相关论文: Relative Divergence Measures and Information Inequ…

In the field of statistical disclosure control, the tradeoff between data confidentiality and data utility is measured by comparing disclosure risk and information loss metrics. Distance based metrics such as the mean absolute error (MAE),…

Statistical divergences (SDs), which quantify the dissimilarity between probability distributions, are a basic constituent of statistical inference and machine learning. A modern method for estimating those divergences relies on…

An important tool to quantify the likeness of two probability measures are f-divergences, which have seen widespread application in statistics and information theory. An example is the total variation, which plays an exceptional role among…

Information divergence functions play a critical role in statistics and information theory. In this paper we show that a non-parametric f-divergence measure can be used to provide improved bounds on the minimum binary classification…

Complex, high-dimensional data is ubiquitous across many scientific disciplines, including machine learning, biology, and the social sciences. One of the primary methods of visualizing these datasets is with two-dimensional scatter plots…

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…

Information divergence that measures the difference between two nonnegative matrices or tensors has found its use in a variety of machine learning problems. Examples are Nonnegative Matrix/Tensor Factorization, Stochastic Neighbor…

We bound the variance and other moments of a random vector based on the range of its realizations, thus generalizing inequalities of Popoviciu (1935) and Bhatia and Davis (2000) concerning measures on the line to several dimensions. This is…

We study metric properties of symmetric divergences on Hermitian positive definite matrices. In particular, we prove that the square root of these divergences is a distance metric. As a corollary we obtain a proof of the metric property for…

We introduce a two-parameter family of discrepancy measures, termed \emph{$(G,f)$-divergences}, obtained by applying a non-decreasing function $G$ to an $f$-divergence $D_f$. Building on Csisz\'ar's formulation of mutual $f$-information, we…

This paper considers derivation of $f$-divergence inequalities via the approach of functional domination. Bounds on an $f$-divergence based on one or several other $f$-divergences are introduced, dealing with pairs of probability measures…

The problem of f-divergence estimation is important in the fields of machine learning, information theory, and statistics. While several nonparametric divergence estimators exist, relatively few have known convergence properties. In…

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…

This paper provides a unified perspective for the Kullback-Leibler (KL)-divergence and the integral probability metrics (IPMs) from the perspective of maximum likelihood density-ratio estimation (DRE). Both the KL-divergence and the IPMs…

Due to the success of the bag-of-word modeling paradigm, clustering histograms has become an important ingredient of modern information processing. Clustering histograms can be performed using the celebrated $k$-means centroid-based…

The Jeffreys divergence is a renown symmetrization of the oriented Kullback-Leibler divergence broadly used in information sciences. Since the Jeffreys divergence between Gaussian mixture models is not available in closed-form, various…

We derive tight and computable bounds on the bias of statistical estimators, or more generally of quantities of interest, when evaluated on a baseline model P rather than on the typically unknown true model Q. Our proposed method combines…

In 1938, Gini studied a mean having two parameters. Later, many authors studied properties of this mean. It contains as particular cases the famous means such as harmonic, geometric, arithmetic, etc. Also it contains, the power mean of…

We introduce a new information-theoretic formulation of quantum measurement uncertainty relations, based on the notion of relative entropy between measurement probabilities. In the case of a finite-dimensional system and for any approximate…

In this paper we study the quantum generalisation of the skew divergence, which is a dissimilarity measure between distributions introduced by L. Lee in the context of natural language processing. We provide an in-depth study of the quantum…