The Conditional Cauchy-Schwarz Divergence With Applications to Time-Series Data and Sequential Decision Making Article Swipe
Shujian Yu
,
Hongming Li
,
Sigurd Løkse
,
Robert Jenssen
,
José C. Prı́ncipe
·
YOU?
·
· 2025
· Open Access
·
· DOI: https://doi.org/10.1109/tpami.2025.3552434
YOU?
·
· 2025
· Open Access
·
· DOI: https://doi.org/10.1109/tpami.2025.3552434
The Cauchy-Schwarz (CS) divergence was developed by Príncipe et al. in 2000. In this paper, we extend the classic CS divergence to quantify the closeness between two conditional distributions and show that the developed conditional CS divergence can be elegantly estimated by a kernel density estimator from given samples. We illustrate the advantages (e.g., rigorous faithfulness guarantee, lower computational complexity, higher statistical power, and much more flexibility in a wide range of applications) of our conditional CS divergence over previous proposals, such as the conditional Kullback-Leibler divergence and the conditional maximum mean discrepancy. We also demonstrate the compelling performance of conditional CS divergence in two machine learning tasks related to time series data and sequential inference, namely time series clustering and uncertainty-guided exploration for sequential decision making.
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- Type
- article
- Language
- en
- Landing Page
- https://doi.org/10.1109/tpami.2025.3552434
- OA Status
- green
- Cited By
- 1
- References
- 77
- Related Works
- 10
- OpenAlex ID
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https://openalex.org/W4408564930Canonical identifier for this work in OpenAlex
- DOI
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https://doi.org/10.1109/tpami.2025.3552434Digital Object Identifier
- Title
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The Conditional Cauchy-Schwarz Divergence With Applications to Time-Series Data and Sequential Decision MakingWork title
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articleOpenAlex work type
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enPrimary language
- Publication year
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2025Year of publication
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2025-03-18Full publication date if available
- Authors
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Shujian Yu, Hongming Li, Sigurd Løkse, Robert Jenssen, José C. Prı́ncipeList of authors in order
- Landing page
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https://doi.org/10.1109/tpami.2025.3552434Publisher landing page
- Open access
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YesWhether a free full text is available
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greenOpen access status per OpenAlex
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https://hdl.handle.net/1871.1/f2ee4fbb-5753-4e45-ad83-5e0d0efd3a4bDirect OA link when available
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Computer science, Time series, Series (stratigraphy), Divergence (linguistics), Artificial intelligence, Cauchy distribution, Data mining, Algorithm, Mathematics, Pattern recognition (psychology), Machine learning, Statistics, Geology, Paleontology, Linguistics, PhilosophyTop concepts (fields/topics) attached by OpenAlex
- Cited by
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1Total citation count in OpenAlex
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2025: 1Per-year citation counts (last 5 years)
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10Other works algorithmically related by OpenAlex
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