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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.

168,657 papers · 148 categories

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13263952 · May 202619922001200920172026
48 results for reverse KL-divergence

New method trains neural samplers to sample from multi-modal distributions efficiently.

problem Mode-seeking behavior of reverse KL divergence hinders effective sampling from multi-modal target distributions.
method Minimizing reverse diffusive KL divergence along diffusion trajectories of model and target densities.
result Demonstrated enhanced sampling performance across various multi-modal distributions.

Conditional diffusion models can approximate target distributions well with Gaussian-mixture reverse kernels.

problem Approximating target distributions in conditional diffusion models.
method Using finite Gaussian mixtures with ReLU-network logits as reverse kernels, reducing the problem to static conditional density approximation.
result The resulting neural reverse-kernel class is dense in conditional KL divergence under exact terminal matching.

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.

Unified framework for efficient trans-dimensional Bayesian inference using VI and NFs.

problem Efficient trans-dimensional Bayesian inference with reduced computational cost.
method Variational inference with normalizing flows to train transport proposals.
result Our approach minimizes reverse KL divergence and reduces computational cost.

DualVDT improves time-series forecasting with a novel dual reparametrized structure.

problem Time-series forecasting with improved performance and analytical rigor.
method Dual reparametrized variational mechanisms on VAE, latent score based generative model, reverse time stochastic differential equation, variational ancestral sampling, KL divergence reduction.
result Advanced performance in time-series forecasting with reduced KL divergence.

Improved analysis for diffusion models reduces KL divergence error dependence on data dimension and discretization step size.

problem Analyze the convergence of diffusion-based generative models under minimal assumptions.
method Model the generation process as a composition of reverse ODE and noising steps, leveraging Wasserstein-type error control and noise addition.
result Achieved a linear dependence on data dimension and improved dependence on discretization step size for KL divergence error.

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.

Paper analyzes sample complexity for offline ff-divergence-regularized contextual bandits.

problem Lack of tight analyses for sample complexity in offline reinforcement learning.
method Novel pessimism-based analysis for reverse KL divergence, establishing ildeO(ε1) ilde{O}(ε^{-1}) sample complexity.
result Achieves ildeO(ε1) ilde{O}(ε^{-1}) sample complexity for reverse KL divergence, surpassing existing bounds.

Paper tackles offline RL from mixed datasets with adaptive KL regularizer.

problem Challenges in optimizing RL and BC signals with varying action coverage and multiple action modes.
method Adaptively weighted reverse KL divergence regularizer based on TD3 algorithm.
result Empirically outperforms existing offline RL algorithms in MuJoCo locomotion tasks.

Unified framework for unlearning in diffusion models using KL divergence and likelihood constraints.

problem Removing undesirable data or concepts while preserving utility of pretrained models.
method Constrained optimization framework based on reverse and forward KL divergences, and likelihood constraints.
result Our KL-constrained approach achieves superior retention-unlearning tradeoffs compared to weight-based baselines.

The paper connects tempering and entropic mirror descent for sampling.

problem Sampling from a target distribution with known unnormalized density.
method Establishes the connection between tempering SMC and entropic mirror descent, deriving convergence rates and geometric insights.
result Tempering SMC iterates correspond to entropic mirror descent on the reverse KL divergence, providing new optimization perspectives.

New bounds close the score matching gap for diffusion models.

problem The difference between sample quality and score matching loss in diffusion models.
method Theoretical analysis of score matching gap, developing tighter bounds for KL divergence, reverse KL divergence, and Wasserstein distance.
result The quality of score approximation impacts closing the score matching gap for low noise scales.

Generalized dual discriminator GANs improve upon traditional GANs by using two discriminators and a flexible loss function.

problem Mode collapse in GANs.
method Introducing dual discriminator αα-GANs and extending the approach to arbitrary functions.
result The approach reduces the optimization problem to a linear combination of an ff-divergence and a reverse ff-divergence.

A new method uses MCMC-assisted normalizing flows for efficient Bayesian sampling.

problem Sampling from complex posterior distributions in Bayesian statistics.
method Training a normalizing flow using direct KL divergence and MCMC assistance.
result The method improves sampling efficiency for complicated posterior distributions.

The paper proves learning-curve monotonicity for maximum likelihood estimators in various parametric settings.

problem Establishing monotonicity guarantees for maximum likelihood estimators.
method Variants of GPT-5.2 Pro were used to derive the results.
result The paper proves monotonicity for maximum likelihood estimators in Gaussian and Gamma variables.

