Wasserstein Gradient Flows for Moreau Envelopes of f-Divergences in Reproducing Kernel Hilbert Spaces

Viktor Stein, Sebastian Neumayer, Nicolaj Rux +1

Commonly used $f$-divergences of measures, e.g., the Kullback-Leibler divergence, are subject to limitations regarding the support of the involved measures. A remedy is regularizin…