Tag: mathcal
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Relaxed Triangle Inequality for Kullback-Leibler Divergence Between Multivariate Gaussian Distributions
Relaxed Triangle Inequality for Kullback-Leibler Divergence Between Multivariate Gaussian Distributions arXiv:2602.02577v1 Announce Type: new Abstract: The Kullback-Leibler (KL) divergence is not a proper distance metric and does not satisfy the triangle inequality, posing theoretical challenges in certain practical applications. Existing work has demonstrated that KL divergence between multivariate Gaussian distributions follows a relaxed triangle inequality.…
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Tractable Instances of Bilinear Maximization: Implementing LinUCB on Ellipsoids
Tractable Instances of Bilinear Maximization: Implementing LinUCB on Ellipsoids arXiv:2511.07504v1 Announce Type: new Abstract: We consider the maximization of $x^top theta$ over $(x,theta) in mathcal{X} times Theta$, with $mathcal{X} subset mathbb{R}^d$ convex and $Theta subset mathbb{R}^d$ an ellipsoid. This problem is fundamental in linear bandits, as the learner must solve it at every time step…
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Quantile-Based Randomized Kaczmarz for Corrupted Tensor Linear Systems
Quantile-Based Randomized Kaczmarz for Corrupted Tensor Linear Systems arXiv:2503.18190v1 Announce Type: new Abstract: The reconstruction of tensor-valued signals from corrupted measurements, known as tensor regression, has become essential in many multi-modal applications such as hyperspectral image reconstruction and medical imaging. In this work, we address the tensor linear system problem $mathcal{A} mathcal{X}=mathcal{B}$, where $mathcal{A}$ is…