Mahdi Haghifam
@mahdihaghifam.bsky.social
Researcher in ML and Privacy.
PhD @UofT & @VectorInst. previously Research Intern @Google and @ServiceNowRSRCH
https://mhaghifam.github.io/mahdihaghifam/
PhD @UofT & @VectorInst. previously Research Intern @Google and @ServiceNowRSRCH
https://mhaghifam.github.io/mahdihaghifam/
You will find chapter 2 of this book interesting
Introduction to Matrix Analytic Methods in Stochastic Modeling
Introduction to Matrix Analytic Methods in Stochastic Modeling
September 7, 2025 at 4:47 PM
You will find chapter 2 of this book interesting
Introduction to Matrix Analytic Methods in Stochastic Modeling
Introduction to Matrix Analytic Methods in Stochastic Modeling
Reposted by Mahdi Haghifam
Taking α→1 gives a triangle inequality for KL divergence. This can also be proved using my favourite lemma. 😁
![Full LaTeX source: https://pastebin.com/mA6KjUJs
\begin{proposition}[Triangle-like inequality for KL divergence]\label{prop:kl-triangle}
Let $P$, $R$, and $Q$ be probability distributions with $P$ being absolutely continuous with respect to $R$ and $R$ being absolutely conotinuous with respect to $Q$.
Let $\kappa \in (1,\infty)$.
Then
\[
\dr{\text{KL}}{P}{Q} \le \frac{\kappa}{\kappa-1} \dr{\text{KL}}{P}{R} + \dr{\kappa}{R}{Q},
\]
where $\dr{\text{KL}}{P}{Q} := \ex{X \gets P}{\log(P(X)/Q(X)}$ denotes the KL divergence and\\$\dr{\kappa}{R}{Q} = \frac{1}{\kappa-1} \log \ex{X \gets R}{(R(X)/Q(X))^{\kappa-1}}$ denotes the R\'enyi divergence of order $\kappa$.
\end{proposition}](https://cdn.bsky.app/img/feed_thumbnail/plain/did:plc:thfnaqgktdwqbm42radc322i/bafkreibz3gfiqvyvbld7jgfnb6kzac2j6qrxirofpwrxiv5mpz6j7r6md4@jpeg)
April 19, 2025 at 5:44 PM
Taking α→1 gives a triangle inequality for KL divergence. This can also be proved using my favourite lemma. 😁
Is there a zoom link?
March 23, 2025 at 9:07 PM
Is there a zoom link?
Nice! Could you share an example of their application in probability-related problems? or other problems.
January 26, 2025 at 3:12 AM
Nice! Could you share an example of their application in probability-related problems? or other problems.
the reviewer wants to write a summary without reading the paper and you made their job “very” difficult by not having a conclusion section.
December 11, 2024 at 12:42 PM
the reviewer wants to write a summary without reading the paper and you made their job “very” difficult by not having a conclusion section.
Awesome 🎩
still haven’t found a good flight, will msg you if I can be there on Wednesday🙌
still haven’t found a good flight, will msg you if I can be there on Wednesday🙌
November 30, 2024 at 1:15 AM
Awesome 🎩
still haven’t found a good flight, will msg you if I can be there on Wednesday🙌
still haven’t found a good flight, will msg you if I can be there on Wednesday🙌
it seems the paper is behind paywall :(
Can you tell me a bit about the results?
Can you tell me a bit about the results?
November 28, 2024 at 6:33 PM
it seems the paper is behind paywall :(
Can you tell me a bit about the results?
Can you tell me a bit about the results?