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相关论文: KL Divergence Between Gaussians: A Step-by-Step De…

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The variational autoencoder (VAE) imposes a probabilistic distribution (typically Gaussian) on the latent space and penalizes the Kullback--Leibler (KL) divergence between the posterior and prior. In NLP, VAEs are extremely difficult to…

计算与语言 · 计算机科学 2019-04-15 Hareesh Bahuleyan , Lili Mou , Hao Zhou , Olga Vechtomova

In this paper, we bridge Variational Autoencoders (VAEs) and kernel density estimations (KDEs) by approximating the posterior by KDEs and deriving an upper bound of the Kullback-Leibler (KL) divergence in the evidence lower bound (ELBO).…

机器学习 · 统计学 2025-05-13 Tian Qin , Wei-Min Huang

We interpret likelihood-based test functions from a geometric perspective where the Kullback-Leibler (KL) divergence is adopted to quantify the distance from a distribution to another. Such a test function can be seen as a sub-Gaussian…

信息论 · 计算机科学 2021-01-05 Yan Wang

This study tackles the efficient estimation of Kullback-Leibler (KL) Divergence in Dirichlet Mixture Models (DMM), crucial for clustering compositional data. Despite the significance of DMMs, obtaining an analytically tractable solution for…

机器学习 · 统计学 2024-03-20 Samyajoy Pal , Christian Heumann

Gaussian Processes and the Kullback-Leibler divergence have been deeply studied in Statistics and Machine Learning. This paper marries these two concepts and introduce the local Kullback-Leibler divergence to learn about intervals where two…

统计方法学 · 统计学 2023-07-13 Nicolás Hernández , Gabriel Martos

In this paper, we discuss a property of the Kullback--Leibler divergence measured between two models of the family of the location-scale distributions. We show that, if model $M_1$ and model $M_2$ are represented by location-scale…

统计理论 · 数学 2016-04-08 Cristiano Villa

An elementary approach to characterizing the impact of noise scheduling and time discretization in generative diffusion models is developed. We first utilize the Cram\'er-Rao bound to identify the Gaussian setting as a fundamental…

信息论 · 计算机科学 2026-02-10 Qiang Sun , H. Vincent Poor , Wenyi Zhang

Coupling arguments are a central tool for bounding the deviation between two stochastic processes, but traditionally have been limited to Wasserstein metrics. In this paper, we apply the shifted composition rule--an information-theoretic…

统计理论 · 数学 2024-12-25 Jason M. Altschuler , Sinho Chewi

We study concentration inequalities for the Kullback--Leibler (KL) divergence between the empirical distribution and the true distribution. Applying a recursion technique, we improve over the method of types bound uniformly in all regimes…

信息论 · 计算机科学 2019-10-22 Jay Mardia , Jiantao Jiao , Ervin Tánczos , Robert D. Nowak , Tsachy Weissman

Inferring and comparing complex, multivariable probability density functions is fundamental to problems in several fields, including probabilistic learning, network theory, and data analysis. Classification and prediction are the two faces…

信息论 · 计算机科学 2017-03-30 David J. Galas , T. Gregory Dewey , James Kunert-Graf , Nikita A. Sakhanenko

We derive a closed form solution for the Kullback-Leibler divergence between two generalized gamma distributions. These notes are meant as a reference and provide a guided tour towards a result of practical interest that is rarely…

信息论 · 计算机科学 2014-01-28 Christian Bauckhage

Recent work has attempted to directly approximate the `function-space' or predictive posterior distribution of Bayesian models, without approximating the posterior distribution over the parameters. This is appealing in e.g. Bayesian neural…

机器学习 · 统计学 2020-11-19 David R. Burt , Sebastian W. Ober , Adrià Garriga-Alonso , Mark van der Wilk

The forward Kullback-Leibler (KL) divergence is a ubiquitous objective for fitting a parameterized distribution to samples due to its tractability and equivalence to maximum likelihood estimation (MLE). Its inherent asymmetry, however, may…

机器学习 · 计算机科学 2026-05-12 Omri Ben-Dov , Luiz F. O. Chamon

Neural Network (Deep Learning) is a modern model in Artificial Intelligence and it has been exploited in Survival Analysis. Although several improvements have been shown by previous works, training an excellent deep learning model requires…

机器学习 · 统计学 2023-04-14 Li Liu , Xiangeng Fang , Di Wang , Weijing Tang , Kevin He

We study the problem of closeness testing for continuous distributions and its implications for causal discovery. Specifically, we analyze the sample complexity of distinguishing whether two multidimensional continuous distributions are…

机器学习 · 计算机科学 2025-03-11 Fateme Jamshidi , Sina Akbari , Negar Kiyavash

In this paper, we study the strong consistency of a bias reduced kernel density estimator and derive a strongly con- sistent Kullback-Leibler divergence (KLD) estimator. As application, we formulate a goodness-of-fit test and an…

统计方法学 · 统计学 2018-05-21 Papa Ngom , Freedath Djibril Moussa , Jean de Dieu Nkurunziza

Recently, a method called the Mutual Information Neural Estimator (MINE) that uses neural networks has been proposed to estimate mutual information and more generally the Kullback-Leibler (KL) divergence between two distributions. The…

机器学习 · 计算机科学 2019-08-20 Kartik Ahuja

The ability to distinguish between stochastic systems based on their trajectories is crucial in thermodynamics, chemistry, and biophysics. The Kullback-Leibler (KL) divergence, $D_{\text{KL}}^{AB}(0,\tau)$, quantifies the distinguishability…

统计力学 · 物理学 2024-05-09 Asawari Pagare , Zhongmin Zhang , Jiming Zheng , Zhiyue Lu

This work proposed kernel selection approaches for probabilistic classifiers based on features produced by the convolutional encoder of a variational autoencoder. Particularly, the developed methodologies allow the selection of the most…

Variational inference (VI) is a popular approach in Bayesian inference, that looks for the best approximation of the posterior distribution within a parametric family, minimizing a loss that is typically the (reverse) Kullback-Leibler (KL)…

机器学习 · 统计学 2024-06-11 Tom Huix , Anna Korba , Alain Durmus , Eric Moulines