2019
DOI: 10.48550/arxiv.1903.01944
|View full text |Cite
Preprint
|
Sign up to set email alerts
|

Generative Adversarial Nets for Robust Scatter Estimation: A Proper Scoring Rule Perspective

Chao Gao,
Yuan Yao,
Weizhi Zhu

Abstract: Robust scatter estimation is a fundamental task in statistics. The recent discovery on the connection between robust estimation and generative adversarial nets (GANs) by [22] suggests that it is possible to compute depth-like robust estimators using similar techniques that optimize GANs. In this paper, we introduce a general learning via classification framework based on the notion of proper scoring rules. This framework allows us to understand both matrix depth function and various GANs through the lens of va… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
1
1
1
1

Citation Types

1
17
0

Year Published

2019
2019
2022
2022

Publication Types

Select...
3
1

Relationship

2
2

Authors

Journals

citations
Cited by 4 publications
(18 citation statements)
references
References 37 publications
1
17
0
Order By: Relevance
“…For cost under 2-norm (Theorem E.3), our results generalize the result in Gao et al (2019) from Gaussians to a non-parametric set with a necessary sacrifice of a log factor.…”
Section: Interpretation and Comparisonsupporting
confidence: 70%
See 4 more Smart Citations
“…For cost under 2-norm (Theorem E.3), our results generalize the result in Gao et al (2019) from Gaussians to a non-parametric set with a necessary sacrifice of a log factor.…”
Section: Interpretation and Comparisonsupporting
confidence: 70%
“…In Appendix E.5 we discuss optimization aspects of TV H , showing that it can be smoothed to produce a new distance that it closely related to generative adversarial networks (Goodfellow et al, 2014), extending observations in Gao et al (2019) on connections between robustness and GANs.…”
Section: Outline Of Techniquesmentioning
confidence: 94%
See 3 more Smart Citations