47 citations · 272 across the 43 of their papers we have counts for
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-Divergences: Interpolating between -Divergences and Integral Probability Metrics
Jeremiah Birrell, Paul Dupuis, Markos A. Katsoulakis +2
We develop a rigorous and general framework for constructing information-theoretic divergences that subsume both -divergences and integral probability metrics (IPMs), such as th…
Distributionally Robust Variance Minimization: Tight Variance Bounds over -Divergence Neighborhoods
Jeremiah Birrell
Distributionally robust optimization (DRO) is a widely used framework for optimizing objective functionals in the presence of both randomness and model-form uncertainty. A key step…
Variational Representations and Neural Network Estimation of Rényi Divergences
Jeremiah Birrell, Paul Dupuis, Markos A. Katsoulakis +2
We derive a new variational formula for the Rényi family of divergences, , between probability measures and . Our result generalizes the classical Donsker-Varadha…
Optimizing Variational Representations of Divergences and Accelerating their Statistical Estimation
Jeremiah Birrell, Markos A. Katsoulakis, Yannis Pantazis
Variational representations of divergences and distances between high-dimensional probability distributions offer significant theoretical insights and practical advantages in numer…