Bregman divergences - Open Access .click

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Generalized Bregman Divergence and Gradient of Mutual Information for Vector Poisson Channels [PDF]

, 2013
We investigate connections between information-theoretic and estimation-theoretic quantities in vector Poisson channel models. In particular, we generalize the gradient of mutual information with respect to key system parameters from the scalar to the ...
Carin, L, IEEE, Rodrigues, M, Wang, L
core +2 more sources

General H-theorem and Entropies that Violate the Second Law

Entropy, 2014
H-theorem states that the entropy production is nonnegative and, therefore, the entropy of a closed system should monotonically change in time. In information processing, the entropy production is positive for random transformation of signals (the ...
Alexander N. Gorban
doaj +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

A directed isoperimetric inequality with application to Bregman near neighbor lower bounds

, 2015
Bregman divergences $D_\phi$ are a class of divergences parametrized by a convex function $\phi$ and include well known distance functions like $\ell_2^2$ and the Kullback-Leibler divergence.
Chaudhuri Kamalika, Marcel, Talagrand Michel +2 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

Statistical Analysis of Distance Estimators with Density Differences and Density Ratios

Entropy, 2014
Estimating a discrepancy between two probability distributions from samples is an important task in statistics and machine learning. There are mainly two classes of discrepancy measures: distance measures based on the density difference, such as the Lp ...
Takafumi Kanamori, Masashi Sugiyama
doaj +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

Linking regional and global functional trait data: insights from mammal communities in a fragmented Atlantic Forest landscape

Oikos, EarlyView.
Accurate functional trait data are essential for understanding ecosystem services and processes in fragmented landscapes. We evaluated whether the global EltonTraits 1.0 database adequately represents the functional structure of mammal communities in forest fragments and restoration sites in a highly fragmented Atlantic Forest landscape.
Maria F. R. Godoi +5 more
wiley +1 more source

On the Joint Convexity of the Bregman Divergence of Matrices [PDF]

Letters in Mathematical Physics, 2015
We characterize the functions for which the corresponding Bregman divergence is jointly convex on matrices. As an application of this characterization, we derive a sharp inequality for the quantum Tsallis entropy of a tripartite state, which can be considered as a generalization of the strong subadditivity of the von Neumann entropy.
Pitrik, József, Virosztek, Dániel
openaire +3 more sources

Burkholder inequality by Bregman divergence

Bulletin of the Polish Academy of Sciences Mathematics, 2022
We updated a reference, corrected constants c_p and C_p, and made small editorial changes.
Bogdan, Krzysztof, Więcek, Mateusz
openaire +2 more sources

bregman divergence
information geometry