Skip to content
#machine learning #data science Preprint Open access

Universal Bounds for Self-Normalized Kullback-Leibler Estimation

Buu Phan Lester Mackey David Alvarez-Melis
Oct 2026
Machine Learning Data Science

Abstract

This work studies an entropy-based estimator of Kullback-Leibler (KL) divergence constructed from normalized importance weights. We prove a universal finite-sample bound showing that its expectation can exceed the target-proposal KL divergence by at most $\log 2$ for any sample size. We then characterize the KL divergence between the distribution induced by importance-weighted resampling and the proposal, showing that it is upper bounded by both the expectation of the entropy-based estimator and the target-proposal KL divergence. Importantly, these bounds require neither bounded importance weights nor finite higher moments. We apply these results to test-time alignment of generative models via Soft Best-of-$N$ sampling, an importance-sampling-based scaling technique proposed by Verdun et al. (2025), and to relative entropy coding, obtaining finite-sample policy-divergence certificates and moment-free bounds on coding cost.

View source

Similar papers

#computer vision Review Sep 2017

Agile Software Development Methods: Review and Analysis

This publication proposes a definition and a classification of agile software development approaches and analyses ten software development methods that can be characterized as being "agile" against the defined criterion.

P. Abrahamsson, O. Salo, Jussi Ronkainen et al. · 727 citations · ⚡54
#computer vision Jun 2008

The impact of agile practices on communication in software development

The study shows that agile practices improve both informal and formal communication, but indicates that, in larger development situations involving multiple external stakeholders, a mismatch of adequate communication mechanisms can sometimes even hinder the communication.

M. Pikkarainen, Jukka Haikara, O. Salo et al. · 401 citations · ⚡48
#machine learning Review Open access Oct 2014

Software development in startup companies: A systematic mapping study

The results indicate that software engineering work practices are chosen opportunistically, adapted and configured to provide value under the constrains imposed by the startup context.

Nicolò Paternoster, Carmine Giardino, M. Unterkalmsteiner et al. · 394 citations · ⚡54

Diffusion models as plug-and-play priors

The possibility of inferring high-dimensional data inference in a model that consists of a prior and an auxiliary differentiable constraint given some additional information is considered, thereby allowing a range of potential applications in adapting models to new domains and tasks.

Alexandros Graikos, Esmeralda S. Whitammer, N. Jojic et al. · 316 citations · ⚡15

Related blog posts

We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.