Deep data density estimation through Donsker-Varadhan representation

DOI10.1007/S10472-024-09943-9MaRDI QIDQ6999172zbMATH OpenFDO

Authors Seonho Park, Panos M. Pardalos

Publication date 9 April 2025

Published in Annals of Mathematics and Artificial Intelligence (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10472-024-09943-9

zbMATH Keywords

data density estimationDonsker-Varadhan representationKL-divergenceprobabilistic modeling

Mathematics Subject Classification ID

Large deviations (60F10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Statistical aspects of information-theoretic topics (62B10) Density estimation (62G07) Artificial neural networks and deep learning (68T07) Variational methods applied to problems in optics and electromagnetic theory (78M30)

Cites work

• Asymptotic evaluation of certain markov process expectations for large time. IV
• Combining stochastic adaptive cubic regularization with negative curvature for nonconvex optimization
• Estimating Divergence Functionals and the Likelihood Ratio by Convex Risk Minimization
• On Estimation of a Probability Density Function and Mode

Cited in

(1)

• Some comments on the relationship between the rate function in the large deviation principle and the Kullback-Leibler divergence: toward the interpretation of neural estimation of mutual information

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