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相关论文: Geometric Jensen-Shannon Divergence Between Gaussi…

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Quantifying the difference between probability distributions is crucial in machine learning. However, estimating statistical divergences from empirical samples is challenging due to unknown underlying distributions. This work proposes the…

机器学习 · 计算机科学 2024-10-25 Jhoan K. Hoyos-Osorio , Luis G. Sanchez-Giraldo

The extended Gaussian family is the closure of the Gaussian family obtained by completing the Gaussian family with the counterpart elements induced by degenerate covariance or degenerate precision matrices, or a mix of both degeneracies.…

计算几何 · 计算机科学 2025-08-21 Jacek Karwowski , Frank Nielsen

This work studies the entropic regularization formulation of the 2-Wasserstein distance on an infinite-dimensional Hilbert space, in particular for the Gaussian setting. We first present the Minimum Mutual Information property, namely the…

机器学习 · 统计学 2022-03-15 Minh Ha Quang

We introduce a divergence measure between data distributions based on operators in reproducing kernel Hilbert spaces defined by kernels. The empirical estimator of the divergence is computed using the eigenvalues of positive definite Gram…

Jensen-Shannon divergence (JD) is a symmetrized and smoothed version of the most important divergence measure of information theory, Kullback divergence. As opposed to Kullback divergence it determines in a very direct way a metric; indeed,…

量子物理 · 物理学 2009-05-14 Jop Briët , Peter Harremoës

In this paper we have considered a difference of Jensen's inequality for convex functions and proved some of its properties. In particular, we have obtained results for Csisz\'{a}r \cite{csi1} $f-$divergence. A result is established that…

统计理论 · 数学 2007-06-13 Inder Jeet Taneja

In this paper we study algorithms to find a Gaussian approximation to a target measure defined on a Hilbert space of functions; the target measure itself is defined via its density with respect to a reference Gaussian measure. We employ the…

数值分析 · 数学 2014-08-11 Frank J. Pinski , Gideon Simpson , Andrew M. Stuart , Hendrik Weber

The spatial resolution of a detector, using a reference detector telecscope, can be measured applying the geometric mean method, with tracks reconstructed from hits of all the detectors, including ($\sigma_\mathrm{in}$) and excluding…

仪器与探测器 · 物理学 2014-01-09 T. Alexopoulos , G. Iakovidis , S. Leontsinis , K. Ntekas , V. Polychronakos

There are three classical divergence measures in the literature on information theory and statistics, namely, Jeffryes-Kullback-Leiber's J-divergence, Sibson-Burbea-Rao's Jensen-Shannon divegernce and Taneja's arithemtic-geometric mean…

统计理论 · 数学 2007-06-13 Inder Jeet Taneja

A widely used approximation of the Gaussian curvature on a triangulated surface is the angle defect, which measures the deviation between $2\pi$ and the sum of the angles between neighboring edges emanating from a common vertex. We show…

数值分析 · 数学 2019-05-20 Evan S. Gawlik

We first introduce the class of strictly quasiconvex and strictly quasiconcave Jensen divergences which are oriented (asymmetric) distances, and study some of their properties. We then define the strictly quasiconvex Bregman divergences as…

信息论 · 计算机科学 2019-10-08 Frank Nielsen , Gaëtan Hadjeres

Jensen-Shannon divergence is a well known multi-purpose measure of dissimilarity between probability distributions. It has been proven that the square root of this quantity is a true metric in the sense that, in addition to the basic…

数学物理 · 物理学 2018-01-17 Tristán M. Osán , Diego G. Bussandri , Pedro W. Lamberti

This work presents an explicit description of the Fisher-Rao Riemannian metric on the Hilbert manifold of equivalent centered Gaussian measures on an infinite-dimensional Hilbert space. We show that the corresponding quantities from the…

概率论 · 数学 2023-10-17 Minh Ha Quang

The paper is to prove the Gaussian correlation conjecture stating that, under the standard Gaussian measure, the measure of the intersection of any two symmetric convex sets is greater than or equal to the product of their measures.…

概率论 · 数学 2013-03-05 Guan Qingyang

This paper is devoted to the statistical and numerical properties of the geometric median, and its applications to the problem of robust mean estimation via the median of means principle. Our main theoretical results include (a) an upper…

统计理论 · 数学 2023-07-21 Stanislav Minsker , Nate Strawn

This work studies finite sample approximations of the exact and entropic regularized Wasserstein distances between centered Gaussian processes and, more generally, covariance operators of functional random processes. We first show that…

机器学习 · 统计学 2021-04-27 Minh Ha Quang

We associate certain probability measures on $\R$ to geodesics in the space $\H_L$ of positively curved metrics on a line bundle $L$, and to geodesics in the finite dimensional symmetric space of hermitian norms on $H^0(X, kL)$. We prove…

微分几何 · 数学 2009-07-13 Bo Berndtsson

We relate $L^p$ convergence of metric tensors or volume convergence to a given smooth metric to Intrinsic Flat and Gromov-Hausdorff convergence for sequences of Riemannian manifolds. We present many examples of sequences of conformal…

度量几何 · 数学 2020-06-01 Brian Allen , Christina Sormani

We study a family of inequalities on pairs of measure spaces involving functions defined on product domains. Our main result establishes a Jensen-type inequality under a general product-measure framework, extending classical inequalities…

泛函分析 · 数学 2026-03-09 P. D. Johnson , R. N. Mohapatra , Shankhadeep Mondal

Jensen's inequality, attributed to Johan Jensen -- a Danish mathematician and engineer noted for his contributions to the theory of functions -- is a ubiquitous result in convex analysis, providing a fundamental lower bound for the…

信息论 · 计算机科学 2026-01-09 Sambhab Mishra