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 Learning Graphical Models





On the Properties of Kullback-Leibler Divergence Between Multivariate Gaussian Distributions

Neural Information Processing Systems

Kullback-Leibler (KL) divergence is one of the most important measures to calculate the difference between probability distributions. In this paper, we theoretically study several properties of KL divergence between multivariate Gaussian distributions.







Learning via Wasserstein-Based High Probability Generalisation Bounds

Neural Information Processing Systems

The authors contributed equally to this work 37th Conference on Neural Information Processing Systems (NeurIPS 2023). Developing upper bounds on the generalisation gap, i.e., generalisation bounds has been a longstanding topic in statistical learning.