相关论文: Cross Entropy Approximation of Structured Covarian…
In this work we introduce dual conditional cross-entropy filtering for noisy parallel data. For each sentence pair of the noisy parallel corpus we compute cross-entropy scores according to two inverse translation models trained on clean…
The random matrix ensembles (RME) of quantum statistical Hamiltonians, e.g. Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applied in literature to following quantum statistical systems:…
Recently, deep learning models have achieved great success in computer vision applications, relying on large-scale class-balanced datasets. However, imbalanced class distributions still limit the wide applicability of these models due to…
To learn intrinsic low-dimensional structures from high-dimensional data that most discriminate between classes, we propose the principle of Maximal Coding Rate Reduction ($\text{MCR}^2$), an information-theoretic measure that maximizes the…
The Improved Cross-Entropy (ICE) method is a powerful tool for estimating failure probabilities in reliability analysis. Its core idea is to approximate the optimal importance-sampling density by minimizing the forward Kullback-Leibler…
This archiving article consists of several short reports on the discussions between the two authors over the past two years at Oxford and Madrid, and their work carried out during that period on the upper bound of the Kullback-Leibler…
Identifying future congestion points in electricity distribution networks is an important challenge distribution system operators face. A proven approach for addressing this challenge is to assess distribution grid adequacy using…
Many statistical studies are concerned with the analysis of observations organized in a matrix form whose elements are count data. When these observations are assumed to follow a Poisson or a multinomial distribution, it is of interest to…
This paper studies cross-domain lossy compression through the lens of minimum entropy coupling (MEC) with rate and classification constraints. In this setting, an encoder observes samples from a degraded source domain, while the decoder is…
Random matrix ensembles (RME) of quantum statistical Hamiltonian operators, {\em e.g.} Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), found applications in literature in study of following quantum…
Recently, continual learning has received a lot of attention. One of the significant problems is the occurrence of \emph{concept drift}, which consists of changing probabilistic characteristics of the incoming data. In the case of the…
To efficiently evaluate system reliability based on Monte Carlo simulation, importance sampling is used widely. The optimal importance sampling density was derived in 1950s for the deterministic simulation model, which maps an input to an…
Let $X| \mu \sim N_p(\mu,v_xI)$ and $Y| \mu \sim N_p(\mu,v_yI)$ be independent p-dimensional multivariate normal vectors with common unknown mean $\mu$. Based on only observing $X=x$, we consider the problem of obtaining a predictive…
Data collection is a critical step in statistical inference and data science, and the goal of statistical experimental design (ED) is to find the data collection setup that can provide most information for the inference. In this work we…
The necessary information to distinguish a local inhomogeneous mass density field from its spatial average on a compact domain of the universe can be measured by relative information entropy. The Kullback-Leibler (KL) formula arises very…
The aim of this paper is to provide new theoretical and computational understanding on two loss regularizations employed in deep learning, known as local entropy and heat regularization. For both regularized losses we introduce variational…
Information theoretic measures (e.g. the Kullback Liebler divergence and Shannon mutual information) have been used for exploring possibly nonlinear multivariate dependencies in high dimension. If these dependencies are assumed to follow a…
The Kullback-Leibler divergence or relative entropy is an information-theoretic measure between statistical models that play an important role in measuring a distance between random variables. In the study of complex systems, random fields…
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…
We consider the task of estimating a conditional density using i.i.d. samples from a joint distribution, which is a fundamental problem with applications in both classification and uncertainty quantification for regression. For joint…