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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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17355269 · May 202619922001200920172026
48 results for Cauchy-Schwarz Divergence

Introduces Cauchy-Schwarz divergence for domain adaptation.

problem Evaluating discrepancy between source and target domains in unsupervised domain adaptation.
method Introduces Cauchy-Schwarz divergence as a measure for evaluating discrepancy between marginal and conditional distributions.
result CS divergence offers a tighter generalization error bound than Kullback-Leibler divergence.

New method improves deep neural network performance in regression tasks.

problem Improving generalization, robustness, and explainability of deep neural networks in regression.
method Developed a new Information Bottleneck approach using Cauchy-Schwarz divergence.
result Demonstrated superior performance on six real-world regression tasks.

We extend CS divergence to conditional distributions and show its advantages in time series data and sequential decision making.

problem Quantifying the closeness between conditional distributions.
method Developed and estimated a conditional Cauchy-Schwarz divergence using kernel density estimation.
result Conditional CS divergence outperforms previous methods in time series clustering and sequential decision making.

The paper generalizes the Cauchy-Schwarz-Bunyakovsky inequality and applies it to elasticity problems.

problem Applying the Cauchy-Schwarz-Bunyakovsky inequality to elasticity problems.
method Presentation of discrete and integral forms, n-dimensional generalizations, and strengthened CBS inequality.
result The strengthened CBS inequality is crucial for elasticity problems.

We establish in this note some Cauchy-Schwarz-type inequalities on compact Kähler manifolds, which generalize the classical Khovanskii-Teissier inequalities to higher-dimensional cases. Our proof is to make full use of the mixed Hodge-Riemann bilinear relations due to Dinh and Nguye^\hat{\text{e}}n. A proportionality p…

2015-01-30abs ↗pdf ↗

Multithreshold Entropy Linear Classifier (MELC) is a density based model which searches for a linear projection maximizing the Cauchy-Schwarz Divergence of dataset kernel density estimation. Despite its good empirical results, one of its drawbacks is the optimization speed. In this paper we analyze how one can speed it…

2015-04-18abs ↗pdf ↗

Linear classifiers separate the data with a hyperplane. In this paper we focus on the novel method of construction of multithreshold linear classifier, which separates the data with multiple parallel hyperplanes. Proposed model is based on the information theory concepts -- namely Renyi's quadratic entropy and Cauchy-S…

2014-08-04abs ↗pdf ↗

We use the intrinsic area to define a distance on the space of homothety classes of convex bodies in the nn-dimensional Euclidean space, which makes it isometric to a convex subset of the infinite dimensional hyperbolic space. The ambient Lorentzian structure is an extension of the intrinsic area form of convex bodies…

2018-06-25abs ↗pdf ↗

Divergence functions play a key role as to measure the discrepancy between two points in the field of machine learning, statistics and signal processing. Well-known divergences are the Bregman divergences, the Jensen divergences and the f-divergences. In this paper, we show that the symmetric Bregman divergence can be …

2018-10-03abs ↗pdf ↗

Study explores relationship between Hölder and FDPD divergences.

problem Understanding the relationship between Hölder and FDPD divergences.
method Intersection and generalization of divergence families, proving nonnegativity, deriving inequalities.
result Established ξξ-Hölder divergence and derived inequalities.

Unified representation of density-power-based divergences simplifies estimation to M-estimation.

problem Outliers in density estimation.
method Define a norm-based Bregman density power divergence (NB-DPD) that reduces to M-estimation.
result NB-DPD connects and generalizes existing divergences, highlighting robustness properties.

This paper improves active learning by using robust divergences for committee disagreement.

problem Active learning with high measurement costs.
method Query by committee with Bregman divergence (including Kullback-Leibler divergence as a special case).
result The proposed method is more robust and performs as well as or better than conventional methods.

The paper improves semi-supervised learning using ff-divergences and αα-Rényi divergences.

problem Improving semi-supervised learning with noisy pseudo-labels.
method Inspired by ff-divergences and αα-Rényi divergences, the paper develops new empirical risk functions and regularization techniques.
result The new methods show better performance than traditional self-training methods, especially in noisy pseudo-label scenarios.

ff-divergences are a general class of divergences between probability measures which include as special cases many commonly used divergences in probability, mathematical statistics and information theory such as Kullback-Leibler divergence, chi-squared divergence, squared Hellinger distance, total variation distance e…

2013-02-02abs ↗pdf ↗

We introduce a new quasi-isometry invariant, called the divergence spectrum, to study finitely generated groups. We compare the concept of divergence spectrum with the other classical notions of divergence and we examine the divergence spectra of relatively hyperbolic groups. We show the existence of an infinite collec…

2016-11-15abs ↗pdf ↗

We study the logarithmic L(α)L^{(α)}-divergence which extrapolates the Bregman divergence and corresponds to solutions to novel optimal transport problems. We show that this logarithmic divergence is equivalent to a conformal transformation of the Bregman divergence, and, via an explicit affine immersion, is equivalent t…

2019-06-17abs ↗pdf ↗

The study defines divergence for multivector fields on infinite-dimensional manifolds.

problem Defining divergence for multivector fields on infinite-dimensional manifolds.
method Definition of divergence consistent with finite-dimensional geometry, properties transferred from finite to infinite dimensions.
result Natural properties of divergence are preserved in infinite dimensions.

