Related papers: Lower bounds and aggregation in density estimation
Model averaging is a useful and robust method for dealing with model uncertainty in statistical analysis. Often, it is useful to consider data subset selection at the same time, in which model selection criteria are used to compare models…
We consider the nonlinear Kalman filtering problem using Kullback-Leibler (KL) and $\alpha$-divergence measures as optimization criteria. Unlike linear Kalman filters, nonlinear Kalman filters do not have closed form Gaussian posteriors…
We use a (pre)-Kuznetsov type formula to prove a density result for the Borel-type congruence subgroup of GLn. This has some arithmetic applications to optimal lifting and counting considered earlier by A. Kamber and H. Lavner for $GL_3$.
For a multinomial distribution, suppose that we have prior knowledge of the sum of the probabilities of some categories. This allows us to construct a submodel in a full (i.e., no-restriction) model. Maximum likelihood estimation (MLE)…
We study the problem of characterizing the stability of Kullback-Leibler (KL) divergence under Gaussian perturbations beyond Gaussian families. Existing relaxed triangle inequalities for KL divergence critically rely on the assumption that…
Accurate estimation of evolutionary distances between taxa is important for many phylogenetic reconstruction methods. In the case of bacteria, distances can be estimated using a range of different evolutionary models, from single nucleotide…
Modelling bounded rational decision-making through information constrained processing provides a principled approach for representing departures from rationality within a reinforcement learning framework, while still treating…
Uniform and nonuniform Berry--Esseen (BE) bounds of optimal orders on the closeness to normality for general abstract nonlinear statistics are given, which are then used to obtain optimal bounds on the rate of convergence in the delta…
We improve the best known upper bound on the density of a planar measurable set A containing no two points at unit distance to 0.25442. We use a combination of Fourier analytic and linear programming methods to obtain the result. The…
We study the aggregate/group nearest neighbor searching for the MAX operator in the plane. For a set $P$ of $n$ points and a query set $Q$ of $m$ points, the query asks for a point of $P$ whose maximum distance to the points in $Q$ is…
We give lower bounds for the density $p_T(x,y)$ of the law of $X_t$, the solution of $dX_t=\sigma (X_t) dB_t+b(X_t) dt,X_0=x,$ under the following local ellipticity hypothesis: there exists a deterministic differentiable curve $x_t, 0\leq…
Discriminator Guidance has become a popular method for efficiently refining pre-trained Score-Matching Diffusion models. However, in this paper, we demonstrate that the standard implementation of this technique does not necessarily lead to…
We introduce kernel thinning, a new procedure for compressing a distribution $\mathbb{P}$ more effectively than i.i.d. sampling or standard thinning. Given a suitable reproducing kernel $\mathbf{k}_{\star}$ and $O(n^2)$ time, kernel…
We study the problem of estimating a distribution over a finite alphabet from an i.i.d. sample, with accuracy measured in relative entropy (Kullback-Leibler divergence). While optimal bounds on the expected risk are known, high-probability…
We derive quantitative bounds on the rate of convergence in $L^1$ Wasserstein distance of general M-estimators, with an almost sharp (up to a logarithmic term) behavior in the number of observations. We focus on situations where the…
In this paper we derive lower bounds in minimax sense for estimation of the instantaneous volatility if the diffusion type part cannot be observed directly but under some additional Gaussian noise. Three different models are considered. Our…
In this study, a density-on-density regression model is introduced, where the association between densities is elucidated via a warping function. The proposed model has the advantage of a being straightforward demonstration of how one…
We consider the parameter estimation problem of a probabilistic generative model prescribed using a natural exponential family of distributions. For this problem, the typical maximum likelihood estimator usually overfits under limited…
Knowledge distillation (KD) has been widely adopted to compress large language models (LLMs). Existing KD methods investigate various divergence measures including the Kullback-Leibler (KL), reverse Kullback-Leibler (RKL), and…
We study the problem of spectrum estimation from transmission data of a known phantom. The goal is to reconstruct an x-ray spectrum that can accurately model the x-ray transmission curves and reflects a realistic shape of the typical energy…