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Preconditioner Design via Bregman Divergences [PDF]

SIAM Journal on Matrix Analysis and Applications
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Andreas A. Bock, Martin S. Andersen 0001
openaire +1 more source

On Bregman Distances and Divergences of Probability Measures [PDF]

IEEE Transactions on Information Theory, 2012
12 two-column pages, 2 ...
Wolfgang Stummer, Igor Vajda
openaire +2 more sources

Information Measures: the Curious Case of the Binary Alphabet

, 2014
Four problems related to information divergence measures defined on finite alphabets are considered. In three of the cases we consider, we illustrate a contrast which arises between the binary-alphabet and larger-alphabet settings.
Courtade, Thomas +4 more
core +1 more source

Deformed Statistics Kullback-Leibler Divergence Minimization within a Scaled Bregman Framework

, 2011
The generalized Kullback-Leibler divergence (K-Ld) in Tsallis statistics [constrained by the additive duality of generalized statistics (dual generalized K-Ld)] is here reconciled with the theory of Bregman divergences for expectations defined by normal ...
A. Plastino +45 more
core +1 more source

Coherent Forecasting of Realized Volatility

Journal of Forecasting, EarlyView.
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley +1 more source

Entropy on Spin Factors

, 2018
Recently it has been demonstrated that the Shannon entropy or the von Neuman entropy are the only entropy functions that generate a local Bregman divergences as long as the state space has rank 3 or higher.
A Banerjee +15 more
core +1 more source

Genome‐Wide Assessment Reveals Ancestral Differences in Homozygosity Patterns Potentially Linked to Parkinson's Disease Etiology

Movement Disorders, EarlyView.
Abstract Background Recessive genetic variation and extended runs of homozygosity (ROHs) may contribute to the unexplained heritability of Parkinson's disease (PD), particularly in diverse and understudied populations. Objective We conducted the first large‐scale, multi‐ancestral investigation of PD to examine the impact of genome‐wide homozygosity on ...
Kathryn Step +680 more
wiley +1 more source

On a Generalization of the Jensen–Shannon Divergence and the Jensen–Shannon Centroid

Entropy, 2020
The Jensen−Shannon divergence is a renown bounded symmetrization of the Kullback−Leibler divergence which does not require probability densities to have matching supports. In this paper, we introduce a vector-skew generalization of the scalar
Frank Nielsen
doaj +1 more source

Generalizing the Alpha-Divergences and the Oriented Kullback–Leibler Divergences with Quasi-Arithmetic Means

Algorithms, 2022
The family of α-divergences including the oriented forward and reverse Kullback–Leibler divergences is often used in signal processing, pattern recognition, and machine learning, among others.
Frank Nielsen
doaj +1 more source

Inexact Bregman iteration with an application to Poisson data reconstruction [PDF]

, 2013
This work deals with the solution of image restoration problems by an iterative regularization method based on the Bregman iteration. Any iteration of this scheme requires to exactly compute the minimizer of a function.
Benfenati, Alessandro, Ruggiero, Valeria
core +1 more source

fos: computer and information sciences
machine learning cs.lg
fos: mathematics

computer science - machine learning
information geometry
bregman divergences

convexity
relative entropy
information theory cs.it