Approximating f-Divergences with Rank Statistics
IMDEA Software Institute zve 17. listopadu 2026 na přednášku Josého Manuela de Frutose Porase o aproximaci f-divergencí pomocí pořadových statistik. Přednáška představí teoretické vlastnosti metody i její využití včetně experimentů.
Tuesday, November 17, 2026
José Manuel de Frutos Porras, PhD Student, Universidad Carlos III de Madrid (UC3M)
Approximating f-Divergences with Rank Statistics
Abstract:
Quantifying discrepancies between probability distributions is a fundamental problem in statistics and machine learning, with applications to hypothesis testing, divergence estimation, and generative modeling.
In this talk, we introduce a framework for approximating f-divergences using rank statistics, without requiring density estimation or density-ratio estimation. Our approach relies on rank histograms that capture discrepancies between distributions, leading to simple, bounded, and statistically consistent estimators.
We discuss the theoretical properties of these approximations, including their lower-bound interpretation and convergence guarantees. We also extend the framework to high-dimensional settings through random projections, yielding sliced f-divergence estimators.
Finally, we present numerical experiments illustrating the effectiveness of the proposed methods for divergence estimation and training implicit generative models.
Based on: Approximating f-Divergences with Rank Statistics, Viktor Stein and José Manuel de Frutos (ICML 2026).
https://software.imdea.org/events/invited-talks/2026/11-17
IMDEA Software Institute
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| Primary Name | AUDI Aktiengesellschaft |
|---|---|
| D-U-N-S Number | 315731679 |
| Registration Number/Description | HRB1 Register Number (DE) |
| Registration Number/Description | 85049B1 Derived Unique Register Number (DE) |
| Registration Number/Description | DE811115368 Value Added Tax Number (DE) |
| Telephone | +49 841890 |
| Entity Type | Corporation |
| Legal Form | Deemed Public Limited Company |
| Yearly Revenue | 64 500 000 000 EUR / 71 157 238 500 USD - 01.01.2024 |
| Number Of Employees | 86 900 - 01.01.2024 |
| Status | Active |
| Address | Auto-Union-Str. 1, Ingolstadt, 85057, Germany |
| Website | www.audi.com |
| [email protected] | |
| Line Of Business | Mfg motor vehicle/car bodies |
| Ownership Type | Privately owned |
| Incorporated Date | 16.04.1884 |
| Principals | Gernot Döllner |
| Owners | Bundesland Niedersachsen, Streubesitz, GOVERNMENT OF QATAR, Ferdinand Porsche Familien-Privatstiftung, Kai Alexander Porsche, Peter Daniell Porsche, Ferdinand Oliver Porsche, Geraldine Porsche, Mark Philipp Porsche, Hubertus Josef Kiesling, Diana Porsche, Andreas Kiesling, Peter Daniell Porsche, Kai Alexander Porsche, Ferdinand Oliver Porsche, Mark Philipp Porsche, Geraldine Porsche, Diana Porsche, Hubertus Josef Kiesling, Andreas Kiesling, Wolfgang Porsche, Stephanie Porsche- Schröder, Felix Alexander Porsche, Christian Porsche, Ferdinand Rudolf Wolfgang Porsche |
