• Corpus ID: 238419303

Neural Estimation of Statistical Divergences

@inproceedings{Sreekumar2021NeuralEO,
  title={Neural Estimation of Statistical Divergences},
  author={Sreejith Sreekumar and Ziv Goldfeld},
  year={2021}
}
Statistical divergences (SDs), which quantify the dissimilarity between probability distributions, are a basic constituent of statistical inference and machine learning. A modern method for estimating those divergences relies on parametrizing an empirical variational form by a neural network (NN) and optimizing over parameter space. Such neural estimators are abundantly used in practice, but corresponding performance guarantees are partial and call for further exploration. We establish non…