Optimizing Variational Representations of Divergences and Accelerating Their Statistical Estimation

Author:

Birrell Jeremiah1ORCID,Katsoulakis Markos A.1ORCID,Pantazis Yannis2ORCID

Affiliation:

1. Department of Mathematics and Statistics, University of Massachusetts Amherst, Amherst, MA, USA

2. Institute of Applied and Computational Mathematics, Foundation for Research and Technology-Hellas, Heraklion, Greece

Funder

Harnessing the Data Revolution: Transdisciplinary Research in Principles of Data Science (HDR-TRIPODS) Program of the National Science Foundation

HDR-TRIPODS Program of the National Science Foundation

Air Force Office of Scientific Research

Project “Innovative Actions in Environmental Research and Development (PErAn)”

Operational Program “Competitiveness, Entrepreneurship and Innovation”

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Subject

Library and Information Sciences,Computer Science Applications,Information Systems

Reference46 articles.

1. The $f$-Sensitivity Index

2. Heterogeneous multiscale methods: A review;weinan;Commun Comput Phys,2007

3. Robust Bounds on Risk-Sensitive Functionals via Rényi Divergence

4. Cumulant GAN;pantazis;arXiv 2006 06625,2020

5. Variational Representations and Neural Network Estimation of Rényi Divergences

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