Taming numerical imprecision by adapting the KL divergence to negative probabilities

DOI10.1007/S11222-024-10480-YzbMATH Open1545.62115MaRDI QIDQ6606973FDOQ6606973

Authors: Simon Pfahler, Peter Georg, Rudolf Schill, Maren Klever, L. Grasedyck, Rainer Spang, T. Wettig 

Publication date: 17 September 2024

Published in: Statistics and Computing (Search for Journal in Brave)

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zbMATH Keywords

approximate Bayesian computationKullback-Leibler divergencestatistical optimizationtensor trainsmutual hazard networks

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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• Newton-based optimization for Kullback-Leibler nonnegative tensor factorizations
• Low-rank tensor methods for Markov chains with applications to tumor progression models

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