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arXiv research

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.

169,181 papers · 148 categories

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8.3%16.7%25.0%33.3% · Jan 199319922001200920182026
48 results for KL estimator

Paper proposes a method to stabilize estimation of KL divergence using a discriminator in RKHS.

problem High variance and instability in estimating KL divergence using neural network discriminators.
method Developed a novel construction of the discriminator in RKHS, controlled its complexity, and proved the consistency of the estimator.
result Reduced variance and stabilized training of KL divergence estimates.

Unified view of KL-divergence and IPMs via DRE, with new DRM metrics.

problem Unified understanding of KL-divergence and IPMs.
method Unified representation via maximum likelihood density-ratio estimation (DRE).
result Unified form of IPMs and novel DRM metrics.

Paper shows how KL exponent is preserved via inf-projection for optimization problems.

problem Estimating the KL exponent for optimization problems.
method Shows KL exponent preservation via inf-projection for optimization problems.
result KL exponent is preserved via inf-projection for several important convex optimization models.

Estimates KL divergence with fairness considerations for sub-populations.

problem Fairly estimate KL divergence between distributions considering sub-populations.
method Proposes multi-group attribution for KL divergence estimation, derived from multi-calibration.
result Shows multi-group attribution provides better KL divergence estimates conditioned on sub-populations.

Study introduces a variational approach for efficient KL divergence estimation in Dirichlet mixture models.

problem Efficient estimation of KL divergence in Dirichlet mixture models.
method Variational approach for a closed-form solution.
result Superior efficiency and accuracy compared to Monte Carlo methods.

DPEs use KL divergence to approximate BNNs, improving uncertainty estimates for active learning.

problem Improving uncertainty estimates in active learning for visual classification.
method Regularized ensemble approach with KL divergence penalty for variational inference.
result DPEs steadily improve active learning performance with increased annotation budgets.

Study improves density estimation for compact domains using hh-lifted KL divergence.

problem Estimating probability density functions on compact domains.
method Introduced hh-lifted Kullback--Leibler (KL) divergence for risk minimization.
result Proved O(1/n)\mathcal{O}(1/{\sqrt{n}}) bound on estimation error.

Theory for RLHF generalization under reward shift and clipped KL.

problem Theoretical understanding of RLHF generalization, especially with reward shift and clipped KL.
method Developed generalization theory for RLHF, accounting for reward shift and clipped KL.
result Presented generalization bounds for RLHF, suggesting generalization error from sampling, reward shift, and KL clipping.

The paper addresses instability in KL divergence estimation using a neural network discriminator.

problem Unstable estimation of KL divergence due to discriminator complexity.
method Using a Reproducing Kernel Hilbert Space (RKHS) to control discriminator complexity.
result Theoretical bound on error probability of KL estimates based on discriminator complexity in RKHS.

Improved KL divergence estimators for normalizing flows lead to faster convergence and better approximations.

problem Estimating KL divergences for normalizing flows efficiently and accurately.
method Path-gradient estimators for reverse and forward KL divergences.
result Path-gradient estimators lead to faster convergence and better approximation results.

New method improves variational inference for better posterior approximation.

problem Challenges in minimizing inclusive KL divergence for amortized variational inference.
method Likelihood-tempered sequential Monte Carlo samplers to estimate inclusive KL gradient.
result SMC-Wake method fits variational distributions more accurately than existing methods.

The paper develops new algorithms for KL-divergence NMF, proving convergence and performance.

problem Improving NMF for nonnegative data with KL divergence.
method Collect and analyze properties of KL objective function, propose and test new algorithms.
result Guaranteed non-increasing objective function for one proposed algorithm, global convergence.

DAIS minimizes symmetrized KL divergence between initial and target distributions.

problem Optimizing over initial distributions in importance sampling.
method Differentiable annealed importance sampling (DAIS) minimizing symmetrized KL divergence.
result DAIS minimizes symmetrized KL divergence between initial and target distributions.

The Dirichlet mechanism protects privacy while minimizing KL divergence.

problem Minimizing KL divergence while protecting sensitive data privacy.
method Using the exponential mechanism with the KL divergence loss function, resulting in the Dirichlet mechanism.
result Proved a probability tail bound on KL divergence and derived a lower bound for sample complexity.

KL regularization helps RL algorithms by implicitly averaging q-values.

problem Understanding why KL regularization improves RL performance.
method An approximate value iteration scheme, studying KL and entropy regularization.
result Strong performance bound combining linear horizon dependency and averaging effect of estimation errors.

Paper analyzes and improves KL-regularized RL for LLMs with logarithmic regret.

problem Improving efficiency of RL fine-tuning for large language models.
method Optimism-based KL-regularized online contextual bandit algorithm with novel regret analysis.
result Achieves an O(ηlog(NRT)dR)\mathcal{O}\big(η\log (N_{\mathcal R} T)\cdot d_{\mathcal R}\big) logarithmic regret bound.

Estimates Markov chains from samples, solving two related prediction and estimation problems.

problem Estimating an unknown Markov chain from its samples.
method Considered two problems: predicting conditional distribution and estimating transition matrix, using KL-divergence and various ff-divergences.
result Resolved estimation problem for all sufficiently smooth ff-divergences, including KL-, L2L_2, Chi-squared, Hellinger, and Alpha-divergences.

We consider model-based reinforcement learning in finite Markov De- cision Processes (MDPs), focussing on so-called optimistic strategies. In MDPs, optimism can be implemented by carrying out extended value it- erations under a constraint of consistency with the estimated model tran- sition probabilities. The UCRL2 alg…

2010-04-29abs ↗pdf ↗

Improved VAE with optimal but intractable prior using density ratio trick.

problem Over-regularization with standard Gaussian prior in VAE.
method Introduced density ratio trick to estimate KL divergence without modeling aggregated posterior explicitly.
result VAE achieves high density estimation performance with implicit optimal prior.

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.

Researchers establish bounds for SGMs' KL and Wasserstein divergences under various noise schedules.

problem Estimating the error between target and estimated distributions in SGMs.
method Established upper bounds for KL divergence and Wasserstein distance, incorporating target distribution properties and SGM hyperparameters.
result Optimal noise schedules identified for SGMs, improving generative quality.

New method learns disentangled signals without prior or model constraints.

problem Learning disentangled signals from data without prior or model constraints.
method Minimizes conditional KL divergence using a sequential algorithm to learn de-mixing flow models.
result Method learns self-sufficient signals that can reconstruct missing values.

fBNNs use stochastic processes for variational inference in neural networks.

problem Difficulties in specifying priors and posteriors in high-dimensional weight spaces.
method Maximize Evidence Lower Bound (ELBO) on stochastic processes, using spectral Stein gradient estimator.
result fBNNs provide reliable uncertainty estimates and extrapolate well with structured priors.

Improved KL convergence bounds for score diffusion models without restrictive assumptions.

problem Lack of comprehensive quantitative results for diffusion models, especially in non-regular scores and estimators.
method Score diffusion models with fixed step size from Ornstein-Uhlenbeck and kinetic semigroups, providing explicit and sharp KL convergence bounds.
result Explicit and sharp convergence bounds in KL applicable to any data distribution with finite Fisher information.

New ONMF model minimizes KL divergence for better sparse data modeling.

problem Clustering and data modeling with sparse vectors.
method Developed KL-ONMF algorithm based on alternating optimization.
result KL-ONMF outperforms Frobenius-norm ONMF for document classification and hyperspectral image unmixing.