The paper evaluates biased methods for alpha-divergence minimization.

problem The impact of bias on solutions found for alpha-divergence minimization.
method Empirical evaluation of biased methods for alpha-divergence minimization, focusing on bias effects and dimensionality.
result Solutions are biased towards KL-divergence minimizers and require impractical computation in high dimensions to minimize alpha-divergence.

Develops a new divergence framework that combines ff-divergences and IPMs.

problem Comparing distributions that are not absolutely continuous.
method Introduces (f,Γ)(f,Γ)-divergences as a two-stage mass-redistribution/mass-transport process.
result Improves estimation, learning, and uncertainty quantification in GANs for heavy-tailed distributions.

Study compares statistical properties and power of divergence measures for credit risk monitoring.

problem Detecting distributional shifts in credit risk models.
method Derives statistical properties and chi-square benchmark values for Jensen-Shannon Divergence and Kullback-Leibler Divergence, demonstrating their applicability in credit risk monitoring.
result Jensen-Shannon Divergence and Kullback-Leibler Divergence follow chi-square distributions and reveal practical trade-offs in minimizing false positives vs. detecting changes.

New α\alpha-divergence loss function improves neural density ratio estimation.

problem Optimization challenges in existing DRE methods, especially overfitting and high sample requirements.
method Derived α\alpha-divergence loss function (α\alpha-Div) for neural density ratio estimation.
result The α\alpha-divergence loss function (α\alpha-Div) offers stable and effective optimization for DRE.

Study on geometric Jensen-Shannon divergence for Gaussian measures in Hilbert space.

problem Computing divergence between Gaussian measures in infinite-dimensional Hilbert space.
method Closed form expression and regularization for divergence calculation.
result Closed form expression and regularization for Geometric Jensen-Shannon divergence.

The paper explores how information geometry impacts classical CR inequalities.

problem Deriving and generalizing CR inequalities using information geometry.
method Examining Eguchi's theory and applying Amari-Nagoaka's theory to KL-divergence, and then extending to other divergences.
result Generalized CR inequalities derived from various divergences.

Rényi divergence is related to Rényi entropy much like Kullback-Leibler divergence is related to Shannon's entropy, and comes up in many settings. It was introduced by Rényi as a measure of information that satisfies almost the same axioms as Kullback-Leibler divergence, and depends on a parameter that is called its or…

2012-06-12abs ↗pdf ↗

Classifies divergence and thickness in right-angled Coxeter groups.

problem Characterizing the divergence and thickness of right-angled Coxeter groups.
method Completely classifies divergence functions and proves conditions for thickness using the hypergraph index.
result Exact divergence functions of RACGs can be computed from their defining graphs.

The paper explores statistical and topological properties of sliced probability divergences.

problem Understanding the topological, statistical, and computational consequences of slicing divergences.
method Deriving theoretical properties of sliced probability divergences, including metric axioms preservation and weak continuity.
result Sliced divergences share similar topological properties and have stable sample complexity.

New framework using Jensen-Shannon divergence improves domain adaptation theory.

problem Incoherence between empirical domain adversarial training and theoretical H\mathcal{H}-divergence.
method Established new theoretical framework based on Jensen-Shannon divergence, derived bi-directional upper bounds.
result Framework exhibits flexibilities for various transfer learning problems.

We describe the underlying probabilistic interpretation of alpha and beta divergences. We first show that beta divergences are inherently tied to Tweedie distributions, a particular type of exponential family, known as exponential dispersion models. Starting from the variance function of a Tweedie model, we outline how…

2012-09-19abs ↗pdf ↗

Regularizes ff-divergences with MMD to analyze Wasserstein flows.

problem Limitations of ff-divergences in measures' support.
method Rewriting MMD regularization as Moreau envelope in RKHS, analyzing gradients.
result Analysis of Wasserstein flows of MMD-regularized ff-divergences.

In the field of statistics, many kind of divergence functions have been studied as an amount which measures the discrepancy between two probability distributions. In the differential geometrical approach in statistics (information geometry), dually flat spaces play a key role. In a dually flat space, there exist dual a…

2018-08-16abs ↗pdf ↗

Innovative inequalities for divergences with applications in PAC-Bayesian bounds and Monte Carlo.

problem Developing new inequalities for divergences.
method Introducing novel change of measure inequalities for ff-divergences and αα-divergences.
result Applications in PAC-Bayesian bounds and Monte Carlo estimates.