Variational Representations and Neural Network Estimation of Rényi Divergences

DOI10.1137/20M1368926zbMath1477.94037arXiv2007.03814MaRDI QIDQ5162628

Paul Dupuis, Luc Rey-Bellet, Markos A. Katsoulakis, Jie Wang, Jeremiah Birrell

Publication date: 3 November 2021

Published in: SIAM Journal on Mathematics of Data Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.03814

zbMATH Keywords

Rényi divergence; variational representation; neural network estimator

Mathematics Subject Classification ID

62G05: Nonparametric estimation

68T10: Pattern recognition, speech recognition

94A17: Measures of information, entropy

62B10: Statistical aspects of information-theoretic topics

Uses Software

• Adam
• Wasserstein GAN
• f-GAN