# Robust Estimation for Kernel Exponential Families with Smoothed Total Variation Distances

arXiv: https://arxiv.org/abs/2410.20760 · HTML: https://mlsanity.com/paper/2410.20760/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 18 of its 79 references that are in the map.
- First posted on arXiv 28 Oct 2024.

## Builds on (most cited first, 18 of 18)

- [Improved Training of Wasserstein GANs](https://mlsanity.com/paper/1704.00028/) (2017)
- [f-GAN: Training Generative Neural Samplers using Variational Divergence Minimization](https://mlsanity.com/paper/1606.00709/) (2016)
- [Optimal Transport for Domain Adaptation](https://mlsanity.com/paper/1507.00504/) (2015)
- [MMD GAN: Towards Deeper Understanding of Moment Matching Network](https://mlsanity.com/paper/1705.08584/) (2017)
- [Robust Estimators in High Dimensions without the Computational Intractability](https://mlsanity.com/paper/1604.06443/) (2016)
- [Distributionally Robust Stochastic Optimization with Wasserstein Distance](https://mlsanity.com/paper/1604.02199/) (2016)
- [Generalization and Equilibrium in Generative Adversarial Nets (GANs)](https://mlsanity.com/paper/1703.00573/) (2017)
- [Agnostic Estimation of Mean and Covariance](https://mlsanity.com/paper/1604.06968/) (2016)
- [Robust Covariance and Scatter Matrix Estimation under Huber's Contamination Model](https://mlsanity.com/paper/1506.00691/) (2015)
- [Density Estimation in Infinite Dimensional Exponential Families](https://mlsanity.com/paper/1312.3516/) (2013)
- [Generalized Resilience and Robust Statistics](https://mlsanity.com/paper/1909.08755/) (2019)
- [Exponential Family Estimation via Adversarial Dynamics Embedding](https://mlsanity.com/paper/1904.12083/) (2019)
- [Kernel Exponential Family Estimation via Doubly Dual Embedding](https://mlsanity.com/paper/1811.02228/) (2018)
- [Deconstructing Generative Adversarial Networks](https://mlsanity.com/paper/1901.09465/) (2019)
- [Robust W-GAN-Based Estimation Under Wasserstein Contamination](https://mlsanity.com/paper/2101.07969/) (2021)
- [Generative Adversarial Nets for Robust Scatter Estimation: A Proper Scoring Rule Perspective](https://mlsanity.com/paper/1903.01944/) (2019)
- [Robust Estimation for Nonparametric Families via Generative Adversarial Networks](https://mlsanity.com/paper/2202.01269/) (2022)
- [On Selection Criteria for the Tuning Parameter in Robust Divergence](https://mlsanity.com/paper/2106.11540/) (2021)

## Built on by (most cited first, 1 of 1)

- [Distribution-free two-sample testing with blurred total variation distance](https://mlsanity.com/paper/2602.05862/) (2026)

## Abstract (arXiv)

In statistical inference, we commonly assume that samples are independent and identically distributed from a probability distribution included in a pre-specified statistical model. However, such an assumption is often violated in practice. Even an unexpected extreme sample called an it outlier can significantly impact classical estimators. Robust statistics studies how to construct reliable statistical methods that efficiently work even when the ideal assumption is violated. Recently, some works revealed that robust estimators such as Tukey's median are well approximated by the generative adversarial net (GAN), a popular learning method for complex generative models using neural networks. GAN is regarded as a learning method using integral probability metrics (IPM), which is a discrepancy measure for probability distributions. In most theoretical analyses of Tukey's median and its GAN-based approximation, however, the Gaussian or elliptical distribution is assumed as the statistical model. In this paper, we explore the application of GAN-like estimators to a general class of statistical models. As the statistical model, we consider the kernel exponential family that includes both finite and infinite-dimensional models. To construct a robust estimator, we propose the smoothed total variation (STV) distance as a class of IPMs. Then, we theoretically investigate the robustness properties of the STV-based estimators. Our analysis reveals that the STV-based estimator is robust against the distribution contamination for the kernel exponential family. Furthermore, we analyze the prediction accuracy of a Monte Carlo approximation method, which circumvents the computational difficulty of the normalization constant.