Variational inference improves training of generative flow networks.

problem Training generative flow networks efficiently and accurately.
method Define variational objectives in terms of KL divergences and optimize convex combinations.
result Variational inference methods can reduce the variance of gradients in training generative flow networks.

We propose in this paper a novel approach to tackle the problem of mode collapse encountered in generative adversarial network (GAN). Our idea is intuitive but proven to be very effective, especially in addressing some key limitations of GAN. In essence, it combines the Kullback-Leibler (KL) and reverse KL divergences …

2017-09-12abs ↗pdf ↗

Discrete diffusion models improve data generation for discrete data like language and graphs.

problem Adapting diffusion models to discrete state spaces for better data generation.
method Formulated as CTMCs, used uniformization of continuous Markov chains for sampling.
result Derive guarantees for sampling from any distribution on a hypercube, aligning with state-of-the-art achievements.

Flow-based models generate data with improved theoretical guarantees.

problem Theoretical analysis of flow-based generative models.
method Proximal gradient descent in Wasserstein space for JKO flow model.
result KL guarantee of data generation by JKO flow model is O(ε2)O(\varepsilon^2).

We study the asymptotic consistency properties of αα-Rényi approximate posteriors, a class of variational Bayesian methods that approximate an intractable Bayesian posterior with a member of a tractable family of distributions, the member chosen to minimize the αα-Rényi divergence from the true posterior. Unique to o…

2019-02-05abs ↗pdf ↗

We consider the nonlinear Kalman filtering problem using Kullback-Leibler (KL) and αα-divergence measures as optimization criteria. Unlike linear Kalman filters, nonlinear Kalman filters do not have closed form Gaussian posteriors because of a lack of conjugacy due to the nonlinearity in the likelihood. In this paper …

2017-05-01abs ↗pdf ↗

Consistency models accelerate generation with theoretical guarantees.

problem Empirical success of consistency models without theoretical justification.
method Theoretical analysis of consistency models mapping inputs to arbitrary points.
result Achieve KL divergence of order O(ε2) O(\varepsilon^2) with $ O\left(\log\left(\frac{d}{\varepsilon} ight) ight) $ iterations.

We address the problem of imitation learning with multi-modal demonstrations. Instead of attempting to learn all modes, we argue that in many tasks it is sufficient to imitate any one of them. We show that the state-of-the-art methods such as GAIL and behavior cloning, due to their choice of loss function, often incorr…

2019-05-30abs ↗pdf ↗

SUMO provides unbiased log marginal likelihood estimation for latent variable models.

problem Biased estimates of log marginal likelihood in latent variable models.
method Randomized truncation of infinite series for unbiased estimation.
result Models trained with SUMO give better test-set likelihoods than standard methods.

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.

The study tightens bounds on binomial probabilities and minimums using KL-divergence.

problem Tightening bounds on binomial probabilities and minimums of i.i.d. Binomials.
method Applied Sanov's theorem to derive upper and lower bounds on binomial tail probabilities and minimums, expressed in terms of KL-divergence.
result High probability upper and lower bounds on the minimum of i.i.d. Binomial random variables, finite sample, asymptotically tight.

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.

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.

SNPLA uses normalizing flows for efficient inference in implicit models.

problem Efficient inference in implicit models with complex likelihood and posterior learning.
method Sequential Neural Posterior and Likelihood Approximation (SNPLA) algorithm using normalizing flows.
result SNPLA achieves competitive performance with faster posterior draws compared to MCMC methods.

This paper introduces ff-DPO, a generalized approach to Direct Preference Optimization using diverse divergence constraints.

problem Aligning large language models with human preferences while mitigating safety risks.
method Incorporates diverse divergence constraints to simplify the relationship between reward and optimal policy, eliminating the need for estimating the normalizing constant.
result Optimizes LLMs to align with human preferences more efficiently and under a broader set of divergence constraints.

The paper develops efficient algorithms for variational inference with mixtures of isotropic Gaussians.

problem Efficiently approximating multimodal Bayesian posteriors.
method Develops a variational framework and efficient algorithms for mixtures of isotropic Gaussians.
result The approach provides accurate approximations of multimodal Bayesian posteriors while being memory and computationally efficient.

Forward-Euler fails for simulating Wasserstein gradient flows with KL divergence.

problem Simulating Wasserstein gradient flows with forward-Euler discretization fails for KL divergence.
method Forward-Euler discretization for Wasserstein gradient flows with KL divergence.
result Forward-Euler discretization can be incorrect for Wasserstein gradient flows with KL divergence.