相关论文: A Spectral Framework for Closed-Form Relative Dens…

Score-matching generative models have proven successful at sampling from complex high-dimensional data distributions. In many applications, this distribution is believed to concentrate on a much lower $d$-dimensional manifold embedded into…

The problem of estimating the Kullback-Leibler divergence $D(P\|Q)$ between two unknown distributions $P$ and $Q$ is studied, under the assumption that the alphabet size $k$ of the distributions can scale to infinity. The estimation is…

Discrete normal distributions are defined as the distributions with prescribed means and covariance matrices which maximize entropy on the integer lattice support. The set of discrete normal distributions form an exponential family with…

We study the Kullback--Leibler (KL) divergence approximation theory of Gaussian mixture models (GMMs) by isolating an abstract mechanism behind several necessary-and-sufficient statements. The necessity direction is universal: if a density…

We introduce two kurt-spectra to probe fourth-order statistics of weak lensing convergence maps. Using state-of-the-art numerical simulations, we study the shapes of these kurt-spectra as a function of source redshifts and smoothing angular…

In this paper, we study a matricial version of the Byrnes-Georgiou-Lindquist generalized moment problem with complexity constraint. We introduce a new metric on multivariable spectral densities induced by the family of their spectral…

Diffusion models are a new class of generative models that revolve around the estimation of the score function associated with a stochastic differential equation. Subsequent to its acquisition, the approximated score function is then…

Kernel Regularized Least Squares (KRLS) is a popular method for flexibly estimating models that may have complex relationships between variables. However, its usefulness to many researchers is limited for two reasons. First, existing…

We propose a new regularisation strategy for the classical ensemble Kalman inversion (EKI) framework. The strategy consists of: (i) an adaptive choice for the regularisation parameter in the update formula in EKI, and (ii) criteria for the…

Kullback--Leibler (KL) divergence is a fundamental measure of the dissimilarity between two probability distributions, but it can become unstable in high-dimensional settings due to its sensitivity to mismatches in distributional support.…

This paper introduces a novel approach to probabilistic deep learning, kernel density matrices, which provide a simpler yet effective mechanism for representing joint probability distributions of both continuous and discrete random…

We propose a likelihood ratio based inferential framework for high dimensional semiparametric generalized linear models. This framework addresses a variety of challenging problems in high dimensional data analysis, including incomplete…

We present a modular, extensible likelihood framework for spectroscopic inference based on synthetic model spectra. The subtraction of an imperfect model from a continuously sampled spectrum introduces covariance between adjacent datapoints…

Estimating the Kullback-Leibler (KL) divergence between two distributions given samples from them is well-studied in machine learning and information theory. Motivated by considerations of multi-group fairness, we seek KL divergence…

We show that the log-likelihood of several probabilistic graphical models is Lipschitz continuous with respect to the lp-norm of the parameters. We discuss several implications of Lipschitz parametrization. We present an upper bound of the…

Estimating the Kullback--Leibler (KL) divergence between language models has many applications, e.g., reinforcement learning from human feedback (RLHF), interpretability, and knowledge distillation. However, computing the exact KL…

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 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…

Mixtures of Linear Regressions (MLR) is an important mixture model with many applications. In this model, each observation is generated from one of the several unknown linear regression components, where the identity of the generated…

We study algorithms for approximating the spectral density of a symmetric matrix $A$ that is accessed through matrix-vector product queries. By combining a previously studied Chebyshev polynomial moment matching method with a deflation step…