Beyond Global Divergences: A Local-Mass Perspective on Bayesian Inference
Global objectives, such as KL divergence and ELBO, are widely used in Bayesian inference for measuring distributional discrepancy. This paper studies their local-mass behaviour that is not directly captured by such objectives. We introduce and use two mathematical tools: (1) Mass Index for recording the polynomial and logarithmic decay scales of local mass, and (2) regularised extended KL (RE-KL), a set-localised divergence that can be formulated in the presence of singular components. Mass Indices help characterise how Bayesian updating changes local mass: (1) power-log likelihood factors shift it explicitly, and (2) parameter-dependent supports, or their smooth softenings, may change the local scale through the amount of mass that remains near the parameter value. Using local RE-KL, we prove absolute, relative, and directional inequalities for comparing local small-ball masses under the two KL directions. Together, these results provide a local theoretical account of local mass behaviour. Experiments provide controlled illustrations of the local behaviour. Code is available at https://github.com/Forsythia0604/Local-Mass-Framework.
Code (0)
등록된 구현이 없습니다.
Tasks
Bayesian InferenceSimilar Papers 제목 키워드 기반
$(f,Γ)$-Divergences: Interpolating between $f$-Divergences and Integral Probability Metrics
We develop a rigorous and general framework for constructing information-theoretic divergences that subsume both $f$-divergences and integral probability metrics (IPMs), such as the $1$-Wasserstein distance. We prove und…
Image GenerationUncertainty QuantificationVariational Inference with Tail-adaptive f-Divergence
Variational inference with {\alpha}-divergences has been widely used in modern probabilistic machine learning. Compared to Kullback-Leibler (KL) divergence, a major advantage of using {\alpha}-divergences (with positive …
Deep Reinforcement LearningReinforcement LearningVariational InferenceEvaluating Bregman Divergences for Probability Learning from Crowd
The crowdsourcing scenarios are a good example of having a probability distribution over some categories showing what the people in a global perspective thinks. Learn a predictive model of this probability distribution c…
Demystifying Why Local Aggregation Helps: Convergence Analysis of Hierarchical SGD
Hierarchical SGD (H-SGD) has emerged as a new distributed SGD algorithm for multi-level communication networks. In H-SGD, before each global aggregation, workers send their updated local models to local servers for aggre…
Federated LearningLocal and Global Contraction Principles for MCMC Mixing
We develop a contraction-based framework for proving mixing-time bounds for Markov chain Monte Carlo algorithms. The framework is built around global and local contraction coefficients of Markov kernels under the $\maths…