldots}rstly the inferential tool should de{\ldots}ne a well posed problem when applied to the model; secondly the…

Statistics Theory · Mathematics 2025-07-30 Michel Broniatowski , Justin Moutsouka

Bounded symmetric domains carry several natural invariant metrics, for example the Carath\'eodory, Kobayashi or the Bergman metric. We define another natural metric, from generalized Hilbert metric defined in [FGW20], by considering the…

Differential Geometry · Mathematics 2024-03-28 Elisha Falbel , Antonin Guilloux , Pierre Will

In this article we study the field of Hilbertian metrics and positive definit (pd) kernels on probability measures, they have a real interest in kernel methods. Firstly we will make a study based on the Alpha-Beta-divergence to have a…

Methodology · Statistics 2018-09-18 Mactar Ndaw , Macoumba Ndour , Papa Ngom

The book is structured into four main chapters. Chapter 1 introduces the foundational concepts of divergence measures, including the well-known Kullback-Leibler divergence and its limitations. It then presents a detailed exploration of…

Methodology · Statistics 2024-09-04 Shinto Eguchi

I. Sason obtained the tight bounds for symmetric divergence measures are derived by applying the results established by G. L. Gilardoni. In this article, we are going to report two kinds of extensions for the above results, namely classical…

Information Theory · Computer Science 2019-03-21 S. Furuichi , K. Yanagi , K. Kuriyama

Estimating the Shannon entropy of a discrete distribution from which we have only observed a small sample is challenging. Estimating other information-theoretic metrics, such as the Kullback-Leibler divergence between two sparsely sampled…

Data Analysis, Statistics and Probability · Physics 2023-02-24 Angelo Piga , Lluc Font-Pomarol , Marta Sales-Pardo , Roger Guimerà

In the last decade, recent successes in deep clustering majorly involved the mutual information (MI) as an unsupervised objective for training neural networks with increasing regularisations. While the quality of the regularisations have…

In 1938, Gini studied a mean having two parameters. Later, many authors studied properties of this mean. It contains as particular cases the famous means such as harmonic, geometric, arithmetic, etc. Also it contains, the power mean of…

Information Theory · Computer Science 2011-11-23 Inder Jeet Taneja

In a variety of applications it is important to extract information from a probability measure $\mu$ on an infinite dimensional space. Examples include the Bayesian approach to inverse problems and possibly conditioned) continuous time…

Probability · Mathematics 2016-06-02 Frank Pinski , Gideon Simpson , Andrew Stuart , Hendrik Weber

Recently, Chen and Sbert proposed a general divergence measure. This report presents some interim findings about the question whether the divergence measure is a metric or not. It has been postulated that (i) the measure might be a metric…

Information Theory · Computer Science 2021-01-18 Min Chen , Mateu Sbert

Divergence measures play a central role and become increasingly essential in deep learning, yet efficient measures for multiple (more than two) distributions are rarely explored. This becomes particularly crucial in areas where the…

Machine Learning · Computer Science 2024-06-07 Mingfei Lu , Chenxu Li , Shujian Yu , Robert Jenssen , Badong Chen

The ability to identify reliably a positive or negative partial correlation between the expression levels of two genes is influenced by the number $p$ of genes, the number $n$ of analyzed samples, and the statistical properties of the…

Statistics Theory · Mathematics 2013-09-24 Maya Shevlyakova , Stephan Morgenthaler
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